Option Price - Articles - Scientific Research Publishing

Commodity Price Stabilization under Unattainable Stocks (Articles)

Andrew Schmitz

Theoretical Economics Letters Vol.8 No.5, April 8, 2018

DOI: 10.4236/tel.2018.85061 947 Downloads 2,205 Views Citations
The Influences of Energy Price Variation on the Prices of Other Industries: A Study Based on Input-Output Price Model (Articles)

Aiwen Zhao, Ruilin Li

Open Journal of Energy Efficiency Vol.8 No.2, June 4, 2019

DOI: 10.4236/ojee.2019.82003 917 Downloads 2,900 Views Citations
Random Timestepping Algorithm with Exponential Distribution for Pricing Various Structures of One-Sided Barrier Options (Articles)

Hasan Alzubaidi

American Journal of Computational Mathematics Vol.7 No.3, August 3, 2017

DOI: 10.4236/ajcm.2017.73020 1,134 Downloads 2,971 Views Citations
The Effect of Housing Price on Industrial Agglomeration in China (Articles)

Zhaohui Li, Xuemei Chen

Modern Economy Vol.7 No.12, November 18, 2016

DOI: 10.4236/me.2016.712136 1,849 Downloads 3,753 Views Citations
Information Processing and Financial Market Price Adjustments (Articles)

Edwin H. Neave, William R. Scott

Theoretical Economics Letters Vol.9 No.7, September 26, 2019

DOI: 10.4236/tel.2019.97148 609 Downloads 1,731 Views Citations
This article belongs to the Special Issue on Stock Market and Finance
Societal Gains from Price Stability: Does Risk Matter? (Articles)

Andrew Schmitz, Claudine Chegini

Theoretical Economics Letters Vol.13 No.2, March 10, 2023

DOI: 10.4236/tel.2023.132013 213 Downloads 945 Views Citations
Price Instability, Risk, and Storage: Revisited (Articles)

Andrew Schmitz, Sheikh Jafar Emran

Theoretical Economics Letters Vol.14 No.1, February 29, 2024

DOI: 10.4236/tel.2024.141011 215 Downloads 1,070 Views Citations
Analysis of Studies from 2000-2010 in Real Option Theory and Application to OM (Articles)

Hui-Chuan Chen

American Journal of Operations Research Vol.1 No.1, March 25, 2011

DOI: 10.4236/ajor.2011.11003 5,855 Downloads 12,655 Views Citations
Black-Scholes Option Pricing Model Modified to Admit a Miniscule Drift Can Reproduce the Volatility Smile (Articles)

Matthew C. Modisett, James A. Powell

Applied Mathematics Vol.3 No.6, June 26, 2012

DOI: 10.4236/am.2012.36093 7,583 Downloads 12,237 Views Citations
Study on Chinese Rural Drinking Water Option and Its Pricing (Articles)

Jian-Fei Leng, Lu Li

Journal of Financial Risk Management Vol.1 No.4, December 18, 2012

DOI: 10.4236/jfrm.2012.14010 4,456 Downloads 8,874 Views Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

International Journal of Modern Nonlinear Theory and Application Vol.2 No.1, March 13, 2013

DOI: 10.4236/ijmnta.2013.21003 6,999 Downloads 12,417 Views Citations
Generalized Option Betas (Articles)

Sven Husmann, Neda Todorova

Journal of Mathematical Finance Vol.3 No.3, August 8, 2013

DOI: 10.4236/jmf.2013.33035 5,868 Downloads 8,715 Views Citations
Pricing Options in Jump Diffusion Models Using Mellin Transforms (Articles)

Robert Frontczak

Journal of Mathematical Finance Vol.3 No.3, August 15, 2013

DOI: 10.4236/jmf.2013.33037 7,848 Downloads 12,305 Views Citations
Optimal Investment Strategy for Kinked Utility Maximization: Covered Call Option Strategy (Articles)

Miwaka Yamashita

Journal of Mathematical Finance Vol.4 No.2, February 14, 2014

DOI: 10.4236/jmf.2014.42006 4,742 Downloads 8,051 Views Citations
Pricing of Margrabe Options for Large Investors with Application to Asset-Liability Management in Life Insurance (Articles)

Erik Bølviken, Frank Proske, Mark Rubtsov

Journal of Mathematical Finance Vol.4 No.2, February 27, 2014

DOI: 10.4236/jmf.2014.42011 4,530 Downloads 6,991 Views Citations
Are Mispricings Long-Lasting or Short-Lived? Evidence from S & P 500 Index ETF Options (Articles)

Feng Jiao

Theoretical Economics Letters Vol.8 No.3, February 12, 2018

DOI: 10.4236/tel.2018.83027 1,015 Downloads 2,978 Views Citations
This article belongs to the Special Issue on Financial Derivatives
Endogenous Explanation for Random Fluctuation of Stock Price and Its Application: Based on the View of Repeated Game with Asymmetric Information (Articles)

Weicheng Xu, Tian Zhou, Di Peng

Journal of Applied Mathematics and Physics Vol.9 No.4, April 21, 2021

DOI: 10.4236/jamp.2021.94050 464 Downloads 1,380 Views Citations
Longitudinal Market Valuation of Unexpectedly Increased R&D Expenditure with the Real Option Logic (Articles)

Hyeri Jung, Jaeho Lee

Open Journal of Business and Management Vol.9 No.5, September 28, 2021

DOI: 10.4236/ojbm.2021.95139 326 Downloads 1,209 Views Citations
Classical and Quantum Structures of the Wave: Modelling the Controlled, Optimised, Continuum-System (Articles)

Tafireyi Nemaura

Journal of Applied Mathematics and Physics Vol.10 No.3, March 3, 2022

DOI: 10.4236/jamp.2022.103044 290 Downloads 1,306 Views Citations
An Option Valuation Formula for Stochastic Volatility Driven by GARCH Processes (Articles)

Zhongmin Qian, Xingcheng Xu

Journal of Mathematical Finance Vol.13 No.2, May 31, 2023

DOI: 10.4236/jmf.2023.132015 368 Downloads 1,682 Views Citations

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