Spread Option - Articles - Scientific Research Publishing

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 7,036 Downloads 12,524 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 5,933 Downloads 8,824 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 7,893 Downloads 12,454 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 4,817 Downloads 8,165 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 4,587 Downloads 7,086 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 1,051 Downloads 3,091 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 483 Downloads 1,433 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 357 Downloads 1,278 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 314 Downloads 1,352 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 401 Downloads 1,770 Views Citations
Women’s Co-Optation in Institutions: Promoting Values of Equity and Equal Opportunity Tested in the Democratic Republic of the Congo (Articles)

Kahenga Ekota Ferdinand, Elise Féron, Barumwete Simon, Kazoviyo Gertrude

Open Journal of Political Science Vol.13 No.4, October 31, 2023

DOI: 10.4236/ojps.2023.134031 248 Downloads 910 Views Citations
A High Efficiency Spread Spectrum Scheme Using Approximate Orthogonal Complex Sequences (Articles)

Xiaohong SHI

International Journal of Communications, Network and System Sciences Vol.3 No.1, January 20, 2010

DOI: 10.4236/ijcns.2010.31011 6,771 Downloads 11,098 Views Citations
Design of an Acoustic Communication System Based on FHMA for Multiple Underwater Vehicles (Articles)

Zixin Zhao, Shuxiang Guo

Wireless Engineering and Technology Vol.1 No.1, July 30, 2010

DOI: 10.4236/wet.2010.11005 7,086 Downloads 13,071 Views Citations
Performance Improvement of Wireless Communications Using Frequency Hopping Spread Spectrum (Articles)

Naser Hossein Motlagh

International Journal of Communications, Network and System Sciences Vol.3 No.10, October 27, 2010

DOI: 10.4236/ijcns.2010.310108 8,791 Downloads 16,833 Views Citations
Computer Generated Quadratic and Higher Order Apertures and Its Application on Numerical Speckle Images (Articles)

Abdallah Mohamed Hamed

Optics and Photonics Journal Vol.1 No.2, June 29, 2011

DOI: 10.4236/opj.2011.12007 5,602 Downloads 9,576 Views Citations
On Valuing Constant Maturity Swap Spread Derivatives (Articles)

Leonard Tchuindjo

Journal of Mathematical Finance Vol.2 No.2, May 23, 2012

DOI: 10.4236/jmf.2012.22020 11,305 Downloads 17,494 Views Citations
Factors associated with the spread of Chinese Tallow in East Texas forestlands (Articles)

Zhaofei Fan, Yuan Tan, Michael K. Crosby

Open Journal of Ecology Vol.2 No.3, August 10, 2012

DOI: 10.4236/oje.2012.23015 4,738 Downloads 9,175 Views Citations
The patterns and risks for disease spreading of cattle movement in China (Articles)

Xiangdong Sun, Yongjun Liu, Youming Wang, Peng Li, Aizhen Guo, Zhining Jia, Xiaofeng Wang, Hongjie Zhang, Jian Zhang, Yong Yu, Yanwei Sun, Baoxu Huang

Agricultural Sciences Vol.4 No.12, December 25, 2013

DOI: 10.4236/as.2013.412094 4,434 Downloads 6,442 Views Citations
Hereditary Immunity and the Origin of Atherosclerosis (Articles)

Sergey N. Rumyantsev, Vil K. Gerasimov, Jergy Grzezczuk, Roman A. Aron, Nataly F. Avrova, Irina V. Belyakova, Ludmila V. Bobrakova, Kirill F. Dubrov, Ludmila V. Perkus, Vladimir F. Pospelov, Nina M. Rogacheva, Nikolay P. Shabalov

Open Journal of Immunology Vol.4 No.1, March 21, 2014

DOI: 10.4236/oji.2014.41003 5,193 Downloads 7,543 Views Citations
Hand-Washing Global (Articles)

John Y. Wu

Open Journal of Philosophy Vol.4 No.3, August 19, 2014

DOI: 10.4236/ojpp.2014.43044 3,937 Downloads 5,585 Views Citations

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