American Option Model; Regularity of Free Boundary; Comparison Principle - Articles

Efficient Pricing of European-Style Options under Heston’s Stochastic Volatility Model (Articles)

Oleksandr Zhylyevskyy

Theoretical Economics Letters Vol.2 No.1, February 23, 2012

DOI: 10.4236/tel.2012.21003 6,381 Downloads 13,204 Views Citations
Pricing Callable Bonds Based on Monte Carlo Simulation Techniques (Articles)

Deng Ding, Qi Fu, Jacky So

Technology and Investment Vol.3 No.2, May 29, 2012

DOI: 10.4236/ti.2012.32015 10,340 Downloads 18,124 Views Citations
Joint Characteristic Function of Stock Log-Price and Squared Volatility in the Bates Model and Its Asset Pricing Applications (Articles)

Oleksandr Zhylyevskyy

Theoretical Economics Letters Vol.2 No.4, November 1, 2012

DOI: 10.4236/tel.2012.24074 4,868 Downloads 8,155 Views Citations
A Study on Numerical Solution of Black-Scholes Model (Articles)

Md. Nurul Anwar, Laek Sazzad Andallah

Journal of Mathematical Finance Vol.8 No.2, May 17, 2018

DOI: 10.4236/jmf.2018.82024 2,369 Downloads 11,915 Views Citations
Mixed Fractional Merton Model to Evaluate European Options with Transaction Costs (Articles)

Foad Shokrollahi

Journal of Mathematical Finance Vol.8 No.4, November 7, 2018

DOI: 10.4236/jmf.2018.84040 1,123 Downloads 2,389 Views Citations
A Full Asymptotic Series of European Call Option Prices in the SABR Model with Beta = 1 (Articles)

Z. Guo, H. Schellhorn

Applied Mathematics Vol.10 No.6, June 28, 2019

DOI: 10.4236/am.2019.106034 848 Downloads 2,098 Views Citations
This article belongs to the Special Issue on Stochastic Process and Stochastic Calculus
Call and Put Option Pricing with Discrete Linear Investment Strategy (Articles)

Niloofar Ghorbani, Andrzej Korzeniowski

Journal of Mathematical Finance Vol.12 No.1, January 29, 2022

DOI: 10.4236/jmf.2022.121005 431 Downloads 1,773 Views Citations
Lagrangian Model PETROMAR-3D to Describe Complex Processes in Marine Oil Spills (Articles)

Amilcar E. Calzada, Iván Delgado, Carlos Ramos, Frank Pérez, Dailín Reyes, Dayana Carracedo, Alejandro Rodríguez, Dayron Chang, Javier Cabrales, Alexander Lobaina

Open Journal of Marine Science Vol.11 No.1, January 6, 2021

DOI: 10.4236/ojms.2021.111002 677 Downloads 2,158 Views Citations
Instability in the Hotelling’s Non-Price Spatial Competition Model (Articles)

Yosuke Yasuda

Theoretical Economics Letters Vol.3 No.3A, June 18, 2013

DOI: 10.4236/tel.2013.33A002 5,961 Downloads 12,711 Views Citations
This article belongs to the Special Issue on Business Economics
A Method for Setting the Artificial Boundary Conditions of Groundwater Model (Articles)

Yipeng Zhou, Zhaoli Shen, Weijun Shi, Jinhui Liu, Yajie Liu

Open Journal of Geology Vol.3 No.2B, October 22, 2013

DOI: 10.4236/ojg.2013.32B012 3,772 Downloads 5,516 Views Citations
Study on the Fluctuation of Purchasing Power Parity (Articles)

Hua Niu, Xiaoyuan Chu, Yanxin Ma

Open Journal of Business and Management Vol.4 No.1, January 14, 2016

DOI: 10.4236/ojbm.2016.41008 4,954 Downloads 8,870 Views Citations
Comparison of Ruin Probabilities in Compound Poisson Risk Model (Articles)

Dol Nath Khanal

Open Journal of Statistics Vol.9 No.1, January 25, 2019

DOI: 10.4236/ojs.2019.91004 1,160 Downloads 2,802 Views Citations
Analysis of the Resolution of Crime Using Predictive Modeling (Articles)

Keshab R. Dahal, Jiba N. Dahal, Kenneth R. Goward, Oluremi Abayami

Open Journal of Statistics Vol.10 No.3, June 30, 2020

DOI: 10.4236/ojs.2020.103036 1,186 Downloads 2,805 Views Citations
Argumentative Comparative Analysis of Machine Learning on Coronary Artery Disease (Articles)

Keshab R. Dahal, Yadu Gautam

Open Journal of Statistics Vol.10 No.4, August 19, 2020

DOI: 10.4236/ojs.2020.104043 827 Downloads 2,781 Views Citations
Comparative Evaluation of Machine Learning Models for NBA Game Outcome Prediction (Articles)

Yuqi Wang

Journal of Computer and Communications Vol.13 No.11, November 12, 2025

DOI: 10.4236/jcc.2025.1311004 107 Downloads 1,322 Views Citations
Global Optimization for Solving Linear Non-Quadratic Optimal Control Problems (Articles)

Jinghao Zhu

Journal of Applied Mathematics and Physics Vol.4 No.10, October 13, 2016

DOI: 10.4236/jamp.2016.410188 1,459 Downloads 2,529 Views Citations
Aging and Dynamics of Information: The Deeper Side of Biology (An Interdisciplinary Commentary) (Articles)

Jorge Barragán, Sebastián Sánchez

Advances in Aging Research Vol.14 No.1, January 15, 2025

DOI: 10.4236/aar.2025.141002 232 Downloads 1,575 Views Citations
On Eigenvalue and Maximum Principle Type Problems Involving the p-Laplacian with Nonlinear Boundary Conditions (Articles)

Pascaline Nshimirimana, Vianney Mbazumutima, Janvier Pesser Ntahomvukiye

Journal of Applied Mathematics and Physics Vol.13 No.6, June 30, 2025

DOI: 10.4236/jamp.2025.136120 103 Downloads 446 Views Citations
Determination of One Unknown Thermal Coefficient through the One-Phase Fractional Lamé-Clapeyron-Stefan Problem (Articles)

Domingo Alberto Tarzia

Applied Mathematics Vol.6 No.13, November 30, 2015

DOI: 10.4236/am.2015.613191 3,615 Downloads 4,924 Views Citations
This article belongs to the Special Issue on Fractional Calculus
An Extension of the Black-Scholes and Margrabe Formulas to a Multiple Risk Economy (Articles)

Werner Hürlimann

Applied Mathematics Vol.2 No.4, March 31, 2011

DOI: 10.4236/am.2011.24053 6,768 Downloads 13,041 Views Citations

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