Boundary Element Method; Black-Scholes Equation; Moving Boundary; Option Pricing; Barrier Option - Articles

Quadrature Rules for Functions with a Mid-Point Logarithmic Singularity in the Boundary Element Method Based on the x = t^p Substitution (Articles)

Stephen M. Kirkup, Javad Yazdani, George Papazafeiropoulos

American Journal of Computational Mathematics Vol.9 No.4, December 16, 2019

DOI: 10.4236/ajcm.2019.94021 781 Downloads 2,462 Views Citations
The British Binary Option (Articles)

Min Gao

Journal of Mathematical Finance Vol.9 No.4, November 14, 2019

DOI: 10.4236/jmf.2019.94038 971 Downloads 2,517 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 8,718 Views Citations
Some Steiner Symmetry Results in Overdetermined Boundary Value Problem (Articles)

Zhongbo Fang, Anna Wang

Advances in Pure Mathematics Vol.1 No.6, November 24, 2011

DOI: 10.4236/apm.2011.16061 5,030 Downloads 9,416 Views Citations
Some Symmetry Results for the A-Laplacian Equation via the Moving Planes Method (Articles)

Zhongbo Fang, Anna Wang

Advances in Pure Mathematics Vol.2 No.6, November 9, 2012

DOI: 10.4236/apm.2012.26053 5,555 Downloads 9,172 Views Citations
Numerical Simulation of Flow Behavior in Basilar Bifurcation Aneurysms Based on 4-Dimensional Computed Tomography Angiography (Articles)

Tomoaki Yamazaki, Gaku Tanaka, Ryuhei Yamaguchi, Yodai Okazaki, Hitomi Anzai, Fujimaro Ishida, Makoto Ohta

World Journal of Mechanics Vol.11 No.4, April 12, 2021

DOI: 10.4236/wjm.2021.114006 749 Downloads 2,017 Views Citations
A Simple Generalisation of Kirk’s Approximation for Multi-Asset Spread Options by the Lie-Trotter Operator Splitting Method (Articles)

Chi-Fai Lo

Journal of Mathematical Finance Vol.4 No.3, May 6, 2014

DOI: 10.4236/jmf.2014.43016 7,160 Downloads 10,019 Views Citations
An Accurate Numerical Integrator for the Solution of Black Scholes Financial Model Equation (Articles)

Iyakino P. Akpan, Johnson O. Fatokun

American Journal of Computational Mathematics Vol.5 No.3, September 2, 2015

DOI: 10.4236/ajcm.2015.53026 5,354 Downloads 7,050 Views Citations
Application of Elzaki Transform Method to Market Volatility Using the Black-Scholes Model (Articles)

Henrietta Ify Ojarikre, Ideh Rapheal, Ebimene James Mamadu

Journal of Applied Mathematics and Physics Vol.12 No.3, March 26, 2024

DOI: 10.4236/jamp.2024.123050 210 Downloads 716 Views Citations
Foreign Exchange Derivative Pricing with Stochastic Correlation (Articles)

Topilista Nabirye, Philip Ngare, Joseph Mungatu

Journal of Mathematical Finance Vol.6 No.5, November 23, 2016

DOI: 10.4236/jmf.2016.65059 1,843 Downloads 3,704 Views Citations
A Conceptual Numerical Model of the Wave Equation Using the Complex Variable Boundary Element Method (Articles)

Bryce D. Wilkins, Theodore V. Hromadka, Randy Boucher

Applied Mathematics Vol.8 No.5, May 27, 2017

DOI: 10.4236/am.2017.85057 1,846 Downloads 3,400 Views Citations
This article belongs to the Special Issue on Numerical and Mathematical Modeling of Flow and Transport
An Unsteady Two-Dimensional Complex Variable Boundary Element Method (Articles)

Bryce D. Wilkins, Joshua Greenberg, Brittany Redmond, Alan Baily, Nicholas Flowerday, Adam Kratch, Theodore V. Hromadka, Randy Boucher, Howard D. McInvale, Steve Horton

Applied Mathematics Vol.8 No.6, June 30, 2017

DOI: 10.4236/am.2017.86069 7,470 Downloads 8,957 Views Citations
Numerical Discrete-Domain Integral Formulations for Generalized Burger-Fisher Equation (Articles)

Okey Oseloka Onyejekwe, Beruk Minale, Fikru Habtamu, Tesfaye Amha, Getenet Tamiru, Bethelhem Mengistu, Yohaness Demiss, Nahom Alemseged, Computational Science and Dynamics Systems Group

Applied Mathematics Vol.11 No.3, March 5, 2020

DOI: 10.4236/am.2020.113012 701 Downloads 1,705 Views Citations
A Generalized FDTD Method with Absorbing Boundary Condition for Solving a Time-Dependent Linear Schrodinger Equation (Articles)

Frederick Ira Moxley III, Fei Zhu, Weizhong Dai

American Journal of Computational Mathematics Vol.2 No.3, September 28, 2012

DOI: 10.4236/ajcm.2012.23022 6,180 Downloads 12,400 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 1,135 Downloads 2,976 Views Citations
Introducing the Power Series Method to Numerically Approximate Contingent Claim Partial Differential Equations (Articles)

Gerald W. Buetow, James Sochacki

Journal of Mathematical Finance Vol.9 No.4, October 25, 2019

DOI: 10.4236/jmf.2019.94031 1,235 Downloads 3,445 Views Citations
This article belongs to the Special Issue on Actuarial Science and Finance
Numerical Methods for Discrete Double Barrier Option Pricing Based on Merton Jump Diffusion Model (Articles)

Mingjia Li

Open Journal of Statistics Vol.7 No.3, June 12, 2017

DOI: 10.4236/ojs.2017.73032 1,558 Downloads 3,215 Views Citations
Elastoplastic Large Deformation Using Meshless Integral Method (Articles)

Jianfeng Ma, X. J. Xin

World Journal of Mechanics Vol.2 No.6, December 31, 2012

DOI: 10.4236/wjm.2012.26040 5,419 Downloads 8,960 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 8,877 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 7,002 Downloads 12,432 Views Citations

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