Parallel Algorithm; American Option Pricing; Binomial Tree Model; Transaction Costs - Articles

A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models with Dependent Volatility and Return Processes (Articles)

Raj Jagannathan

Journal of Mathematical Finance Vol.6 No.2, May 19, 2016

DOI: 10.4236/jmf.2016.62026 3,212 Downloads 5,179 Views Citations
Rapid Quantum Search Algorithm (Articles)

Yehuda Roth

Journal of Modern Physics Vol.4 No.9, September 3, 2013

DOI: 10.4236/jmp.2013.49158 4,672 Downloads 7,225 Views Citations
On the Internal Consistency of the Black-Scholes Option Pricing Model (Articles)

Jeremy Berkowitz

Theoretical Economics Letters Vol.3 No.3, June 13, 2013

DOI: 10.4236/tel.2013.33032 4,615 Downloads 7,210 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 1,875 Downloads 3,764 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 7,629 Downloads 12,341 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 7,036 Downloads 12,523 Views Citations
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 1,429 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 399 Downloads 1,766 Views Citations
Geometric Fractional Brownian Motion Perturbed by Fractional Ornstein-Uhlenbeck Process and Application on KLCI Option Pricing (Articles)

Mohammed Alhagyan, Masnita Misiran, Zurni Omar

Open Access Library Journal Vol.3 No.8, August 19, 2016

DOI: 10.4236/oalib.1102863 1,639 Downloads 3,375 Views Citations
E-Commerce Business Models and Search Engine Dependency (Articles)

Tobias Klatt

iBusiness Vol.5 No.3B, November 8, 2013

DOI: 10.4236/ib.2013.53B041 6,416 Downloads 10,362 Views Citations
EU Coordination Weaknesses: Transaction Costs (Articles)

Jan-Erik Lane

Open Access Library Journal Vol.3 No.8, August 5, 2016

DOI: 10.4236/oalib.1102800 960 Downloads 1,902 Views Citations
The Analysis of Carbon Trade Economics and Its Policy Implication to Mitigate Climate Change in Tanzania (Articles)

Felister Mombo, Miriam Mrutu, Yonika Ngaga

American Journal of Climate Change Vol.7 No.4, September 30, 2018

DOI: 10.4236/ajcc.2018.74031 1,053 Downloads 3,379 Views Citations
High Order Portfolio Optimization Problem with Transaction Costs (Articles)

Xin Li, Peiai Zhang

Modern Economy Vol.10 No.6, June 12, 2019

DOI: 10.4236/me.2019.106100 1,121 Downloads 2,754 Views Citations
A Hybrid Parallel Multi-Objective Genetic Algorithm for 0/1 Knapsack Problem (Articles)

Sudhir B. Jagtap, Subhendu Kumar Pani, Ganeshchandra Shinde

Journal of Software Engineering and Applications Vol.4 No.5, May 26, 2011

DOI: 10.4236/jsea.2011.45035 5,385 Downloads 9,939 Views Citations
An Intelligent Bi-Directional Parallel B* Routing Algorithm (Articles)

Xueyu Zhang, Caihong Li

Journal of Computer and Communications Vol.8 No.7, June 30, 2020

DOI: 10.4236/jcc.2020.87001 732 Downloads 2,569 Views Citations
Sensitivity Encoding Reconstruction for MRI with Gridding Algorithm (Articles)

Lianjun Zhang, Gang Liu

Journal of Computer and Communications Vol.9 No.2, February 23, 2021

DOI: 10.4236/jcc.2021.92002 518 Downloads 1,677 Views Citations
The Purpose of Outsourcing for Automotive Manufacturing Managers (Articles)

Sonya Payne, Charles Needham

Open Journal of Business and Management Vol.12 No.5, September 12, 2024

DOI: 10.4236/ojbm.2024.125165 196 Downloads 1,684 Views Citations
Mellin Transform Method for the Valuation of the American Power Put Option with Non-Dividend and Dividend Yields (Articles)

Sunday Emmanuel Fadugba, Chuma Raphael Nwozo

Journal of Mathematical Finance Vol.5 No.3, July 10, 2015

DOI: 10.4236/jmf.2015.53023 3,718 Downloads 5,254 Views Citations
Application of Precise Loan Qualification Identification Based on K-Means and Decision Tree Model from the Perspective of Consumer Behavior in Universities (Articles)

Yan Fan, Chaosheng Zhang, Xiao Ge

Journal of Service Science and Management Vol.18 No.6, November 28, 2025

DOI: 10.4236/jssm.2025.186029 67 Downloads 418 Views Citations
The Operator Splitting Method for Black-Scholes Equation (Articles)

Yassir Daoud, Turgut Öziş

Applied Mathematics Vol.2 No.6, June 22, 2011

DOI: 10.4236/am.2011.26103 6,790 Downloads 12,806 Views Citations

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