Sparse Grid; Regression; Least-Squares Monte Carlo; Moving Window Asian Option - Articles

Pricing European Option When the Stock Price Process Is Being Driven by Geometric Brownian Motion (Articles)

Kebareng I. Moalosi-Court

Open Access Library Journal Vol.6 No.8, August 2, 2019

DOI: 10.4236/oalib.1105568 332 Downloads 1,470 Views Citations
Going Nuclear: Rule Manipulation and Judicial Nomination Efficacy (Articles)

Corey Bopp

Open Journal of Political Science Vol.9 No.4, October 31, 2019

DOI: 10.4236/ojps.2019.94042 873 Downloads 1,719 Views Citations
A New Binomial Tree Method for European Options under the Jump Diffusion Model (Articles)

Lingkang Zhu, Xiu Kan, Huisheng Shu, Zifeng Wang

Journal of Applied Mathematics and Physics Vol.7 No.12, December 9, 2019

DOI: 10.4236/jamp.2019.712211 1,020 Downloads 2,597 Views Citations
Differential Evolution Optimization of the Broken Wing Butterfly Option Strategy (Articles)

David Munoz Constantine, Richard Tymerski, Garrison Greenwood

Technology and Investment Vol.11 No.3, June 30, 2020

DOI: 10.4236/ti.2020.113003 1,078 Downloads 5,670 Views Citations
An Assessment of the Social, Cultural, and Economical Barriers to Option B+ Retention and Their Solutions in Malawi: A Review (Articles)

Jamie Yoon, David S. Chung, Michelle Kim, Kunmin Kim, Sang Heon Lee, Tae Youn Kim, Hark Joon Lee, Seog In Moon, Jooheon Park, Paul S. Chung, Thomas Nyirenda

World Journal of AIDS Vol.11 No.1, March 31, 2021

DOI: 10.4236/wja.2021.111002 654 Downloads 1,652 Views Citations
Perpetual American Call Option under Fractional Brownian Motion Model (Articles)

Atsuo Suzuki

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

DOI: 10.4236/jmf.2023.132014 248 Downloads 1,016 Views Citations
This article belongs to the Special Issue on Pricing Strategy and Theory
Modeling the Spatio-Temporal Dynamics of Local Context for a Contextualized Diffusion of Agroecological Intensification Options in Niger (Articles)

Nouhou Salifou Jangorzo, Maud Loireau, Abou-Souﬁanou Sadda, Ousmane Sami Mari, Abdoul-Aziz Saïdou, Hassane Bil-Assanou Issoufou

International Journal of Geosciences Vol.15 No.3, March 28, 2024

DOI: 10.4236/ijg.2024.153016 594 Downloads 1,103 Views Citations
European Call and Put Option Pricing in a Three-State Regime-Switching Economy (Articles)

James Evans, Andrzej Korzeniowski

Journal of Mathematical Finance Vol.15 No.4, November 27, 2025

DOI: 10.4236/jmf.2025.154034 122 Downloads 609 Views Citations
Adaptive Wave Models for Sophisticated Option Pricing (Articles)

Vladimir G. Ivancevic

Journal of Mathematical Finance Vol.1 No.3, November 25, 2011

DOI: 10.4236/jmf.2011.13006 5,514 Downloads 11,286 Views Citations
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 391 Downloads 1,704 Views Citations
Pricing Multi-Strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates (Articles)

Boris Ter-Avanesov, Gunter Meissner

Applied Mathematics Vol.16 No.1, January 27, 2025

DOI: 10.4236/am.2025.161005 89 Downloads 756 Views Citations
An epidemiological study on delay in treatment initiation of cancer patients (Articles)

Alok Kumar Dwivedi, Sada Nand Dwivedi, Suryanarayana Deo, Rakesh Shukla, Arvind Pandey, Durgesh Kumar Dwivedi

Health Vol.4 No.2, February 27, 2012

DOI: 10.4236/health.2012.42012 8,182 Downloads 15,622 Views Citations
Unbalanced Regressions and Spurious Inference (Articles)

Daniel Ventosa-Santaularia

Open Journal of Statistics Vol.2 No.3, July 6, 2012

DOI: 10.4236/ojs.2012.23035 7,701 Downloads 11,785 Views Citations
Autonomous Multi-Factor Energy Flows Controller (AmEFC): Enhancing Renewable Energy Management with Intelligent Control Systems Integration (Articles)

Dimitrios Vezeris, Maria Polyzoi, Georgios Kotakis, Pagona Kleitsiotou, Eleni Tsotsopoulou

Energy and Power Engineering Vol.15 No.11, November 29, 2023

DOI: 10.4236/epe.2023.1511023 698 Downloads 1,710 Views Citations
Fast Sparse Multipath Channel Estimation with Smooth L0 Algorithm for Broadband Wireless Communication Systems (Articles)

Guan Gui, Qun Wan, Ni Na Wang, Cong Yu Huang

Communications and Network Vol.3 No.1, February 25, 2011

DOI: 10.4236/cn.2011.31001 5,911 Downloads 11,562 Views Citations
Biorthogonal Wavelet Based Algebraic Multigrid Preconditioners for Large Sparse Linear Systems (Articles)

A. Padmanabha Reddy, Nagendrappa M. Bujurke

Applied Mathematics Vol.2 No.11, November 30, 2011

DOI: 10.4236/am.2011.211194 4,876 Downloads 8,443 Views Citations
Robust Low-Power Algorithm for Random Sensing Matrix for Wireless ECG Systems Based on Low Sampling-Rate Approach (Articles)

Mohammadreza Balouchestani, Kaamran Raahemifar, Sridhar krishnan

Journal of Signal and Information Processing Vol.4 No.3B, October 17, 2013

DOI: 10.4236/jsip.2013.43B022 4,301 Downloads 6,121 Views Citations
Application of Atomic Sparse Decomposition to Feature Extraction of the Fault Signal in Small Current Grounding System (Articles)

Nanhua Yu, Rui Li, Jun Yang, Bei Dong

Energy and Power Engineering Vol.5 No.4B, October 30, 2013

DOI: 10.4236/epe.2013.54B116 5,233 Downloads 6,593 Views Citations
Schur Complement Computations in Intel® Math Kernel Library PARDISO (Articles)

Alexander Kalinkin, Anton Anders, Roman Anders

Applied Mathematics Vol.6 No.2, February 5, 2015

DOI: 10.4236/am.2015.62028 6,212 Downloads 8,507 Views Citations
Comparison of Simulated Backscattering Signal and ALOS PALSAR Backscattering over Arid Environment Using Experimental Measurement (Articles)

Saeid Gharechelou, Ryutaro Tateishi, Josaphat Tetuko Sri Sumantyo

Advances in Remote Sensing Vol.4 No.3, September 7, 2015

DOI: 10.4236/ars.2015.43018 4,241 Downloads 5,508 Views Citations

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