European Option - Articles - Scientific Research Publishing

Research on the Protection of Vulnerable Groups in Water Pollution Conflicts Based on Binomial Tree Pricing Model (Articles)

Yanping Chen, Tiejun Cheng, Fengping Wu

Journal of Water Resource and Protection Vol.7 No.8, June 30, 2015

DOI: 10.4236/jwarp.2015.78054 3,001 Downloads 4,183 Views Citations
This article belongs to the Special Issue on Water Pollution and Control
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 3,683 Downloads 5,181 Views Citations
A Simple Model to Explain Expensive Index Call Options (Articles)

Sang Baum Kang

Theoretical Economics Letters Vol.7 No.3, March 16, 2017

DOI: 10.4236/tel.2017.73024 1,673 Downloads 3,539 Views Citations
A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model with Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes (Articles)

Raj Jagannathan

Journal of Mathematical Finance Vol.8 No.1, February 28, 2018

DOI: 10.4236/jmf.2018.81013 1,214 Downloads 3,115 Views Citations
The Barrier Binary Options (Articles)

Min Gao, Zhenfeng Wei

Journal of Mathematical Finance Vol.10 No.1, February 26, 2020

DOI: 10.4236/jmf.2020.101010 1,609 Downloads 6,390 Views Citations
Exchange Rate Mechanism Crisis 1992-1993 (Articles)

Yuhan Xiao

Open Journal of Business and Management Vol.12 No.4, July 17, 2024

DOI: 10.4236/ojbm.2024.124128 208 Downloads 1,551 Views Citations
A Risk Assessing Approach on Hi-tech SMEs of China: Based on Multi-stage Compound Real Options (Articles)

Chen Zhang, Wei-Dong Zhu, Allen Garth, Yong Wu

Journal of Service Science and Management Vol.1 No.1, June 10, 2008

DOI: 10.4236/jssm.2008.11006 6,127 Downloads 12,374 Views Citations
Study on Option Price Model of the Transaction of Information Commodities (Articles)

Changping HU, Xianjun QI

Journal of Service Science and Management Vol.2 No.4, December 15, 2009

DOI: 10.4236/jssm.2009.24047 5,300 Downloads 8,830 Views Citations
Pricing European Call Currency Option Based on Fuzzy Estimators (Articles)

Xing Yu, Hongguo Sun, Guohua Chen

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

DOI: 10.4236/am.2011.24058 5,536 Downloads 9,662 Views Citations
Virtual water: an effective mechanism for integrated water resources management (Articles)

Alaa El-Sadek

Agricultural Sciences Vol.2 No.3, August 4, 2011

DOI: 10.4236/as.2011.23033 9,117 Downloads 19,520 Views Citations
Option Pricing When Changes of the Underlying Asset Prices Are Restricted (Articles)

George J Jiang, Guanzhong Pan, Lei Shi

Journal of Mathematical Finance Vol.1 No.2, August 25, 2011

DOI: 10.4236/jmf.2011.12004 5,118 Downloads 10,470 Views Citations
Stochastic Volatility Jump-Diffusion Model for Option Pricing (Articles)

Nonthiya Makate, Pairote Sattayatham

Journal of Mathematical Finance Vol.1 No.3, November 8, 2011

DOI: 10.4236/jmf.2011.13012 5,761 Downloads 12,849 Views Citations
An Accurate FFT-Based Algorithm for Bermudan Barrier Option Pricing (Articles)

Deng Ding, Zuoqiu Weng, Jingya Zhao

Intelligent Information Management Vol.4 No.3, May 25, 2012

DOI: 10.4236/iim.2012.43014 4,630 Downloads 8,407 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 10,306 Downloads 17,993 Views Citations
Some Properties for the American Option-Pricing Model (Articles)

Hong-Ming Yin

Journal of Mathematical Finance Vol.2 No.3, August 31, 2012

DOI: 10.4236/jmf.2012.23027 5,016 Downloads 9,398 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 4,830 Downloads 8,076 Views Citations
The Malliavin Derivative and Application to Pricing and Hedging a European Exchange Option (Articles)

Sure Mataramvura

Journal of Mathematical Finance Vol.2 No.4, November 19, 2012

DOI: 10.4236/jmf.2012.24031 3,591 Downloads 6,975 Views Citations
Parallel Binomial American Option Pricing under Proportional Transaction Costs (Articles)

Nan Zhang, Alet Roux, Tomasz Zastawniak

Applied Mathematics Vol.3 No.11A, November 27, 2012

DOI: 10.4236/am.2012.331245 4,945 Downloads 8,315 Views Citations
This article belongs to the Special Issue on Computing
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Journal of Mathematical Finance Vol.3 No.1, February 26, 2013

DOI: 10.4236/jmf.2013.31002 6,829 Downloads 13,008 Views Citations
Variance Reduction Techniques of Importance Sampling Monte Carlo Methods for Pricing Options (Articles)

Qiang Zhao, Guo Liu, Guiding Gu

Journal of Mathematical Finance Vol.3 No.4, October 17, 2013

DOI: 10.4236/jmf.2013.34045 7,907 Downloads 13,203 Views Citations

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