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

Dynamic Option Pricing Model Based on the Realized-GARCH-NIG Approach (Articles)

Honglei Zhang, Yixiang Tian, Gaoxun Zhang

Open Journal of Social Sciences Vol.4 No.3, March 15, 2016

DOI: 10.4236/jss.2016.43011 2,610 Downloads 3,952 Views Citations
Option Pricing Model with Transaction Costs and Jumps in Illiquid Markets (Articles)

Praewnapa Seelama, Dawud Thongtha

Journal of Mathematical Finance Vol.11 No.3, June 10, 2021

DOI: 10.4236/jmf.2021.113020 590 Downloads 2,567 Views Citations
This article belongs to the Special Issue on Stochastic and Financial Mathematics
Hodographs of the Gravitational Two-Body System and Discrepancies between Newtonian Laws of Equivalent Kepler Orbits and General Relativity (Articles)

Caesar P. Viazminsky, Piere K. Vizminiska

Applied Mathematics Vol.5 No.1, January 2, 2014

DOI: 10.4236/am.2014.51007 3,858 Downloads 6,317 Views Citations
Inventory and Regularity of Scientific Productions of Teachers in Lubumbashi Nursing College (from March 2006 up to April 2018) (Articles)

Kabongo Mamie Mujinga, Masika Gauthier Messa, Mpulu Angel Mabanga, Kasongo Narcisse Mwinkeu

Open Access Library Journal Vol.6 No.1, January 30, 2019

DOI: 10.4236/oalib.1105119 528 Downloads 1,303 Views Citations
Simulation 0f the Heat Transfer in the Nanocathode (Articles)

V.G. Daniov, V.Yu. Rudnev, V.I. Kretov

Open Journal of Applied Sciences Vol.2 No.4B, January 15, 2013

DOI: 10.4236/ojapps.2012.24B019 3,731 Downloads 5,584 Views Citations
On Two Transform Methods for the Valuation of Contingent Claims (Articles)

Chuma Raphael Nwozo, Sunday Emmanuel Fadugba

Journal of Mathematical Finance Vol.5 No.2, March 30, 2015

DOI: 10.4236/jmf.2015.52009 4,116 Downloads 5,814 Views Citations
Kinetic Analysis of Isothermal Leaching of Zinc from Zinc Plant Residue (Articles)

Ali Reza Eivazi Hollagh, Eskandar Keshavarz Alamdari, Davooud Moradkhani, Ali Akbar Salardini

International Journal of Nonferrous Metallurgy Vol.2 No.1, January 25, 2013

DOI: 10.4236/ijnm.2013.21002 6,151 Downloads 11,322 Views Citations
On the Consistency of the First-Order-Approach to Principal-Agent Problems (Articles)

Óscar Gutiérrez

Theoretical Economics Letters Vol.2 No.2, May 23, 2012

DOI: 10.4236/tel.2012.22028 5,268 Downloads 9,525 Views Citations
Equivalent Martingale Measure in Asian Geometric Average Option Pricing (Articles)

Yonggang Zhu

Journal of Mathematical Finance Vol.4 No.4, August 28, 2014

DOI: 10.4236/jmf.2014.44027 5,180 Downloads 6,491 Views Citations
Calibration and Simulation of Arbitrage Effects in a Non-Equilibrium Quantum Black-Scholes Model by Using Semi-Classical Methods (Articles)

Mauricio Contreras, Rely Pellicer, Daniel Santiagos, Marcelo Villena

Journal of Mathematical Finance Vol.6 No.4, October 12, 2016

DOI: 10.4236/jmf.2016.64042 1,704 Downloads 3,222 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
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 1,596 Downloads 3,290 Views Citations
The Call Option Pricing Based on Investment Strategy with Stochastic Interest Rate (Articles)

Xin Zhang, Huisheng Shu, Xiu Kan, Yingyi Fang, Zhiwei Zheng

Journal of Mathematical Finance Vol.8 No.1, January 29, 2018

DOI: 10.4236/jmf.2018.81004 1,603 Downloads 4,292 Views Citations
Research on Pricing of Shanghai 50ETF Options Based on Fractal B-S Model and GARCH Model (Articles)

Wanting Hu

Modern Economy Vol.11 No.2, February 20, 2020

DOI: 10.4236/me.2020.112031 1,083 Downloads 2,683 Views Citations
Pricing Bermudan Option with Variable Transaction Costs under the Information-Based Model (Articles)

Matabel Odin, Jane Akinyi Aduda, Cyprian Ondieki Omari

Open Journal of Statistics Vol.12 No.5, October 10, 2022

DOI: 10.4236/ojs.2022.125033 224 Downloads 1,020 Views Citations
This article belongs to the Special Issue on Applied Statistics
Numerical Approximation of Information-Based Model Equation for Bermudan Option with Variable Transaction Costs (Articles)

Matabel Odin, Jane Akinyi Aduda, Cyprian Ondieki Omari

Journal of Mathematical Finance Vol.13 No.1, February 21, 2023

DOI: 10.4236/jmf.2023.131006 779 Downloads 1,785 Views Citations
A Closed-Form Pricing Formula for European Options under a New Nonlinear Double Heston Model with Regime-Switching (Articles)

Zhen Yuan, Haomin Zhang, Songyu Hong

American Journal of Industrial and Business Management Vol.16 No.4, April 24, 2026

DOI: 10.4236/ajibm.2026.164023 60 Downloads 297 Views Citations
Optimal Campaign in Leptospirosis Epidemic by Multiple Control Variables (Articles)

Muhammad Altaf Khan, Gul Zaman, Saeed Islam, Muhammad Ikhlaq Chohan

Applied Mathematics Vol.3 No.11, November 20, 2012

DOI: 10.4236/am.2012.311229 5,587 Downloads 8,597 Views Citations
A Receiver Model for Ultrasonic Ray Tracing in an Inhomogeneous Anisotropic Weld (Articles)

Q. Liu, Gert Persson, Hakan Wirdelius

Journal of Modern Physics Vol.5 No.13, July 30, 2014

DOI: 10.4236/jmp.2014.513120 2,754 Downloads 3,886 Views Citations
This article belongs to the Special Issue on Nondestructive Testing
Transformer’s Condition Assessment Method Based on Combination of Cloud Matter Element and Principal Component Analysis (Articles)

Qianli Hong, Jiantao Zhang, Qing Xie, Shaodong Liang, Yuqin Xu, Si Li, Weitao Hu

Energy and Power Engineering Vol.9 No.4B, April 6, 2017

DOI: 10.4236/epe.2017.94B071 3,049 Downloads 4,543 Views Citations
A Standard Model Approach to Inflation (Articles)

Robert Bruce Hayes

Journal of Modern Physics Vol.13 No.2, February 14, 2022

DOI: 10.4236/jmp.2022.132009 367 Downloads 1,833 Views Citations

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