Binary Option - Articles - Scientific Research Publishing

A Comparison of Three Models in Multivariate Binary Longitudinal Data Analysis: (Articles)

Hissah Alzahrani

Open Access Library Journal Vol.7 No.2, February 28, 2020

DOI: 10.4236/oalib.1106030 777 Downloads 2,419 Views Citations
Payoff Matrix’s Effect on Trust Game Paradigm (Articles)

Zenghui Li, Shuo Ran, Zehao Huang, Shimeng Yang, Rongrong Pu

Open Access Library Journal Vol.8 No.5, May 26, 2021

DOI: 10.4236/oalib.1107439 205 Downloads 1,690 Views Citations
Households’ Willingness-to-Pay to Reduce the Use of Plastic Bags: Case Study in Viet Nam (Articles)

Nguyen Van Song, Nguyen Minh Hieu, Vu Ngoc Huyen, Nguyen Dang Que, Nguyen Van Huong, Bui Thi Minh Nguyet

Journal of Environmental Protection Vol.13 No.3, March 25, 2022

DOI: 10.4236/jep.2022.133018 542 Downloads 3,320 Views Citations
The Application of ENG (Extended Newtonian Gravitation) to Wide Binary Systems (Articles)

Barbaro Quintero-Leyva

Open Access Library Journal Vol.9 No.6, June 28, 2022

DOI: 10.4236/oalib.1108950 95 Downloads 674 Views Citations
The Nikola Tesla Constant and Its Relation to the Circumference Inscribed in a Square (Articles)

Javier Mendoza Navarrete, José Ismael Ojeda Campaña, Huetzin Perez, Gabriel Luna-Sandoval, Victor Verdugo, Ricardo Jiménez Garcia

Journal of Applied Mathematics and Physics Vol.12 No.1, January 31, 2024

DOI: 10.4236/jamp.2024.121022 350 Downloads 3,094 Views Citations
This article belongs to the Special Issue on Application of Mathematical Models in Physics and Engineering
Tropical (0, −1) Idempotent Matrix (Articles)

Chonghua Cheng, Dandan Su

Journal of Applied Mathematics and Physics Vol.14 No.4, April 16, 2026

DOI: 10.4236/jamp.2026.144068 10 Downloads 101 Views Citations
A Representation of the Maximal Set in Choice Problems Where Information Is Incomplete (Articles)

Andrikopoulos Athanasios

Theoretical Economics Letters Vol.8 No.11, August 29, 2018

DOI: 10.4236/tel.2018.811167 974 Downloads 2,479 Views Citations
The Solution of the Indefinite Equation by the Method of Euclidean Algorithm (Articles)

Zhongqi Zhou

Open Access Library Journal Vol.11 No.8, August 26, 2024

DOI: 10.4236/oalib.1112011 57 Downloads 694 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 6,125 Downloads 12,372 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 5,299 Downloads 8,828 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 5,535 Downloads 9,660 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 6,723 Downloads 12,693 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 19,517 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 5,760 Downloads 12,848 Views Citations
Efficient Pricing of European-Style Options under Heston’s Stochastic Volatility Model (Articles)

Oleksandr Zhylyevskyy

Theoretical Economics Letters Vol.2 No.1, February 23, 2012

DOI: 10.4236/tel.2012.21003 6,328 Downloads 13,072 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 8,404 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 10,305 Downloads 17,991 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 9,395 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 4,829 Downloads 8,073 Views Citations

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