Multiscale Stochastic Volatility Models; Option Pricing; Calibration Problem; FX Data - Articles

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 7,959 Downloads 13,351 Views Citations
An Option Pricing Analysis of Exotic Bonus Certificates—The Case of Bonus Certificates PLUS (Articles)

Rodrigo Hernandez, Pu Liu

Theoretical Economics Letters Vol.4 No.5, June 9, 2014

DOI: 10.4236/tel.2014.45044 7,518 Downloads 9,775 Views Citations
This article belongs to the Special Issue on The Bond and Money Markets
Valuation of Certificates on a Straddle with Forward Start—Theory and Evidence (Articles)

Rodrigo Hernandez, Yinying Shao

Theoretical Economics Letters Vol.4 No.5, June 9, 2014

DOI: 10.4236/tel.2014.45045 5,298 Downloads 7,063 Views Citations
This article belongs to the Special Issue on The Bond and Money Markets
The Role of Collateral in Credit Markets (Articles)

Joseph Atta-Mensah

Journal of Mathematical Finance Vol.5 No.4, November 5, 2015

DOI: 10.4236/jmf.2015.54027 4,508 Downloads 8,481 Views Citations
A Comparison Study of ADI and LOD Methods on Option Pricing Models (Articles)

Neda Bagheri, Hassan Karnameh Haghighi

Journal of Mathematical Finance Vol.7 No.2, May 15, 2017

DOI: 10.4236/jmf.2017.72014 1,725 Downloads 3,104 Views Citations
This article belongs to the Special Issue on Option Pricing
Application of Fast N-Body Algorithm to Option Pricing under CGMY Model (Articles)

Takayuki Sakuma

Journal of Mathematical Finance Vol.7 No.2, May 19, 2017

DOI: 10.4236/jmf.2017.72016 1,715 Downloads 3,258 Views Citations
This article belongs to the Special Issue on Option Pricing
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 335 Downloads 1,510 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 1,054 Downloads 2,680 Views Citations
Review of Asian Options (Articles)

Jiaying Han, Yicheng Hong

Open Access Library Journal Vol.9 No.2, February 15, 2022

DOI: 10.4236/oalib.1108358 316 Downloads 3,064 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 289 Downloads 1,093 Views Citations
This article belongs to the Special Issue on Pricing Strategy and Theory
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 135 Downloads 661 Views Citations
The Stochastic Volatility Model, Regime Switching and Value-at-Risk (VaR) in International Equity Markets (Articles)

Ata Assaf

Journal of Mathematical Finance Vol.7 No.2, May 31, 2017

DOI: 10.4236/jmf.2017.72026 2,319 Downloads 6,086 Views Citations
Estimation of Stochastic Volatility with a Compensated Poisson Jump Using Quadratic Variation (Articles)

Perpetual Saah Andam, Joseph Ackora-Prah, Sure Mataramvura

Applied Mathematics Vol.8 No.7, July 27, 2017

DOI: 10.4236/am.2017.87077 1,095 Downloads 2,607 Views Citations
Optimal Entry and Exit Strategy under Uncertainty with Stochastic Volatility (Articles)

Jinwu Huang

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

DOI: 10.4236/jmf.2020.101011 968 Downloads 2,101 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 5,538 Downloads 11,346 Views Citations
A General Framework of Derivatives Pricing (Articles)

Liangliang Zhang

Journal of Mathematical Finance Vol.10 No.2, May 13, 2020

DOI: 10.4236/jmf.2020.102016 968 Downloads 3,297 Views Citations
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 3,026 Downloads 4,233 Views Citations
This article belongs to the Special Issue on Water Pollution and Control
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 1,237 Downloads 3,173 Views Citations
VIX and VIX Futures Pricing Algorithms: Cultivating Understanding (Articles)

Hancock G. D’Anne

Modern Economy Vol.3 No.3, May 22, 2012

DOI: 10.4236/me.2012.33038 12,777 Downloads 19,350 Views Citations
Cross-Market Valuation with Full Information on the Company’s Capital Structure (Articles)

Pascal Heider, Peter N. Posch

Journal of Mathematical Finance Vol.3 No.3A, October 30, 2013

DOI: 10.4236/jmf.2013.33A007 4,817 Downloads 7,555 Views Citations
This article belongs to the Special Issue on Corporate Finance

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