Nonlinear Pricing - Articles - Scientific Research Publishing

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 12,660 Downloads 19,168 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
Do Idiosyncratic Risks in Multi-Factor Asset Pricing Models Really Contain a Hidden Non-Diversifiable Factor? A Diagnostic Testing Approach (Articles)

Jau-Lian Jeng, Qingfeng Wilson Liu

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

DOI: 10.4236/jmf.2012.23028 4,805 Downloads 8,307 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 8,075 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 Exact Results for an Asset Pricing Test Based on the Average F Distribution (Articles)

Soosung Hwang, Stephen E. Satchell

Theoretical Economics Letters Vol.2 No.5, December 21, 2012

DOI: 10.4236/tel.2012.25080 4,506 Downloads 7,134 Views Citations
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 13,007 Views Citations
Altruism and Pricing Strategy in Dual-Channel Supply Chains (Articles)

Kuiran Shi, Feng Jiang, Qi Ouyang

American Journal of Operations Research Vol.3 No.4, July 16, 2013

DOI: 10.4236/ajor.2013.34038 5,735 Downloads 10,027 Views Citations
Contingent Claims in Incomplete Markets: A Case Study (Articles)

Sure Mataramvura

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

DOI: 10.4236/jmf.2013.34044 4,069 Downloads 6,766 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 13,202 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 4,764 Downloads 7,470 Views Citations
This article belongs to the Special Issue on Corporate Finance
Pricing Mechanism of China’s Trans-regional and Trans-provincial Electricity Trading (Articles)

Tian Xia, ZhiYan Liu, Wei Xiong, YongXiu He

Energy and Power Engineering Vol.5 No.4B, November 11, 2013

DOI: 10.4236/epe.2013.54B156 5,036 Downloads 6,437 Views Citations
The Differentiated Pricing Strategy or Hotel under Dual-Channel Reservation Forms (Articles)

Xiaoyan Xu, Rui Zhao, Liang Xu

Open Journal of Social Sciences Vol.2 No.4, April 18, 2014

DOI: 10.4236/jss.2014.24039 5,636 Downloads 8,323 Views Citations
Modeling and Design of Real-Time Pricing Systems Based on Markov Decision Processes (Articles)

Koichi Kobayashi, Ichiro Maruta, Kazunori Sakurama, Shun-ichi Azuma

Applied Mathematics Vol.5 No.10, June 3, 2014

DOI: 10.4236/am.2014.510141 4,096 Downloads 5,947 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 7,455 Downloads 9,647 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 5,263 Downloads 6,988 Views Citations
This article belongs to the Special Issue on The Bond and Money Markets
The SABR Model: Explicit Formulae of the Moments of the Forward Prices/Rates Variable and Series Expansions of the Transition Probability Density and of the Option Prices (Articles)

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

Journal of Applied Mathematics and Physics Vol.2 No.7, June 13, 2014

DOI: 10.4236/jamp.2014.27062 5,447 Downloads 8,265 Views Citations
A Model of Manufacturers and Buyers of Cars over the Business Cycle Illustrating Competitive Manufacturing (Articles)

Gerald Aranoff

Theoretical Economics Letters Vol.4 No.7, August 5, 2014

DOI: 10.4236/tel.2014.47070 3,010 Downloads 4,076 Views Citations
Equity Pricing and Risk Premium under Long-Run Risks and Incomplete Information (Articles)

Ji Zhou, Alex Paseka

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

DOI: 10.4236/jmf.2014.44025 3,475 Downloads 4,890 Views Citations
Bayesian Conjoint Analysis in Water Park Pricing: A New Approach Taking Varying Part Worths for Attribute Levels into Account (Articles)

Stephanie Löffler, Daniel Baier

Journal of Service Science and Management Vol.8 No.1, February 3, 2015

DOI: 10.4236/jssm.2015.81006 5,063 Downloads 6,670 Views Citations

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