Window Barrier Option; Integral Method; Integral Representation; Green’s Function; PDE Approach - Articles

A Computational Approach to Financial Option Pricing Using Quasi Monte Carlo Methods via Variance Reduction Techniques (Articles)

Farshid Mehrdoust, Kianoush Fathi Vajargah

Journal of Mathematical Finance Vol.2 No.2, May 23, 2012

DOI: 10.4236/jmf.2012.22021 5,101 Downloads 10,599 Views Citations
Pricing Options on Foreign Currency with a Preset Exchange Rate (Articles)

Avner Wolf, Christopher Hessel

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

DOI: 10.4236/jmf.2012.23024 6,308 Downloads 11,523 Views Citations
The Efficiency Research on Stock Index Derivatives in a Bear Market—The Evidences from Hangseng Index Derivatives Markets (Articles)

Jie Wei

Technology and Investment Vol.4 No.2, May 24, 2013

DOI: 10.4236/ti.2013.42012 5,221 Downloads 7,872 Views Citations
Game Russian Options for Double Exponential Jump Diffusion Processes (Articles)

Atsuo Suzuki, Katsushige Sawaki

Journal of Mathematical Finance Vol.4 No.1, January 21, 2014

DOI: 10.4236/jmf.2014.41005 4,426 Downloads 6,814 Views Citations
This article belongs to the Special Issue on Option Pricing Research
A Theoretical Model of Directional Volume on Acquirer Stock in Cash Mergers (Articles)

Mark W. Zikiye, Rebecca Abraham, Charles Harrington

Theoretical Economics Letters Vol.4 No.3, April 17, 2014

DOI: 10.4236/tel.2014.43033 4,266 Downloads 5,833 Views Citations
Currency Derivatives Pricing for Markov-Modulated Merton Jump-Diffusion Spot Forex Rate (Articles)

Anatoliy Swishchuk, Maksym Tertychnyi, Winsor Hoang

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

DOI: 10.4236/jmf.2014.44024 3,616 Downloads 5,312 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 5,127 Downloads 6,411 Views Citations
Pricing Study on Two Kinds of Power Options in Jump-Diffusion Models with Fractional Brownian Motion and Stochastic Rate (Articles)

Jin Li, Kaili Xiang, Chuanyi Luo

Applied Mathematics Vol.5 No.16, August 29, 2014

DOI: 10.4236/am.2014.516234 3,410 Downloads 4,494 Views Citations
Option Pricing with Markov Switching in Uncertainty Markets (Articles)

Guoshuai Wang, Dianli Zhao

Open Journal of Applied Sciences Vol.5 No.5, May 12, 2015

DOI: 10.4236/ojapps.2015.55019 2,874 Downloads 4,037 Views Citations
Integral Representations for the Price of Vanilla Put Options on a Basket of Two-Dividend Paying Stocks (Articles)

Sunday Emmanuel Fadugba, Chuma Raphael Nwozo

Applied Mathematics Vol.6 No.5, May 12, 2015

DOI: 10.4236/am.2015.65074 4,142 Downloads 5,437 Views Citations
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 2,586 Downloads 3,903 Views Citations
A New Approach for Solving Boundary Value Problem in Partial Differential Equation Arising in Financial Market (Articles)

Fadugba Sunday Emmanuel, Emeka Helen Oluyemisi

Applied Mathematics Vol.7 No.9, May 26, 2016

DOI: 10.4236/am.2016.79075 2,075 Downloads 4,210 Views Citations
Valuation of European Call Options via the Fast Fourier Transform and the Improved Mellin Transform (Articles)

Sunday Emmanuel Fadugba, Chuma Raphael Nwozo

Journal of Mathematical Finance Vol.6 No.2, May 31, 2016

DOI: 10.4236/jmf.2016.62028 3,522 Downloads 6,092 Views Citations
Improved Variance Reduced Monte-Carlo Simulation of in-the-Money Options (Articles)

Armin Müller

Journal of Mathematical Finance Vol.6 No.3, August 2, 2016

DOI: 10.4236/jmf.2016.63029 2,222 Downloads 4,527 Views Citations
Impacts of Internal Financing on Investment Decisions by Managers with Cognition Biases (Articles)

Zhigang Liu, Congming Mu, Chunhui Wen

Journal of Mathematical Finance Vol.6 No.3, August 26, 2016

DOI: 10.4236/jmf.2016.63034 2,465 Downloads 3,880 Views Citations
Randomized Stopping Times and Early Exercise for American Derivatives in Dry Markets (Articles)

João Amaro de Matos, Ana Lacerda

Journal of Mathematical Finance Vol.6 No.5, November 18, 2016

DOI: 10.4236/jmf.2016.65057 1,534 Downloads 2,835 Views Citations
Analysis of Cross-Correlations in Emerging Markets Using Random Matrix Theory (Articles)

Thomas Chinwe Urama, Patrick Oseloka Ezepue, Chimezie Peters Nnanwa

Journal of Mathematical Finance Vol.7 No.2, May 16, 2017

DOI: 10.4236/jmf.2017.72015 1,959 Downloads 3,496 Views Citations
Option Pricing and Hedging for Discrete Time Regime-Switching Models (Articles)

Bruno Rémillard, Alexandre Hocquard, Hugo Lamarre, Nicolas Papageorgiou

Modern Economy Vol.8 No.8, August 4, 2017

DOI: 10.4236/me.2017.88070 1,595 Downloads 3,530 Views Citations
This article belongs to the Special Issue on Econometrics
Missed Prevention of Mother-to-Child Transmission of HIV (PMTCT) Visits and Associated Programmatic Predictors: A Pilot Study (Articles)

Augustine Ndaimani, Inam Chitsike, Clara Haruzivishe, Babill Stray-Pedersen

Advances in Infectious Diseases Vol.7 No.4, November 2, 2017

DOI: 10.4236/aid.2017.74011 1,336 Downloads 3,535 Views Citations
The Asian Option Pricing when Discrete Dividends Follow a Markov-Modulated Model (Articles)

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

Open Journal of Statistics Vol.7 No.6, December 29, 2017

DOI: 10.4236/ojs.2017.76074 1,183 Downloads 3,401 Views Citations

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