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

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 1,566 Downloads 4,198 Views Citations
Outcome Evaluation of Early Implementation of Option B+ in Cameroon: A Prospective Cohort Observational Survey in the Northwest and Southwest Regions (Articles)

Pius Tih Muffih, Edouard Katayi Tshimwanga, Andrew Abutu, Lem Edith Abongwa, Jacques Chirac Awa, Pascal Nji Atanga, Felix Desembuin, Eveline Mboh Khan, Kuni Esther Bonje, Nshom Emmanuel, Ebeny Francois Temgbait Chimoun, Thomas Welty, Gladys Tayong Fosah, Jennifer Lim, Dana Duncan, Leah Petit, Gilbert Tene, Jembia Mosoko, Omotayo Bolu

World Journal of AIDS Vol.8 No.3, September 21, 2018

DOI: 10.4236/wja.2018.83008 1,020 Downloads 2,811 Views Citations
Systematic Stock Market Characterisation and Development: Perspectives from Random Matrix Theory, Option Pricing, Genetics, and Global Economics (Articles)

Patrick Oseloka Ezepue, Thomas Chinwe Urama, Mahmoud A. Taib Omar

Journal of Mathematical Finance Vol.9 No.2, April 8, 2019

DOI: 10.4236/jmf.2019.92007 1,020 Downloads 2,627 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 1,050 Downloads 2,602 Views Citations
An Approach of Price Process, Risk Measures and European Option Pricing Taking into Account the Rating (Articles)

Calvin Tadmon, Eric Rostand Njike-Tchaptchet

Journal of Mathematical Finance Vol.10 No.2, May 21, 2020

DOI: 10.4236/jmf.2020.102019 775 Downloads 1,907 Views Citations
The Black-Scholes Merton Model
—Implications for the Option Delta and the Probability of Exercise (Articles)

Sunil K. Parameswaran, Sankarshan Basu

Theoretical Economics Letters Vol.10 No.6, December 25, 2020

DOI: 10.4236/tel.2020.106080 1,037 Downloads 4,861 Views Citations
A Comparative Study of Support Vector Machine and Artificial Neural Network for Option Price Prediction (Articles)

Biplab Madhu, Md. Azizur Rahman, Arnab Mukherjee, Md. Zahidul Islam, Raju Roy, Lasker Ershad Ali

Journal of Computer and Communications Vol.9 No.5, May 28, 2021

DOI: 10.4236/jcc.2021.95006 841 Downloads 4,402 Views Citations
The Effect of Changes in Regulation and Technology on Capital Investments (Articles)

Vivian O. Okere, Wen Chen

Journal of Mathematical Finance Vol.11 No.2, May 31, 2021

DOI: 10.4236/jmf.2021.112019 398 Downloads 1,492 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 566 Downloads 2,504 Views Citations
This article belongs to the Special Issue on Stochastic and Financial Mathematics
Pricing and Hedging Options Conditional on Market Activity (Articles)

Alec Kercheval, Navid Salehy, Nima Salehy

Journal of Mathematical Finance Vol.12 No.1, December 29, 2021

DOI: 10.4236/jmf.2022.121001 408 Downloads 1,400 Views Citations
Fractional Stochastic Volatility Pricing of European Option Based on Self-Adaptive Differential Evolution (Articles)

Yue Hu, Hongling Dong, Le Fu, Jiayang Zhai

Journal of Mathematical Finance Vol.12 No.3, August 25, 2022

DOI: 10.4236/jmf.2022.123029 360 Downloads 1,568 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 202 Downloads 967 Views Citations
This article belongs to the Special Issue on Applied Statistics
Consensus and Climate Change (Articles)

Peter Emerson

Open Journal of Political Science Vol.13 No.2, April 18, 2023

DOI: 10.4236/ojps.2023.132009 239 Downloads 993 Views Citations
Optimal Water Allocation Model of Inter-Basin Water Transfer Based on Option Contracts under Uncertainty (Articles)

Zhichao Gao, Minghu Ha, Hong Zhang, Linqing Gao

Journal of Mathematical Finance Vol.13 No.2, May 30, 2023

DOI: 10.4236/jmf.2023.132013 244 Downloads 995 Views Citations
MLP, XGBoost, KAN, TDNN, and LSTM-GRU Hybrid RNN with Attention for SPX & NDX European Call Option Pricing (Articles)

Boris Ter-Avanesov, Homayoon Beigi

Journal of Mathematical Finance Vol.15 No.2, May 30, 2025

DOI: 10.4236/jmf.2025.152016 131 Downloads 792 Views Citations
Convolution Rather Than Monte Carlo Simulation to Price a Barrier Option (Articles)

Daniel T. Cassidy

Journal of Mathematical Finance Vol.15 No.3, August 18, 2025

DOI: 10.4236/jmf.2025.153023 84 Downloads 452 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 30 Downloads 218 Views Citations
Expression of Some Special Functions through q-Exponentials of the Nonadditive Statistical Mechanics (Articles)

Leonardo S. Lima

Journal of Modern Physics Vol.11 No.1, January 10, 2020

DOI: 10.4236/jmp.2020.111004 767 Downloads 2,285 Views Citations
Bochdalek hernia (Acute gastric obstruction and laparoscopic approach) (Articles)

Rafael Diaz-Nieto, Alvaro Naranjo-Torres

Health Vol.3 No.10, October 17, 2011

DOI: 10.4236/health.2011.310102 6,832 Downloads 10,728 Views Citations
Cognitive Linguistics–Inspired Empirical Study of Chinese EFL Teaching (Articles)

Youmei Gao

Creative Education Vol.2 No.4, October 18, 2011

DOI: 10.4236/ce.2011.24050 9,388 Downloads 16,714 Views Citations

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