Option Pricing - Articles - Scientific Research Publishing

Optimal Investment Strategy for Kinked Utility Maximization: Covered Call Option Strategy (Articles)

Miwaka Yamashita

Journal of Mathematical Finance Vol.4 No.2, February 14, 2014

DOI: 10.4236/jmf.2014.42006 4,742 Downloads 8,052 Views Citations
Pricing of Margrabe Options for Large Investors with Application to Asset-Liability Management in Life Insurance (Articles)

Erik Bølviken, Frank Proske, Mark Rubtsov

Journal of Mathematical Finance Vol.4 No.2, February 27, 2014

DOI: 10.4236/jmf.2014.42011 4,530 Downloads 6,992 Views Citations
Are Mispricings Long-Lasting or Short-Lived? Evidence from S & P 500 Index ETF Options (Articles)

Feng Jiao

Theoretical Economics Letters Vol.8 No.3, February 12, 2018

DOI: 10.4236/tel.2018.83027 1,015 Downloads 2,980 Views Citations
This article belongs to the Special Issue on Financial Derivatives
Longitudinal Market Valuation of Unexpectedly Increased R&D Expenditure with the Real Option Logic (Articles)

Hyeri Jung, Jaeho Lee

Open Journal of Business and Management Vol.9 No.5, September 28, 2021

DOI: 10.4236/ojbm.2021.95139 326 Downloads 1,209 Views Citations
Classical and Quantum Structures of the Wave: Modelling the Controlled, Optimised, Continuum-System (Articles)

Tafireyi Nemaura

Journal of Applied Mathematics and Physics Vol.10 No.3, March 3, 2022

DOI: 10.4236/jamp.2022.103044 290 Downloads 1,306 Views Citations
Women’s Co-Optation in Institutions: Promoting Values of Equity and Equal Opportunity Tested in the Democratic Republic of the Congo (Articles)

Kahenga Ekota Ferdinand, Elise Féron, Barumwete Simon, Kazoviyo Gertrude

Open Journal of Political Science Vol.13 No.4, October 31, 2023

DOI: 10.4236/ojps.2023.134031 229 Downloads 870 Views Citations
Mellin Transform Method for the Valuation of the American Power Put Option with Non-Dividend and Dividend Yields (Articles)

Sunday Emmanuel Fadugba, Chuma Raphael Nwozo

Journal of Mathematical Finance Vol.5 No.3, July 10, 2015

DOI: 10.4236/jmf.2015.53023 3,683 Downloads 5,181 Views Citations
Valuation of Asian American Option Using a Modified Path Simulation Method (Articles)

Ferry Jaya Permana, Dharma Lesmono, Erwinna Chendra

World Journal of Engineering and Technology Vol.3 No.3C, October 23, 2015

DOI: 10.4236/wjet.2015.33C044 3,688 Downloads 4,905 Views Citations
A Simple Model to Explain Expensive Index Call Options (Articles)

Sang Baum Kang

Theoretical Economics Letters Vol.7 No.3, March 16, 2017

DOI: 10.4236/tel.2017.73024 1,673 Downloads 3,539 Views Citations
The Barrier Binary Options (Articles)

Min Gao, Zhenfeng Wei

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

DOI: 10.4236/jmf.2020.101010 1,609 Downloads 6,390 Views Citations
The Performance of Option-Based Portfolio Insurance on a Dividend Payment Stock (Articles)

Paulina Nangolo, Elias Rabson Offen, Othusitse Basmanebothe

Journal of Mathematical Finance Vol.13 No.2, May 25, 2023

DOI: 10.4236/jmf.2023.132012 288 Downloads 1,960 Views Citations
Business Cycle and TPM of TNCs (Articles)

Junrong Liu

Modern Economy Vol.2 No.4, September 21, 2011

DOI: 10.4236/me.2011.24060 7,099 Downloads 11,311 Views Citations
Asset Pricing with Relative Performance and Heterogeneous Agents (Articles)

Ting Levy, Xiangbo Liu, Zijun Liu, Zhigang Qiu

Theoretical Economics Letters Vol.2 No.5, December 28, 2012

DOI: 10.4236/tel.2012.25096 4,416 Downloads 7,056 Views Citations
Active Learning and Dynamic Pricing Policies (Articles)

María-Jesús Vázquez-Gallo, Macarena Estévez, Santiago Egido

American Journal of Operations Research Vol.4 No.2, March 28, 2014

DOI: 10.4236/ajor.2014.42009 5,109 Downloads 7,795 Views Citations
The Unexplainable Nature of Momentum Portfolio Returns (Articles)

David J. Moore, George C. Philippatos

Journal of Mathematical Finance Vol.4 No.3, April 22, 2014

DOI: 10.4236/jmf.2014.43013 5,150 Downloads 7,629 Views Citations
An Application of the Ramsey Number in the Electricity Pricing (Articles)

Haiming Li, Jia He

Journal of Computer and Communications Vol.4 No.14, November 28, 2016

DOI: 10.4236/jcc.2016.414007 1,680 Downloads 4,556 Views Citations
Fourier-Cosine Method for Pricing and Hedging Insurance Derivatives (Articles)

Ludovic Goudenège, Andrea Molent, Xiao Wei, Antonino Zanette

Theoretical Economics Letters Vol.8 No.3, February 9, 2018

DOI: 10.4236/tel.2018.83020 889 Downloads 2,212 Views Citations
This article belongs to the Special Issue on Financial Derivatives
The Pricing of IPO by Investment Banks and Venture Capital: A Theoretical Model (Articles)

Huanran Kong

Open Journal of Social Sciences Vol.6 No.10, October 31, 2018

DOI: 10.4236/jss.2018.610017 1,188 Downloads 2,747 Views Citations
Pricing of Public-Utilities-Products under Positive Externalities (Articles)

Lina Wang, Yongqiang Pan, Yitong Wang

Journal of Human Resource and Sustainability Studies Vol.7 No.2, April 9, 2019

DOI: 10.4236/jhrss.2019.72010 751 Downloads 1,827 Views Citations
Literature Review on Pricing of Initial Discharge Right of Sewage (Articles)

Lina Wang, Yongqiang Pan, Yitong Wang, Linjiao Yang

American Journal of Industrial and Business Management Vol.9 No.5, May 23, 2019

DOI: 10.4236/ajibm.2019.95080 698 Downloads 1,533 Views Citations

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