Black-Scholes Option Pricing - Articles - Scientific Research Publishing

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 2,831 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 1,956 Downloads 3,489 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 1,592 Downloads 3,519 Views Citations
This article belongs to the Special Issue on Econometrics
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 1,018 Downloads 2,622 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 1,047 Downloads 2,596 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 1,904 Views Citations
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 1,395 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 1,565 Views Citations
Pricing European Options Based on a Logarithmic Truncated t-Distribution (Articles)

Yingying Cao, Xueping Liu, Yiqian Zhao, Xuege Han

Journal of Applied Mathematics and Physics Vol.11 No.5, May 25, 2023

DOI: 10.4236/jamp.2023.115087 214 Downloads 875 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 81 Downloads 432 Views Citations
Geometric Fractional Brownian Motion Perturbed by Fractional Ornstein-Uhlenbeck Process and Application on KLCI Option Pricing (Articles)

Mohammed Alhagyan, Masnita Misiran, Zurni Omar

Open Access Library Journal Vol.3 No.8, August 19, 2016

DOI: 10.4236/oalib.1102863 1,636 Downloads 3,336 Views Citations
The Model-Free Equivalence Condition for American Spread Options (Articles)

Sang Baum Kang, Pascal Létourneau

Theoretical Economics Letters Vol.7 No.4, June 13, 2017

DOI: 10.4236/tel.2017.74055 1,343 Downloads 2,332 Views Citations
On the Economic Premium Principle (Articles)

Kazuhiro Takino

Theoretical Economics Letters Vol.8 No.3, February 14, 2018

DOI: 10.4236/tel.2018.83036 853 Downloads 1,871 Views Citations
This article belongs to the Special Issue on Financial Derivatives
Pricing Strategies of Pharmaceutical Wholesalers in Zimbabwe and Their Impact on Service Provision (Articles)

Pias Tomupei Musiza

Open Access Library Journal Vol.10 No.5, May 26, 2023

DOI: 10.4236/oalib.1110185 272 Downloads 2,369 Views Citations
Valuation of European and American Options under Variance Gamma Process (Articles)

Ferry Jaya Permana, Dharma Lesmono, Erwinna Chendra

Journal of Applied Mathematics and Physics Vol.2 No.11, October 28, 2014

DOI: 10.4236/jamp.2014.211114 4,004 Downloads 5,490 Views Citations
Pricing Services in a Grid of Computers Using Priority Segmentation (Articles)

Emmanuel Fragniere, Francesco Moresino

Journal of Service Science and Management Vol.3 No.3, October 8, 2010

DOI: 10.4236/jssm.2010.33040 7,115 Downloads 11,080 Views Citations
Agricultural Risk Pricing in Senegal (Articles)

Allé Nar Diop

Journal of Mathematical Finance Vol.9 No.2, May 15, 2019

DOI: 10.4236/jmf.2019.92010 1,286 Downloads 2,688 Views Citations
Random Timestepping Algorithm with Exponential Distribution for Pricing Various Structures of One-Sided Barrier Options (Articles)

Hasan Alzubaidi

American Journal of Computational Mathematics Vol.7 No.3, August 3, 2017

DOI: 10.4236/ajcm.2017.73020 1,134 Downloads 2,973 Views Citations
Study on Demand Response of Residential Power Customer (Articles)

Xiu Cao, Haiyong Jiang, Lei Huang, Xueping Wang, Xuqi Zhang

Journal of Power and Energy Engineering Vol.4 No.7, July 25, 2016

DOI: 10.4236/jpee.2016.47001 1,635 Downloads 2,775 Views Citations
Profit-Improving Linear Tariffs Pricing in a Vertical Oligopoly (Articles)

Dong Joon Lee, Sangheon Han, Yuji Ono, Shigetsune Yamoto

Theoretical Economics Letters Vol.8 No.11, August 2, 2018

DOI: 10.4236/tel.2018.811134 876 Downloads 1,803 Views Citations
This article belongs to the Special Issue on Economic Efficiency

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