Black-Scholes Options; Sensitivity; European Call Options - Articles

Mathematical Analysis of Financial Model on Market Price with Stochastic Volatility (Articles)

Mitun Kumar Mondal, Md. Abdul Alim, Md. Faizur Rahman, Md. Haider Ali Biswas

Journal of Mathematical Finance Vol.7 No.2, May 19, 2017

DOI: 10.4236/jmf.2017.72019 3,129 Downloads 6,749 Views Citations
The Pricing of Dual-Expiry Exotics with Mean Reversion and Jumps (Articles)

Kevin Z. Tong, Dongping Hou, Jianhua Guan

Journal of Mathematical Finance Vol.9 No.1, January 29, 2019

DOI: 10.4236/jmf.2019.91003 1,098 Downloads 2,491 Views Citations
A Comparison Study of ADI and LOD Methods on Option Pricing Models (Articles)

Neda Bagheri, Hassan Karnameh Haghighi

Journal of Mathematical Finance Vol.7 No.2, May 15, 2017

DOI: 10.4236/jmf.2017.72014 1,699 Downloads 3,058 Views Citations
This article belongs to the Special Issue on Option Pricing
Pricing European Option When the Stock Price Process Is Being Driven by Geometric Brownian Motion (Articles)

Kebareng I. Moalosi-Court

Open Access Library Journal Vol.6 No.8, August 2, 2019

DOI: 10.4236/oalib.1105568 331 Downloads 1,468 Views Citations
Option Pricing Model Driven by G-Lévy Process under the G-Expectation Framework (Articles)

Yingmei Xu, Yang Li

Journal of Applied Mathematics and Physics Vol.11 No.1, January 16, 2023

DOI: 10.4236/jamp.2023.111004 329 Downloads 1,174 Views Citations
European Call and Put Option Pricing in a Three-State Regime-Switching Economy (Articles)

James Evans, Andrzej Korzeniowski

Journal of Mathematical Finance Vol.15 No.4, November 27, 2025

DOI: 10.4236/jmf.2025.154034 122 Downloads 607 Views Citations
Call and Put Option Pricing with Discrete Linear Investment Strategy (Articles)

Niloofar Ghorbani, Andrzej Korzeniowski

Journal of Mathematical Finance Vol.12 No.1, January 29, 2022

DOI: 10.4236/jmf.2022.121005 391 Downloads 1,704 Views Citations
Economic Dispatch with Multiple Fuel Options Using CCF (Articles)

R. Anandhakumar, S. Subramanian

Energy and Power Engineering Vol.3 No.2, May 18, 2011

DOI: 10.4236/epe.2011.32015 7,853 Downloads 13,255 Views Citations
An Empirical Study of Option Prices under the Hybrid Brownian Motion Model (Articles)

Hideki Iwaki, Lei Luo

Journal of Mathematical Finance Vol.3 No.2, May 24, 2013

DOI: 10.4236/jmf.2013.32033 4,960 Downloads 8,313 Views Citations
Evaluation of Geometric Asian Power Options under Fractional Brownian Motion (Articles)

Zhijuan Mao, Zhian Liang

Journal of Mathematical Finance Vol.4 No.1, December 25, 2013

DOI: 10.4236/jmf.2014.41001 5,770 Downloads 9,760 Views Citations
This article belongs to the Special Issue on Option Pricing Research
Adaptation Technology: Benefits of Hydrological Services—Watershed Management in Semi-Arid Region of India (Articles)

Anupam Khajuria, Sayaka Yoshikawa, Shinjiro Kanae

Journal of Water Resource and Protection Vol.6 No.6, April 28, 2014

DOI: 10.4236/jwarp.2014.66055 4,832 Downloads 6,697 Views Citations
This article belongs to the Special Issue on Watershed Management
L^∞-Asymptotic Behavior of the Variational Inequality Related to American Options Problem (Articles)

Djaber Chemseddine Benchettah, Mohamed Haiour

Applied Mathematics Vol.5 No.8, May 15, 2014

DOI: 10.4236/am.2014.58122 2,669 Downloads 4,306 Views Citations
A Note on the Kou’s Continuity Correction Formula (Articles)

Ting Liu, Chang Feng, Yanqiong Lu, Bei Yao

Open Journal of Social Sciences Vol.3 No.11, November 20, 2015

DOI: 10.4236/jss.2015.311005 3,400 Downloads 4,644 Views Citations
Evaluation the Price of Multi-Asset Rainbow Options Using Monte Carlo Method (Articles)

A. Rasulov, R. Rakhmatov, A. Nafasov

Journal of Applied Mathematics and Physics Vol.4 No.1, January 29, 2016

DOI: 10.4236/jamp.2016.41021 5,461 Downloads 8,478 Views Citations
A Stochastic Correlation Model with Time Change for Pricing Credit Spread Options (Articles)

Zhigang Tong, Allen Liu

Journal of Mathematical Finance Vol.7 No.2, May 31, 2017

DOI: 10.4236/jmf.2017.72024 1,579 Downloads 3,387 Views Citations
This article belongs to the Special Issue on Option Pricing
The Effects of Negative Nominal Rates on the Pricing of American Calls: Some Theoretical and Numerical Insights (Articles)

Alessia Cafferata, Pier Giuseppe Giribone, Marina Resta

Modern Economy Vol.8 No.7, July 13, 2017

DOI: 10.4236/me.2017.87061 2,498 Downloads 4,550 Views Citations
This article belongs to the Special Issue on Financial Investment
Saudi Arabia, Breast Plastic Surgery, Breast Construction (Articles)

Bassam Ahmed ALmutlaq, Mohammad Al-Qattan, Raed Dawood Almansour, Awad Nafel Al Harbi, Ali Dawood Almansour, Omar Abdullah AL-Noqaidan, Abdul Rahman Ali Al-Sogair, Abdullah Abdulaziz Bin Jariyd, Hussain Gadelkarim Ahmed

Modern Plastic Surgery Vol.7 No.4, October 31, 2017

DOI: 10.4236/mps.2017.74006 1,575 Downloads 4,136 Views Citations
Uncovering the Distribution of Option Implied Risk Aversion (Articles)

Maria Kyriacou, Jose Olmo, Marius Strittmatter

Journal of Mathematical Finance Vol.9 No.2, March 14, 2019

DOI: 10.4236/jmf.2019.92006 1,261 Downloads 2,954 Views Citations
Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models (Articles)

Tommaso Pellegrino

Journal of Mathematical Finance Vol.9 No.3, August 22, 2019

DOI: 10.4236/jmf.2019.93025 1,022 Downloads 2,290 Views Citations
Treatment Options for Pin Site Infection during Kirschner Wires in Elective Forefoot Surgery (Articles)

Ismail Mohamed Hussein, Lei Wang, Bin Yu

Open Journal of Orthopedics Vol.11 No.2, February 26, 2021

DOI: 10.4236/ojo.2021.112006 685 Downloads 7,759 Views Citations

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