Boundary Element Method; Black-Scholes Equation; Moving Boundary; Option Pricing; Barrier Option - Articles

A New Binomial Tree Method for European Options under the Jump Diffusion Model (Articles)

Lingkang Zhu, Xiu Kan, Huisheng Shu, Zifeng Wang

Journal of Applied Mathematics and Physics Vol.7 No.12, December 9, 2019

DOI: 10.4236/jamp.2019.712211 1,020 Downloads 2,597 Views Citations
Review of Asian Options (Articles)

Jiaying Han, Yicheng Hong

Open Access Library Journal Vol.9 No.2, February 15, 2022

DOI: 10.4236/oalib.1108358 313 Downloads 3,007 Views Citations
Applying the Barycentric Jacobi Spectral Method to Price Options with Transaction Costs in a Fractional Black-Scholes Framework (Articles)

B. F. Nteumagné, E. Pindza, E. Maré

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

DOI: 10.4236/jmf.2014.41004 6,744 Downloads 9,561 Views Citations
This article belongs to the Special Issue on Option Pricing Research
CVBEM and FVM Computational Model Comparison for Solving Ideal Fluid Flow in a 90-Degree Bend (Articles)

Colin Bloor, Theodore V. Hromadka II, Bryce Wilkins, Howard McInvale

Open Journal of Fluid Dynamics Vol.6 No.4, December 29, 2016

DOI: 10.4236/ojfd.2016.64031 1,611 Downloads 2,850 Views Citations
Boundary Layer Flow past a Stretching Cylinder and Heat Transfer with Variable Thermal Conductivity (Articles)

Rekha R. Rangi, Naseem Ahmad

Applied Mathematics Vol.3 No.3, March 27, 2012

DOI: 10.4236/am.2012.33032 8,496 Downloads 16,204 Views Citations
Effective Solution of Riemann Problem for Fifth Order Improperly Elliptic Equation on a Rectangle (Articles)

Seyed Mohammadali Ali. Raeisian

American Journal of Computational Mathematics Vol.2 No.4, December 20, 2012

DOI: 10.4236/ajcm.2012.24038 4,858 Downloads 8,196 Views Citations
Numerical Solutions to the Robin Inverse Problem with Nonnegativity Constraints (Articles)

Weifu Fang, Fu-Rong Lin

Journal of Applied Mathematics and Physics Vol.10 No.6, June 30, 2022

DOI: 10.4236/jamp.2022.106137 240 Downloads 974 Views Citations
Influence of Inhomogeneity and Initial Stress on the Transient Magneto-Thermo-Visco-Elastic Stress Waves in an Anisotropic Solid (Articles)

Mohamed Abdelsabour Fahmy

World Journal of Mechanics Vol.1 No.5, October 25, 2011

DOI: 10.4236/wjm.2011.15032 4,168 Downloads 8,867 Views Citations
Numerical Crack Analysis of Blunt Rock Indenters by an Indirect Boundary Element Method (Articles)

Narges Sadat Tayarani, Mohammad Fatehi Marji

Geomaterials Vol.3 No.4, October 14, 2013

DOI: 10.4236/gm.2013.34017 4,267 Downloads 6,937 Views Citations
Potential Calculation on the Oil-Gas Pipeline with Geosynthetic Clay Liners Based on BEM (Articles)

Pengxiang Xing, Yu Wang, Hailiang Lu, Lei Lan, Xishan Wen, Shulin Zhang

Journal of Power and Energy Engineering Vol.2 No.4, April 23, 2014

DOI: 10.4236/jpee.2014.24080 6,163 Downloads 7,553 Views Citations
Numerical Study of Elastic Wave Propagation Characteristics in Cracked Rock (Articles)

Kaifeng Han, Ruiqi Cao

Journal of Applied Mathematics and Physics Vol.2 No.6, May 16, 2014

DOI: 10.4236/jamp.2014.26046 3,463 Downloads 4,943 Views Citations
Numerical Approximation of Port-Hamiltonian Systems for Hyperbolic or Parabolic PDEs with Boundary Control (Articles)

Andrea Brugnoli, Ghislain Haine, Anass Serhani, Xavier Vasseur

Journal of Applied Mathematics and Physics Vol.9 No.6, June 18, 2021

DOI: 10.4236/jamp.2021.96088 492 Downloads 1,931 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 3,340 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 5,188 Views Citations
The Equation of Real Option Value under Trinomial Tree Model (Articles)

Changsheng Dou, Li Wang, Chenxi Zhu

Open Journal of Social Sciences Vol.5 No.3, March 13, 2017

DOI: 10.4236/jss.2017.53001 2,558 Downloads 4,923 Views Citations
Anomalous diffusion in a variable area whose boundary moves with a constant speed (Articles)

Xicheng Li

Open Journal of Applied Sciences Vol.2 No.4B, January 16, 2013

DOI: 10.4236/ojapps.2012.24B042 3,957 Downloads 5,749 Views Citations
Study of Longitudinal Oscillations of a Building on the Basis of Continuum Plate Model (Articles)

Makhamatali K. Usarov, Gayratjon T. Ayubov

Journal of Applied Mathematics and Physics Vol.6 No.9, September 30, 2018

DOI: 10.4236/jamp.2018.69164 723 Downloads 1,581 Views Citations
An Iteration Method to Solve the Boundary Layer Flow past a Flat Plate (Articles)

Ken-ichi Kusukawa, Shigeaki Suwa, Takeo R. M. Nakagawa

Journal of Applied Mathematics and Physics Vol.2 No.4, March 13, 2014

DOI: 10.4236/jamp.2014.24005 3,911 Downloads 7,792 Views Citations
High Order Compact Difference Scheme and Multigrid Method for 2D Elliptic Problems with Variable Coefficients and Interior/Boundary Layers on Nonuniform Grids (Articles)

Bin Lan, Yongbin Ge, Yan Wang, Yong Zhan

Journal of Applied Mathematics and Physics Vol.3 No.5, May 19, 2015

DOI: 10.4236/jamp.2015.35063 3,377 Downloads 4,625 Views Citations
Numerical Solution of the Coupled Viscous Burgers’ Equation Using Differential Quadrature Method Based on Fourier Expansion Basis (Articles)

Masho Jima, Alemayehu Shiferaw, Ali Tsegaye

Applied Mathematics Vol.9 No.7, July 30, 2018

DOI: 10.4236/am.2018.97057 1,676 Downloads 3,690 Views Citations

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