Option Pricing Model - Articles - Scientific Research Publishing

Fourier-Cosine Method for Pricing Equity-Indexed Annuity under Heston Model (Articles)

Xingchi Gu, Xiao Wei

Theoretical Economics Letters Vol.13 No.3, June 30, 2023

DOI: 10.4236/tel.2023.133039 217 Downloads 1,088 Views Citations
Impact of Electricity Pricing on the Residential Sector Market in Pointe-Noire, Congo-Brazzaville (Articles)

Maxime Wenceslas Ngakosso Elenga

Modern Economy Vol.16 No.10, October 30, 2025

DOI: 10.4236/me.2025.1610079 65 Downloads 352 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
On Two Transform Methods for the Valuation of Contingent Claims (Articles)

Chuma Raphael Nwozo, Sunday Emmanuel Fadugba

Journal of Mathematical Finance Vol.5 No.2, March 30, 2015

DOI: 10.4236/jmf.2015.52009 4,080 Downloads 5,723 Views Citations
Valuation of Quanto Caps and Floors in a Calibrated Multi-Curve Cross-Currency LIBOR Market Model (Articles)

Charity Wamwea, Philip Ngare, Martin Le Doux Mbele Bidima, Susan Mwelu

Journal of Mathematical Finance Vol.9 No.4, October 30, 2019

DOI: 10.4236/jmf.2019.94036 1,106 Downloads 2,599 Views Citations
On the Consistency of the First-Order-Approach to Principal-Agent Problems (Articles)

Óscar Gutiérrez

Theoretical Economics Letters Vol.2 No.2, May 23, 2012

DOI: 10.4236/tel.2012.22028 5,225 Downloads 9,449 Views Citations
A New Approach for Solving Boundary Value Problem in Partial Differential Equation Arising in Financial Market (Articles)

Fadugba Sunday Emmanuel, Emeka Helen Oluyemisi

Applied Mathematics Vol.7 No.9, May 26, 2016

DOI: 10.4236/am.2016.79075 2,070 Downloads 4,199 Views Citations
Numerical Methods for Discrete Double Barrier Option Pricing Based on Merton Jump Diffusion Model (Articles)

Mingjia Li

Open Journal of Statistics Vol.7 No.3, June 12, 2017

DOI: 10.4236/ojs.2017.73032 1,558 Downloads 3,203 Views Citations
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 1,565 Downloads 4,194 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 960 Views Citations
This article belongs to the Special Issue on Applied Statistics
Numerical Approximation of Information-Based Model Equation for Bermudan Option with Variable Transaction Costs (Articles)

Matabel Odin, Jane Akinyi Aduda, Cyprian Ondieki Omari

Journal of Mathematical Finance Vol.13 No.1, February 21, 2023

DOI: 10.4236/jmf.2023.131006 609 Downloads 1,562 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 23 Downloads 195 Views Citations
From Dynamic Linear Evaluation Rule to Dynamic CAPM in a Fractional Brownian Motion Environment (Articles)

Qing Zhou, Chao Li

Journal of Mathematical Finance Vol.2 No.4, November 23, 2012

DOI: 10.4236/jmf.2012.24034 4,969 Downloads 8,397 Views Citations
A Three-Stage Stochastic Dynamic Pricing Game Model Affected by New Products into the Market (Articles)

Waka Cheung, Fang Chen

Open Journal of Statistics Vol.5 No.4, June 3, 2015

DOI: 10.4236/ojs.2015.54030 2,955 Downloads 4,048 Views Citations
Multi-Energy Simulation of a Smart Grid with Optimal Local Demand and Supply Management (Articles)

Christian Kuschel, Harald Köstler, Ulrich Rüde

Smart Grid and Renewable Energy Vol.6 No.11, December 18, 2015

DOI: 10.4236/sgre.2015.611025 4,397 Downloads 5,950 Views Citations
The Cross-Section of Stock Returns: An Application of Fama-French Approach to Nepal (Articles)

Sabin Bikram Panta, Niranjan Phuyal, Rajesh Sharma, Gautam Vora

Modern Economy Vol.7 No.2, February 26, 2016

DOI: 10.4236/me.2016.72024 4,330 Downloads 8,253 Views Citations
A New Fama-French 5-Factor Model Based on SSAEPD Error and GARCH-Type Volatility (Articles)

Wentao Zhou, Liuling Li

Journal of Mathematical Finance Vol.6 No.5, November 16, 2016

DOI: 10.4236/jmf.2016.65050 3,211 Downloads 7,879 Views Citations
Risk Factors and Stock Price Performance of U.S. Sectors: A Quintile Approach (Articles)

Panagiotis G. Artikis, Lydia G. Diamantopoulou, Christos G. Kampouris

Theoretical Economics Letters Vol.12 No.3, June 28, 2022

DOI: 10.4236/tel.2022.123046 349 Downloads 1,807 Views Citations
Adaptive Risk Hedging for Call Options under Cox-Ingersoll-Ross Interest Rates (Articles)

Niloofar Ghorbani, Andrzej Korzeniowski

Journal of Mathematical Finance Vol.10 No.4, November 25, 2020

DOI: 10.4236/jmf.2020.104040 1,071 Downloads 2,431 Views Citations
Put Options with Linear Investment for Hull-White Interest Rates (Articles)

Andrzej Korzeniowski, Niloofar Ghorbani

Journal of Mathematical Finance Vol.11 No.1, February 26, 2021

DOI: 10.4236/jmf.2021.111007 964 Downloads 2,546 Views Citations

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