Real Option - Articles - Scientific Research Publishing

A Full Asymptotic Series of European Call Option Prices in the SABR Model with Beta = 1 (Articles)

Z. Guo, H. Schellhorn

Applied Mathematics Vol.10 No.6, June 28, 2019

DOI: 10.4236/am.2019.106034 813 Downloads 2,025 Views Citations
This article belongs to the Special Issue on Stochastic Process and Stochastic Calculus
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 330 Downloads 1,460 Views Citations
Going Nuclear: Rule Manipulation and Judicial Nomination Efficacy (Articles)

Corey Bopp

Open Journal of Political Science Vol.9 No.4, October 31, 2019

DOI: 10.4236/ojps.2019.94042 872 Downloads 1,715 Views Citations
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 1,019 Downloads 2,588 Views Citations
Strategies for Indexed Stock Option Hedgers with Loss-Risk-Minimizing Criterion Based on Monte-Carlo Method (Articles)

Jianhua Guo, Lijuan Deng

Journal of Financial Risk Management Vol.8 No.4, December 17, 2019

DOI: 10.4236/jfrm.2019.84019 679 Downloads 1,624 Views Citations
Differential Evolution Optimization of the Broken Wing Butterfly Option Strategy (Articles)

David Munoz Constantine, Richard Tymerski, Garrison Greenwood

Technology and Investment Vol.11 No.3, June 30, 2020

DOI: 10.4236/ti.2020.113003 1,071 Downloads 5,641 Views Citations
An Assessment of the Social, Cultural, and Economical Barriers to Option B+ Retention and Their Solutions in Malawi: A Review (Articles)

Jamie Yoon, David S. Chung, Michelle Kim, Kunmin Kim, Sang Heon Lee, Tae Youn Kim, Hark Joon Lee, Seog In Moon, Jooheon Park, Paul S. Chung, Thomas Nyirenda

World Journal of AIDS Vol.11 No.1, March 31, 2021

DOI: 10.4236/wja.2021.111002 653 Downloads 1,641 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 310 Downloads 2,985 Views Citations
Perpetual American Call Option under Fractional Brownian Motion Model (Articles)

Atsuo Suzuki

Journal of Mathematical Finance Vol.13 No.2, May 31, 2023

DOI: 10.4236/jmf.2023.132014 248 Downloads 1,002 Views Citations
This article belongs to the Special Issue on Pricing Strategy and Theory
Modeling the Spatio-Temporal Dynamics of Local Context for a Contextualized Diffusion of Agroecological Intensification Options in Niger (Articles)

Nouhou Salifou Jangorzo, Maud Loireau, Abou-Souﬁanou Sadda, Ousmane Sami Mari, Abdoul-Aziz Saïdou, Hassane Bil-Assanou Issoufou

International Journal of Geosciences Vol.15 No.3, March 28, 2024

DOI: 10.4236/ijg.2024.153016 576 Downloads 1,083 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 121 Downloads 601 Views Citations
Comparing the Accuracy of Network Utilization Performance between Real Network and Simulation Model for Local Area Network (LAN) (Articles)

Mohd Nazri ISMAIL, Abdullah Mohd ZIN

International Journal of Communications, Network and System Sciences Vol.1 No.4, October 18, 2008

DOI: 10.4236/ijcns.2008.14042 10,164 Downloads 15,468 Views Citations
Real Options Literature Review (Articles)

Shihong Zeng, Shuai Zhang

iBusiness Vol.3 No.1, March 10, 2011

DOI: 10.4236/ib.2011.31007 13,783 Downloads 26,549 Views Citations
The Eurozone’s Equilibrium Real Exchange Rates (Articles)

Antonin Rusek

Modern Economy Vol.3 No.5, September 29, 2012

DOI: 10.4236/me.2012.35070 5,193 Downloads 9,116 Views Citations
Alternative Approach for Studying Contractility of the Isolated Muscle Preparations in Real-Time Mode (Articles)

Alexander Balakin, Ruslan Lisin, Alexey Smoluk, Yuri Protsenko

Journal of Biomedical Science and Engineering Vol.8 No.9, September 16, 2015

DOI: 10.4236/jbise.2015.89060 2,828 Downloads 3,782 Views Citations
The Information and Bargaining Roles of Commercial Brokers When Investors Are Uninformed (Articles)

Jonathan A. Wiley, Yu Liu, Liang Guo, Paul Gallimore

Theoretical Economics Letters Vol.9 No.5, June 27, 2019

DOI: 10.4236/tel.2019.95105 802 Downloads 1,714 Views Citations
This article belongs to the Special Issue on Social Economics
Adaptive Wave Models for Sophisticated Option Pricing (Articles)

Vladimir G. Ivancevic

Journal of Mathematical Finance Vol.1 No.3, November 25, 2011

DOI: 10.4236/jmf.2011.13006 5,507 Downloads 11,265 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 1,692 Views Citations
Pricing Multi-Strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates (Articles)

Boris Ter-Avanesov, Gunter Meissner

Applied Mathematics Vol.16 No.1, January 27, 2025

DOI: 10.4236/am.2025.161005 88 Downloads 746 Views Citations
FEL-H Robust Control Real-Time Scheduling (Articles)

Bing Du, Chun Ruan

Journal of Software Engineering and Applications Vol.2 No.1, April 16, 2009

DOI: 10.4236/jsea.2009.21010 6,016 Downloads 10,913 Views Citations

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