System Call Trace - Articles - Scientific Research Publishing

Option Pricing with Markov Switching in Uncertainty Markets (Articles)

Guoshuai Wang, Dianli Zhao

Open Journal of Applied Sciences Vol.5 No.5, May 12, 2015

DOI: 10.4236/ojapps.2015.55019 2,905 Downloads 4,091 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 2,108 Downloads 4,281 Views Citations
Valuation of European Call Options via the Fast Fourier Transform and the Improved Mellin Transform (Articles)

Sunday Emmanuel Fadugba, Chuma Raphael Nwozo

Journal of Mathematical Finance Vol.6 No.2, May 31, 2016

DOI: 10.4236/jmf.2016.62028 3,551 Downloads 6,145 Views Citations
Alternative Approach for the Solution of the Black-Scholes Partial Differential Equation for European Call Option (Articles)

Sunday Emmanuel Fadugba, Adedoyin Olayinka Ajayi

Open Access Library Journal Vol.2 No.4, April 17, 2015

DOI: 10.4236/oalib.1101466 3,155 Downloads 5,321 Views Citations
Improved Variance Reduced Monte-Carlo Simulation of in-the-Money Options (Articles)

Armin Müller

Journal of Mathematical Finance Vol.6 No.3, August 2, 2016

DOI: 10.4236/jmf.2016.63029 2,289 Downloads 4,624 Views Citations
A Simple Model to Explain Expensive Index Call Options (Articles)

Sang Baum Kang

Theoretical Economics Letters Vol.7 No.3, March 16, 2017

DOI: 10.4236/tel.2017.73024 1,695 Downloads 3,595 Views Citations
The Asian Option Pricing when Discrete Dividends Follow a Markov-Modulated Model (Articles)

Yingyi Fang, Huisheng Shu, Xiu Kan, Xin Zhang, Zhiwei Zheng

Open Journal of Statistics Vol.7 No.6, December 29, 2017

DOI: 10.4236/ojs.2017.76074 1,216 Downloads 3,470 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 1,598 Downloads 4,280 Views Citations
Activation of Auditory Centers during Freezing Response Depends on Visual Afferentation in Course of the Development of Pied Flycatcher Nestlings (Articles)

Elena Korneeva, Anna Tiunova, Leonid Alexandrov, Tatyana Golubeva

Journal of Behavioral and Brain Science Vol.9 No.11, November 1, 2019

DOI: 10.4236/jbbs.2019.911029 668 Downloads 1,410 Views Citations
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 768 Downloads 1,772 Views Citations
Optimal Water Allocation Model of Inter-Basin Water Transfer Based on Option Contracts under Uncertainty (Articles)

Zhichao Gao, Minghu Ha, Hong Zhang, Linqing Gao

Journal of Mathematical Finance Vol.13 No.2, May 30, 2023

DOI: 10.4236/jmf.2023.132013 265 Downloads 1,042 Views Citations
Unraveling Market Inefficiencies: Weak Arbitrage and the Information-Based Model for Option Pricing (Articles)

Matabel Odin, Jane Akinyi Aduda, Cyprian Ondieki Omari

Journal of Mathematical Finance Vol.13 No.4, November 7, 2023

DOI: 10.4236/jmf.2023.134027 371 Downloads 1,607 Views Citations
Application of Elzaki Transform Method to Market Volatility Using the Black-Scholes Model (Articles)

Henrietta Ify Ojarikre, Ideh Rapheal, Ebimene James Mamadu

Journal of Applied Mathematics and Physics Vol.12 No.3, March 26, 2024

DOI: 10.4236/jamp.2024.123050 229 Downloads 747 Views Citations
Improving Speech Recognition during Phone Calls in Noisy Environment through the Use of Wireless Audio Streaming in Hearing Aids (Articles)

Chiyuen Tan, Lei Tu, Yonghua Wang, Dongdong Jin, Yuan Wang, Wendi Shi

Open Access Library Journal Vol.11 No.3, March 27, 2024

DOI: 10.4236/oalib.1111343 130 Downloads 1,079 Views Citations
MLP, XGBoost, KAN, TDNN, and LSTM-GRU Hybrid RNN with Attention for SPX & NDX European Call Option Pricing (Articles)

Boris Ter-Avanesov, Homayoon Beigi

Journal of Mathematical Finance Vol.15 No.2, May 30, 2025

DOI: 10.4236/jmf.2025.152016 151 Downloads 880 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 60 Downloads 292 Views Citations
The Effect of Hemin and Deferoxamine on Selenium, Zinc, and Iron Levels of K562 Cells (Articles)

Bahire Küçükkaya, Lale Afrasyap

Journal of Cancer Therapy Vol.2 No.1, March 15, 2011

DOI: 10.4236/jct.2011.21007 4,566 Downloads 9,979 Views Citations
Macro- and Microelement Contents of Fruiting Bodies of Wild-Edible Mushrooms Growing in the East Black Sea Region of Turkey (Articles)

Faik A. Ayaz, Hülya Torun, Ahmet Colak, Ertuğrul Sesli, Mark Millson, Robert H. Glew

Food and Nutrition Sciences Vol.2 No.2, March 31, 2011

DOI: 10.4236/fns.2011.22007 7,514 Downloads 14,882 Views Citations
Trace Elements Distribution in Red Soils under Semiarid Mediterranean Environment (Articles)

J. A. Amorós Ortiz-Villajos, F. J. García Navarro, C. J. Sánchez Jiménez, C. Pérez de los Reyes, R. García Moreno, R. Jiménez Ballesta

International Journal of Geosciences Vol.2 No.2, May 26, 2011

DOI: 10.4236/ijg.2011.22009 6,275 Downloads 12,776 Views Citations
Estimation of mineral and trace element intake in vegans living in Japan by chemical analysis of duplicate diets (Articles)

Munehiro Yoshida, Noriko Ôgi, Yuki Iwashita

Health Vol.3 No.11, November 21, 2011

DOI: 10.4236/health.2011.311113 6,247 Downloads 10,800 Views Citations

First <...456 ...>Last

	[email protected]
	+86 18163351462 (WhatsApp)
	1655362766
	SCIRP WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	[email protected]
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies