Binomial Tree Option Pricing Model - Articles - Scientific Research Publishing

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
Fast Time-Varying Channel Model Research for Data Processing of Wireless (Articles)

Huan Liu, Hanlin Chen

Advances in Pure Mathematics Vol.5 No.8, June 15, 2015

DOI: 10.4236/apm.2015.58043 3,282 Downloads 4,315 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
Combined Selection in Backcross Population of Papaya (Carica papaya L.) by the Mixed Model Methodology (Articles)

Helaine Christine Cancela Ramos, Messias Gonzaga Pereira, Alexandre Pio Viana, Lucas Nunes da Luz, Deisy Lúcia Cardoso, Geraldo Antônio Ferreguetti

American Journal of Plant Sciences Vol.5 No.20, September 25, 2014

DOI: 10.4236/ajps.2014.520314 3,915 Downloads 5,799 Views Citations
Complexity Analysis of Mixed Constraint Satisfaction Problems (Articles)

Xiaomei Shi

Open Journal of Applied Sciences Vol.7 No.4, April 26, 2017

DOI: 10.4236/ojapps.2017.74011 1,457 Downloads 2,571 Views Citations
A Study of the Chinese Retaliatory Tariffs on Tree Nuts Industry of California (Articles)

Srini Konduru, Serhat Asci

Theoretical Economics Letters Vol.9 No.8, November 25, 2019

DOI: 10.4236/tel.2019.98172 726 Downloads 1,990 Views Citations
Inorganic Fertilizer Adoption, Use Intensity and Rainfed Rice Yield in Benin (Articles)

Firmin N. Anago, Dagbenonbakin G. Dieudonné, Agbangba C. Emile, Oussou C. T. Brice, Amadji L. Guillaume

Open Journal of Soil Science Vol.10 No.1, January 20, 2020

DOI: 10.4236/ojss.2020.101001 1,186 Downloads 3,137 Views Citations
Eutrophication Process of Soil nearby a Sanitary Landfill and Its Influence on Brazilian Savanna Vegetation (Articles)

Otacílio Antunes Santana, José Imaña-Encinas

Journal of Environmental Protection Vol.13 No.5, May 31, 2022

DOI: 10.4236/jep.2022.135022 228 Downloads 1,022 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
Statistical Data Analyses on Aircraft Accidents in Japan: Occurrences, Causes and Countermeasures (Articles)

Kunimitsu Iwadare, Tatsuo Oyama

American Journal of Operations Research Vol.5 No.3, May 28, 2015

DOI: 10.4236/ajor.2015.53018 4,963 Downloads 8,058 Views Citations
On the Study of Binomial Theorem: Formulation of Conjecture for Odd Binomial Coefficients for Binomials with Indices of n = 2^r – 1, Where r∈Z^-* (Articles)

Ellvan M. Campos, Ronald S. Decano

Open Access Library Journal Vol.9 No.5, May 9, 2022

DOI: 10.4236/oalib.1108670 207 Downloads 2,526 Views Citations
Multivariate Analyses for Finding Significant Track Irregularities to Generate an Optimal Track Maintenance Schedule (Articles)

Mami Matsumoto, Masashi Miwa, Tatsuo Oyama

American Journal of Operations Research Vol.12 No.6, November 29, 2022

DOI: 10.4236/ajor.2022.126015 259 Downloads 1,088 Views Citations
Tree Model Optimization Criterion without Using Prediction Error (Articles)

Kunio Takezawa

Open Journal of Statistics Vol.2 No.5, December 13, 2012

DOI: 10.4236/ojs.2012.25061 4,359 Downloads 7,050 Views Citations

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