Black-Scholes Option Pricing Model - Articles - Scientific Research Publishing

Water Resource Pricing Study Based on Water Quality Fuzzy Evaluation: A Case Study of Hefei City (Articles)

Yuzhen Duan, Guijian Liu

Computational Water, Energy, and Environmental Engineering Vol.5 No.4, September 8, 2016

DOI: 10.4236/cweee.2016.54010 1,921 Downloads 3,440 Views Citations
Verification of Real-Time Pricing Systems Based on Probabilistic Boolean Networks (Articles)

Koichi Kobayashi, Kunihiko Hiraishi

Applied Mathematics Vol.7 No.15, September 16, 2016

DOI: 10.4236/am.2016.715146 1,601 Downloads 2,883 Views Citations
Patterns and Pricing of Idiosyncratic Volatility in the French Stock Market (Articles)

Zhentao Liu, Gilbert V. Nartea, Ji Wu

Theoretical Economics Letters Vol.8 No.1, January 29, 2018

DOI: 10.4236/tel.2018.81005 1,166 Downloads 2,645 Views Citations
This article belongs to the Special Issue on Financial Economics
Value Premium and Portfolio Return Regime: Evidence from European Equities (Articles)

Chikashi Tsuji

Modern Economy Vol.9 No.3, March 20, 2018

DOI: 10.4236/me.2018.93028 952 Downloads 2,105 Views Citations
An Equilibrium Asset Pricing Model under the Dual Theory of the Smooth Ambiguity Model (Articles)

Hideki Iwaki

Journal of Mathematical Finance Vol.8 No.2, May 31, 2018

DOI: 10.4236/jmf.2018.82031 1,339 Downloads 2,859 Views Citations
Study on Loan Pricing Model of Commercial Banks Based on Artificial Neural Network (Articles)

Ming Zhang, Xinghua Liu, Yi Liu

Journal of Mathematical Finance Vol.9 No.4, October 25, 2019

DOI: 10.4236/jmf.2019.94033 1,332 Downloads 6,680 Views Citations
The Economics of Business Cycles Numerical Model Role of Fixed Costs (Articles)

Gerald Aranoff

Modern Economy Vol.11 No.2, February 27, 2020

DOI: 10.4236/me.2020.112044 687 Downloads 1,883 Views Citations
Liquidity Premium and Transaction Cost (Articles)

Junxian Yang, Xindong Zhang

Theoretical Economics Letters Vol.11 No.2, March 31, 2021

DOI: 10.4236/tel.2021.112014 805 Downloads 3,267 Views Citations
Pricing the Idiosyncratic Risk in the Cost of Capital: A Comprehensive Model (Articles)

Federico Beltrame, Gianni Zorzi

Theoretical Economics Letters Vol.12 No.5, September 9, 2022

DOI: 10.4236/tel.2022.125065 293 Downloads 1,555 Views Citations
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 1,091 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 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 5,226 Downloads 9,451 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 3,204 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 1,566 Downloads 4,197 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 961 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 612 Downloads 1,568 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 25 Downloads 203 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 1,107 Downloads 2,603 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 4,970 Downloads 8,398 Views Citations

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