Boundary Element Method; Black-Scholes Equation; Moving Boundary; Option Pricing; Barrier Option - Articles

Interfacial Crack Problem of a Class of Spliced Materials (Articles)

Minhai Huang

Journal of Applied Mathematics and Physics Vol.7 No.11, November 20, 2019

DOI: 10.4236/jamp.2019.711193 454 Downloads 1,096 Views Citations
Time Dependent Wave Propagation Modeling Using Finite Difference Scheme of 2D Wave Equation Based on Absorbing and Reflecting Boundaries (Articles)

M. Joni Alam, W. Z. Loskor, M. Mohiuddin

Journal of Applied Mathematics and Physics Vol.9 No.9, September 26, 2021

DOI: 10.4236/jamp.2021.99148 553 Downloads 3,453 Views Citations
Adaptive Boundary Control for the Dynamics of the Generalized Burgers-Huxley Equation (Articles)

Zaki Mrzog Alaofi, Talaat Sayed Ali, Faisal Abd Alaal, Silvestru Sever Dragomir

Open Journal of Applied Sciences Vol.12 No.8, August 25, 2022

DOI: 10.4236/ojapps.2022.128098 220 Downloads 1,087 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 681 Downloads 1,627 Views Citations
CreditGrades Framework within Stochastic Covariance Models (Articles)

Marcos Escobar, Hamidreza Arian, Luis Seco

Journal of Mathematical Finance Vol.2 No.4, November 21, 2012

DOI: 10.4236/jmf.2012.24033 5,730 Downloads 9,858 Views Citations
A Study on the Characteristics and the Effective Reduction Methods for the Ground Vibration Due to the Travelling Tilting Train (Articles)

Hee Seok Kim

Engineering Vol.6 No.4, March 21, 2014

DOI: 10.4236/eng.2014.64024 3,531 Downloads 5,181 Views Citations
Exact Solution of Fractional Black-Scholes European Option Pricing Equations (Articles)

Maryeme Ouafoudi, Fei Gao

Applied Mathematics Vol.9 No.1, January 30, 2018

DOI: 10.4236/am.2018.91006 1,642 Downloads 4,278 Views Citations
The Model-Free Equivalence Condition for American Spread Options (Articles)

Sang Baum Kang, Pascal Létourneau

Theoretical Economics Letters Vol.7 No.4, June 13, 2017

DOI: 10.4236/tel.2017.74055 1,344 Downloads 2,334 Views Citations
On the Solution of the Multi-Asset Black-Scholes Model: Correlations, Eigenvalues and Geometry (Articles)

Mauricio Contreras, Alejandro Llanquihuén, Marcelo Villena

Journal of Mathematical Finance Vol.6 No.4, October 14, 2016

DOI: 10.4236/jmf.2016.64043 2,333 Downloads 6,272 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
Numerical Solutions of the Black-Scholes Financial Model Using the Adomian Decomposition and Power Series Collocation Methods (Articles)

Johnson Oladele Fatokun, Olabisi Akinwale, Shehu Abdulaziz

Journal of Applied Mathematics and Physics Vol.13 No.4, April 24, 2025

DOI: 10.4236/jamp.2025.134074 57 Downloads 490 Views Citations
Adaptive Finite Element Method for Steady Convection-Diffusion Equation (Articles)

Gelaw Temesgen Mekuria, Jakkula Anand Rao

American Journal of Computational Mathematics Vol.6 No.3, September 30, 2016

DOI: 10.4236/ajcm.2016.63029 2,643 Downloads 4,611 Views Citations
Software for Acoustic Design (Articles)

Anatoliy Sergeevich Suvorov, Oleg Fedorovich Sevriukov, Evgeniy Mikhailovich Sokov, Mikhail Borisovich Salin, Svetlana Georgievna Zaitseva, Varvara Alekseevna Sharagina

Journal of Applied Mathematics and Physics Vol.11 No.8, August 31, 2023

DOI: 10.4236/jamp.2023.118162 174 Downloads 782 Views Citations
European Option Pricing for a Stochastic Volatility Lévy Model with Stochastic Interest Rates (Articles)

Sarisa Pinkham, Pairote Sattayatham

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

DOI: 10.4236/jmf.2011.13013 5,189 Downloads 11,700 Views Citations
A Computational Approach to Financial Option Pricing Using Quasi Monte Carlo Methods via Variance Reduction Techniques (Articles)

Farshid Mehrdoust, Kianoush Fathi Vajargah

Journal of Mathematical Finance Vol.2 No.2, May 23, 2012

DOI: 10.4236/jmf.2012.22021 5,101 Downloads 10,598 Views Citations
Pricing Options on Foreign Currency with a Preset Exchange Rate (Articles)

Avner Wolf, Christopher Hessel

Journal of Mathematical Finance Vol.2 No.3, August 31, 2012

DOI: 10.4236/jmf.2012.23024 6,308 Downloads 11,523 Views Citations
Can Bailout Improve the Economic Welfare? A Structural Derivation of the Option Price (Articles)

Masayuki Otaki

Theoretical Economics Letters Vol.3 No.2, April 30, 2013

DOI: 10.4236/tel.2013.32017 3,710 Downloads 5,896 Views Citations
The Efficiency Research on Stock Index Derivatives in a Bear Market—The Evidences from Hangseng Index Derivatives Markets (Articles)

Jie Wei

Technology and Investment Vol.4 No.2, May 24, 2013

DOI: 10.4236/ti.2013.42012 5,220 Downloads 7,870 Views Citations
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 2,874 Downloads 4,037 Views Citations
Dynamic Option Pricing Model Based on the Realized-GARCH-NIG Approach (Articles)

Honglei Zhang, Yixiang Tian, Gaoxun Zhang

Open Journal of Social Sciences Vol.4 No.3, March 15, 2016

DOI: 10.4236/jss.2016.43011 2,586 Downloads 3,903 Views Citations
Randomized Stopping Times and Early Exercise for American Derivatives in Dry Markets (Articles)

João Amaro de Matos, Ana Lacerda

Journal of Mathematical Finance Vol.6 No.5, November 18, 2016

DOI: 10.4236/jmf.2016.65057 1,534 Downloads 2,835 Views Citations

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