Call Option - Articles - Scientific Research Publishing

A Comparative Study of Email Forensic Tools (Articles)

Vamshee Krishna Devendran, Hossain Shahriar, Victor Clincy

Journal of Information Security Vol.6 No.2, April 10, 2015

DOI: 10.4236/jis.2015.62012 12,763 Downloads 17,537 Views Citations
Duopolistic Competition and Capacity Choice with Jump-Diffusion Process (Articles)

Danmei Chen

Journal of Mathematical Finance Vol.5 No.2, May 22, 2015

DOI: 10.4236/jmf.2015.52018 2,876 Downloads 4,032 Views Citations
The Role of Collateral in Credit Markets (Articles)

Joseph Atta-Mensah

Journal of Mathematical Finance Vol.5 No.4, November 5, 2015

DOI: 10.4236/jmf.2015.54027 4,508 Downloads 8,481 Views Citations
Valuating New Product Development Project with a Stochastic Volatility Model (Articles)

Chengru Hu, Chulhee Jun, Maggie Foley

Journal of Mathematical Finance Vol.6 No.5, November 30, 2016

DOI: 10.4236/jmf.2016.65064 1,834 Downloads 4,350 Views Citations
The Equation of Real Option Value under Trinomial Tree Model (Articles)

Changsheng Dou, Li Wang, Chenxi Zhu

Open Journal of Social Sciences Vol.5 No.3, March 13, 2017

DOI: 10.4236/jss.2017.53001 2,581 Downloads 4,981 Views Citations
A Comparison Study of ADI and LOD Methods on Option Pricing Models (Articles)

Neda Bagheri, Hassan Karnameh Haghighi

Journal of Mathematical Finance Vol.7 No.2, May 15, 2017

DOI: 10.4236/jmf.2017.72014 1,725 Downloads 3,104 Views Citations
This article belongs to the Special Issue on Option Pricing
Application of Fast N-Body Algorithm to Option Pricing under CGMY Model (Articles)

Takayuki Sakuma

Journal of Mathematical Finance Vol.7 No.2, May 19, 2017

DOI: 10.4236/jmf.2017.72016 1,715 Downloads 3,255 Views Citations
This article belongs to the Special Issue on Option Pricing
Optimization of Water Resource Management Using Chooser Option Contracts under Uncertainty (Articles)

Zhichao Gao, Hong Zhang, Minghu Ha

American Journal of Industrial and Business Management Vol.8 No.5, May 24, 2018

DOI: 10.4236/ajibm.2018.85089 963 Downloads 1,865 Views Citations
The Stochastic Dominance Violation of Index Call Options in the Presence of Market Makers (Articles)

Sang Baum Kang

Theoretical Economics Letters Vol.8 No.9, June 13, 2018

DOI: 10.4236/tel.2018.89103 956 Downloads 1,826 Views Citations
This article belongs to the Special Issue on Financial Modeling
The Valuation of Currency Put Options (Articles)

Rebecca Abraham

Theoretical Economics Letters Vol.8 No.11, August 24, 2018

DOI: 10.4236/tel.2018.811165 1,128 Downloads 4,281 Views Citations
Mother to Child Transmission of HIV after Option B+ in Low Income Environment (Articles)

Mve Koh Valère, Kamgaing Nelly, Nda Mefo, Foumane Pascal

Open Journal of Obstetrics and Gynecology Vol.8 No.12, October 18, 2018

DOI: 10.4236/ojog.2018.812118 1,386 Downloads 3,404 Views Citations
Mixed Fractional Merton Model to Evaluate European Options with Transaction Costs (Articles)

Foad Shokrollahi

Journal of Mathematical Finance Vol.8 No.4, November 7, 2018

DOI: 10.4236/jmf.2018.84040 1,122 Downloads 2,385 Views Citations
Factors Influencing the Choice of Investment in Life Insurance Policy (Articles)

Ravi Kumar Tati, Ernest Beryl B. Baltazar

Theoretical Economics Letters Vol.8 No.15, December 27, 2018

DOI: 10.4236/tel.2018.815224 6,700 Downloads 13,946 Views Citations
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 847 Downloads 2,094 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 335 Downloads 1,508 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 933 Downloads 1,798 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 1,054 Downloads 2,678 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 702 Downloads 1,671 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 1,098 Downloads 5,753 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 680 Downloads 1,698 Views Citations

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