Multiscale Stochastic Volatility Models; Option Pricing; Calibration Problem; FX Data - Articles

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 2,906 Downloads 4,095 Views Citations
Calibration and Simulation of Arbitrage Effects in a Non-Equilibrium Quantum Black-Scholes Model by Using Semi-Classical Methods (Articles)

Mauricio Contreras, Rely Pellicer, Daniel Santiagos, Marcelo Villena

Journal of Mathematical Finance Vol.6 No.4, October 12, 2016

DOI: 10.4236/jmf.2016.64042 1,702 Downloads 3,215 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
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 1,580 Downloads 2,913 Views Citations
An Approach of Price Process, Risk Measures and European Option Pricing Taking into Account the Rating (Articles)

Calvin Tadmon, Eric Rostand Njike-Tchaptchet

Journal of Mathematical Finance Vol.10 No.2, May 21, 2020

DOI: 10.4236/jmf.2020.102019 794 Downloads 1,958 Views Citations
Option Pricing Model with Transaction Costs and Jumps in Illiquid Markets (Articles)

Praewnapa Seelama, Dawud Thongtha

Journal of Mathematical Finance Vol.11 No.3, June 10, 2021

DOI: 10.4236/jmf.2021.113020 589 Downloads 2,562 Views Citations
This article belongs to the Special Issue on Stochastic and Financial Mathematics
Pricing and Hedging Options Conditional on Market Activity (Articles)

Alec Kercheval, Navid Salehy, Nima Salehy

Journal of Mathematical Finance Vol.12 No.1, December 29, 2021

DOI: 10.4236/jmf.2022.121001 417 Downloads 1,431 Views Citations
Pricing European Options Based on a Logarithmic Truncated t-Distribution (Articles)

Yingying Cao, Xueping Liu, Yiqian Zhao, Xuege Han

Journal of Applied Mathematics and Physics Vol.11 No.5, May 25, 2023

DOI: 10.4236/jamp.2023.115087 239 Downloads 924 Views Citations
Convolution Rather Than Monte Carlo Simulation to Price a Barrier Option (Articles)

Daniel T. Cassidy

Journal of Mathematical Finance Vol.15 No.3, August 18, 2025

DOI: 10.4236/jmf.2025.153023 129 Downloads 545 Views Citations
Call and Put Option Pricing with Discrete Linear Investment Strategy (Articles)

Niloofar Ghorbani, Andrzej Korzeniowski

Journal of Mathematical Finance Vol.12 No.1, January 29, 2022

DOI: 10.4236/jmf.2022.121005 430 Downloads 1,769 Views Citations
Portfolio Optimization Problem with Delay under Cox-Ingersoll-Ross Model (Articles)

Chunxiang A, Yi Shao

Journal of Mathematical Finance Vol.7 No.3, July 31, 2017

DOI: 10.4236/jmf.2017.73037 1,489 Downloads 3,215 Views Citations
This article belongs to the Special Issue on Finance and Portfolio Management
A Unified Stochastic Volatility—Stochastic Correlation Model (Articles)

Xiang Lu, Gunter Meissner, Hong Sherwin

Journal of Mathematical Finance Vol.10 No.4, November 25, 2020

DOI: 10.4236/jmf.2020.104039 829 Downloads 3,133 Views Citations
This article belongs to the Special Issue on Financial Statistics
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 1,132 Downloads 2,673 Views Citations
Impact of Macroeconomic Volatility on Stock Market Volatility in Bangladesh (Articles)

Md. Rafiqul Matin

Journal of Financial Risk Management Vol.12 No.3, September 20, 2023

DOI: 10.4236/jfrm.2023.123013 473 Downloads 2,071 Views Citations
Modeling Exchange Rate Volatility: Application of the GARCH and EGARCH Models (Articles)

Manamba Epaphra

Journal of Mathematical Finance Vol.7 No.1, February 6, 2017

DOI: 10.4236/jmf.2017.71007 6,052 Downloads 17,599 Views Citations
An Empirical Evaluation in GARCH Volatility Modeling: Evidence from the Stockholm Stock Exchange (Articles)

Chaido Dritsaki

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

DOI: 10.4236/jmf.2017.72020 3,819 Downloads 9,953 Views Citations
Volatility Prediction: A Study with Structural Breaks (Articles)

Dilip Kumar

Theoretical Economics Letters Vol.8 No.6, April 23, 2018

DOI: 10.4236/tel.2018.86080 1,204 Downloads 2,841 Views Citations
This article belongs to the Special Issue on Computational Economics and Econometrics
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 17,542 Views Citations
Do Idiosyncratic Risks in Multi-Factor Asset Pricing Models Really Contain a Hidden Non-Diversifiable Factor? A Diagnostic Testing Approach (Articles)

Jau-Lian Jeng, Qingfeng Wilson Liu

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

DOI: 10.4236/jmf.2012.23028 4,858 Downloads 8,395 Views Citations
Product Repositioning in the UK Newspaper Industry (Articles)

Stefan Behringer

Theoretical Economics Letters Vol.6 No.5, September 20, 2016

DOI: 10.4236/tel.2016.65099 1,625 Downloads 2,888 Views Citations
A Robust Estimation Method for Camera Calibration with Known Rotation (Articles)

Amir Egozi, Dov Eilot, Peter Maass, Chen Sagiv

Applied Mathematics Vol.6 No.9, August 12, 2015

DOI: 10.4236/am.2015.69137 3,256 Downloads 4,753 Views Citations

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