Option Delta - Articles - Scientific Research Publishing

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 813 Downloads 2,027 Views Citations
This article belongs to the Special Issue on Stochastic Process and Stochastic Calculus
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 873 Downloads 1,716 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 1,019 Downloads 2,588 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 679 Downloads 1,624 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 1,073 Downloads 5,645 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 654 Downloads 1,642 Views Citations
Review of Asian Options (Articles)

Jiaying Han, Yicheng Hong

Open Access Library Journal Vol.9 No.2, February 15, 2022

DOI: 10.4236/oalib.1108358 310 Downloads 2,986 Views Citations
Perpetual American Call Option under Fractional Brownian Motion Model (Articles)

Atsuo Suzuki

Journal of Mathematical Finance Vol.13 No.2, May 31, 2023

DOI: 10.4236/jmf.2023.132014 248 Downloads 1,006 Views Citations
This article belongs to the Special Issue on Pricing Strategy and Theory
Modeling the Spatio-Temporal Dynamics of Local Context for a Contextualized Diffusion of Agroecological Intensification Options in Niger (Articles)

Nouhou Salifou Jangorzo, Maud Loireau, Abou-Souﬁanou Sadda, Ousmane Sami Mari, Abdoul-Aziz Saïdou, Hassane Bil-Assanou Issoufou

International Journal of Geosciences Vol.15 No.3, March 28, 2024

DOI: 10.4236/ijg.2024.153016 580 Downloads 1,087 Views Citations
European Call and Put Option Pricing in a Three-State Regime-Switching Economy (Articles)

James Evans, Andrzej Korzeniowski

Journal of Mathematical Finance Vol.15 No.4, November 27, 2025

DOI: 10.4236/jmf.2025.154034 121 Downloads 601 Views Citations
Adaptive Wave Models for Sophisticated Option Pricing (Articles)

Vladimir G. Ivancevic

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

DOI: 10.4236/jmf.2011.13006 5,507 Downloads 11,266 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 391 Downloads 1,693 Views Citations
Pricing Multi-Strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates (Articles)

Boris Ter-Avanesov, Gunter Meissner

Applied Mathematics Vol.16 No.1, January 27, 2025

DOI: 10.4236/am.2025.161005 89 Downloads 747 Views Citations
Seismic Imaging and Reservoir Architecture of Sub-Marine Channel Systems Offshore West Nile Delta of Egypt (Articles)

Essam Sharaf, Ibrahim Korrat, Hamdy Seisa, Eslam Esmaiel

Open Journal of Geology Vol.4 No.12, December 31, 2014

DOI: 10.4236/ojg.2014.412052 6,714 Downloads 9,321 Views Citations
A New Approach for Training Needs Assessment (Articles)

Bahgat M. Abdel- Maksoud, Samir Saknidy

Journal of Human Resource and Sustainability Studies Vol.4 No.2, June 17, 2016

DOI: 10.4236/jhrss.2016.42012 2,821 Downloads 6,598 Views Citations
Synthetic Detergents (Surfactants) and Organochlorine Pesticide Signatures in Surface Water and Groundwater of Greater Kolkata, India (Articles)

Naresh C. GHOSE, Dipankar SAHA, Anjali GUPTA

Journal of Water Resource and Protection Vol.1 No.4, October 16, 2009

DOI: 10.4236/jwarp.2009.14036 10,713 Downloads 22,541 Views Citations
Problem of Determining the Two-Dimensional Absorption Coefficient in a Hyperbolic-Type Equation (Articles)

Durdimurat K. Durdiev

Applied Mathematics Vol.1 No.2, July 22, 2010

DOI: 10.4236/am.2010.12016 4,060 Downloads 7,417 Views Citations
Dielectric Analysis of Response Time in Electrorheological Fluids Developed for Medical Devices (Articles)

Naullage I. Perera, Manik Pavan Maheswaram, Dhruthiman Mantheni, Dhanuja D. Perera, M. Ellen Matthews, Alan Riga, Tobili Sam Yellowe

American Journal of Analytical Chemistry Vol.2 No.2, February 25, 2011

DOI: 10.4236/ajac.2011.22009 5,619 Downloads 11,316 Views Citations
Chip Design of a Low-Voltage Wideband Continuous-Time Sigma-Delta Modulator with DWA Technology for WiMAX Applications (Articles)

Jhin-Fang Huang, Yan-Cheng Lai, Wen-Cheng Lai, Ron-Yi Liu

Circuits and Systems Vol.2 No.3, July 29, 2011

DOI: 10.4236/cs.2011.23029 7,712 Downloads 14,052 Views Citations
Pipeline Potential Leak Detection Technologies: Assessment and Perspective in the Nigeria Niger Delta Region (Articles)

Jasper Agbakwuru

Journal of Environmental Protection Vol.2 No.8, October 18, 2011

DOI: 10.4236/jep.2011.28121 8,995 Downloads 17,126 Views Citations

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