Parallel Algorithm; American Option Pricing; Binomial Tree Model; Transaction Costs - Articles

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 5,218 Downloads 11,763 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 5,147 Downloads 10,679 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 6,371 Downloads 11,639 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 3,727 Downloads 5,934 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 5,255 Downloads 7,943 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 2,905 Downloads 4,090 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 1,580 Downloads 2,911 Views Citations
Analysis of Cross-Correlations in Emerging Markets Using Random Matrix Theory (Articles)

Thomas Chinwe Urama, Patrick Oseloka Ezepue, Chimezie Peters Nnanwa

Journal of Mathematical Finance Vol.7 No.2, May 16, 2017

DOI: 10.4236/jmf.2017.72015 1,992 Downloads 3,572 Views Citations
Option Pricing and Hedging for Discrete Time Regime-Switching Models (Articles)

Bruno Rémillard, Alexandre Hocquard, Hugo Lamarre, Nicolas Papageorgiou

Modern Economy Vol.8 No.8, August 4, 2017

DOI: 10.4236/me.2017.88070 1,619 Downloads 3,606 Views Citations
This article belongs to the Special Issue on Econometrics
Systematic Stock Market Characterisation and Development: Perspectives from Random Matrix Theory, Option Pricing, Genetics, and Global Economics (Articles)

Patrick Oseloka Ezepue, Thomas Chinwe Urama, Mahmoud A. Taib Omar

Journal of Mathematical Finance Vol.9 No.2, April 8, 2019

DOI: 10.4236/jmf.2019.92007 1,036 Downloads 2,689 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 1,954 Views Citations
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 1,430 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 921 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 543 Views Citations
An Integrated Rehabilitation Model: An Ideal Framework for Limiting Health Care Costs (Articles)

Luca Collebrusco

Open Journal of Therapy and Rehabilitation Vol.3 No.1, January 15, 2015

DOI: 10.4236/ojtr.2015.31002 3,777 Downloads 6,842 Views Citations
Asymptotic Behaviors Analysis of the Spatial AK Model with Trade Costs (Articles)

Hanlei Hu

Theoretical Economics Letters Vol.11 No.3, June 29, 2021

DOI: 10.4236/tel.2021.113040 354 Downloads 1,161 Views Citations
An Improved Approach for Generating Test Cases during Model-Based Testing Using Tree Traversal Algorithm (Articles)

Oluwatolani Achimugu, Philip Achimugu, Chinonyelum Nwufoh, Sseggujja Husssein, Ridwan Kolapo, Tolulope Olufemi

Journal of Software Engineering and Applications Vol.14 No.6, June 21, 2021

DOI: 10.4236/jsea.2021.146015 409 Downloads 1,777 Views Citations
Parallel-Transmission: A New Usage of Multi-Radio Diversity in Wireless Mesh Network (Articles)

Yun HU, Shoubao YANG, Qi ZHANG, Peng ZHANG

International Journal of Communications, Network and System Sciences Vol.2 No.1, February 26, 2009

DOI: 10.4236/ijcns.2009.21006 6,081 Downloads 10,916 Views Citations
Simulated Annealing Algorithm to Minimize Makespanin Single Machine Scheduling Problem withUniform Parallel Machines (Articles)

Panneerselvam Senthilkumar, Sockalingam Narayanan

Intelligent Information Management Vol.3 No.1, January 29, 2011

DOI: 10.4236/iim.2011.31003 5,727 Downloads 10,596 Views Citations
GA Based Heuristic to Minimize Makespan in Single Machine Scheduling Problem with Uniform Parallel Machines (Articles)

P. Senthilkumar, S. Narayanan

Intelligent Information Management Vol.3 No.5, September 20, 2011

DOI: 10.4236/iim.2011.35025 6,619 Downloads 10,555 Views Citations

First <...567 ...>Last

	[email protected]
	+86 18163351462 (WhatsApp)
	1655362766
	SCIRP WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	[email protected]
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies