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

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 1,959 Downloads 3,496 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 1,595 Downloads 3,530 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 1,020 Downloads 2,627 Views Citations
Research on Pricing of Shanghai 50ETF Options Based on Fractal B-S Model and GARCH Model (Articles)

Wanting Hu

Modern Economy Vol.11 No.2, February 20, 2020

DOI: 10.4236/me.2020.112031 1,050 Downloads 2,601 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 775 Downloads 1,907 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 408 Downloads 1,400 Views Citations
Fractional Stochastic Volatility Pricing of European Option Based on Self-Adaptive Differential Evolution (Articles)

Yue Hu, Hongling Dong, Le Fu, Jiayang Zhai

Journal of Mathematical Finance Vol.12 No.3, August 25, 2022

DOI: 10.4236/jmf.2022.123029 360 Downloads 1,567 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 214 Downloads 878 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 84 Downloads 452 Views Citations
The Wave Equation Together with Matheu-Hill and Laguerre Form Dynamic Boundary Conditions (Articles)

Kenan Koser

World Journal of Mechanics Vol.1 No.6, December 9, 2011

DOI: 10.4236/wjm.2011.16039 3,859 Downloads 7,840 Views Citations
Generalization of the Exact Solution of 1D Poisson Equation with Robin Boundary Conditions, Using the Finite Difference Method (Articles)

Serigne Bira Gueye, Kharouna Talla, Cheikh Mbow

Journal of Electromagnetic Analysis and Applications Vol.6 No.12, October 17, 2014

DOI: 10.4236/jemaa.2014.612038 5,529 Downloads 7,753 Views Citations
Decay Rate for a Viscoelastic Equation with Strong Damping and Acoustic Boundary Conditions (Articles)

Zhiyong Ma

Journal of Applied Mathematics and Physics Vol.5 No.4, April 30, 2017

DOI: 10.4236/jamp.2017.54081 1,190 Downloads 2,465 Views Citations
A Fast Fourth-Order Method for 3D Helmholtz Equation with Neumann Boundary (Articles)

Na Zhu, Meiling Zhao

American Journal of Computational Mathematics Vol.8 No.3, September 12, 2018

DOI: 10.4236/ajcm.2018.83018 1,195 Downloads 2,524 Views Citations
Non-Standard Difference Method for Numerical Solution of Linear Fredholm Integro-Differential Type Two-Point Boundary Value Problems (Articles)

Pramod Kumar Pandey

Open Access Library Journal Vol.2 No.9, September 17, 2015

DOI: 10.4236/oalib.1101465 1,373 Downloads 2,925 Views Citations
Stochastic Ito-Calculus and Numerical Approximations for Asset Price Forecasting in the Nigerian Stock Market (Articles)

Thomas Chinwe Urama, Patrick Oseloka Ezepue

Journal of Mathematical Finance Vol.8 No.4, November 12, 2018

DOI: 10.4236/jmf.2018.84041 2,517 Downloads 4,801 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
Two-Dimensional Isothermal and Newtonian Flow in Complex Geometries (Articles)

Rômulo D. C. Santos, Sílvio M. A. Gama

Applied Mathematics Vol.12 No.2, February 26, 2021

DOI: 10.4236/am.2021.122008 814 Downloads 2,072 Views Citations
Highly Efficient Method for Solving Parabolic PDE with Nonlocal Boundary Conditions (Articles)

Mohamed El-Gamel, Galal I. El-Baghdady, Mahmoud Abd El-Hady

Applied Mathematics Vol.13 No.2, February 10, 2022

DOI: 10.4236/am.2022.132009 374 Downloads 1,941 Views Citations
The Construction Method for Solving Radial Flow Problem through the Homogeneous Reservoir (Articles)

Shunchu Li, Wei Li, Xiaoping Li, Li Xu

Applied Mathematics Vol.3 No.6, June 21, 2012

DOI: 10.4236/am.2012.36078 5,125 Downloads 8,588 Views Citations
Solution of 1D Poisson Equation with Neumann-Dirichlet and Dirichlet-Neumann Boundary Conditions, Using the Finite Difference Method (Articles)

Serigne Bira Gueye, Kharouna Talla, Cheikh Mbow

Journal of Electromagnetic Analysis and Applications Vol.6 No.10, September 25, 2014

DOI: 10.4236/jemaa.2014.610031 15,150 Downloads 20,128 Views Citations
This article belongs to the Special Issue on Electromagnetic Field Theory
Analytical Solution of Van Der Pol’s Differential Equation Using Homotopy Perturbation Method (Articles)

Md. Mamun-Ur-Rashid Khan

Journal of Applied Mathematics and Physics Vol.7 No.1, January 7, 2019

DOI: 10.4236/jamp.2019.71001 1,424 Downloads 4,990 Views Citations

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