Asset Pricing System; Environment Variable; Portfolio Theory; Automatic Price Stabilization - Articles

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 1,665 Downloads 3,141 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 1,536 Downloads 2,838 Views Citations
The Effects of Altruism and Social Background in an Online-Based, Pay-What-You-Want Situation (Articles)

Hanna Peschla, Augustin Suessmair, Gerd Meier

American Journal of Industrial and Business Management Vol.7 No.3, March 31, 2017

DOI: 10.4236/ajibm.2017.73018 1,638 Downloads 3,667 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 1,596 Downloads 3,536 Views Citations
This article belongs to the Special Issue on Econometrics
A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model with Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes (Articles)

Raj Jagannathan

Journal of Mathematical Finance Vol.8 No.1, February 28, 2018

DOI: 10.4236/jmf.2018.81013 1,216 Downloads 3,124 Views Citations
Uncovering the Distribution of Option Implied Risk Aversion (Articles)

Maria Kyriacou, Jose Olmo, Marius Strittmatter

Journal of Mathematical Finance Vol.9 No.2, March 14, 2019

DOI: 10.4236/jmf.2019.92006 1,266 Downloads 2,965 Views Citations
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 2,632 Views Citations
Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models (Articles)

Tommaso Pellegrino

Journal of Mathematical Finance Vol.9 No.3, August 22, 2019

DOI: 10.4236/jmf.2019.93025 1,023 Downloads 2,294 Views Citations
Derivatives Pricing via Machine Learning (Articles)

Tingting Ye, Liangliang Zhang

Journal of Mathematical Finance Vol.9 No.3, August 27, 2019

DOI: 10.4236/jmf.2019.93029 1,877 Downloads 8,716 Views Citations
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 1,109 Downloads 2,611 Views Citations
Study on Globalization of Shipping Stocks Pricing Based on a DC-MSV Model (Articles)

Yiping Yu

Modern Economy Vol.10 No.12, December 27, 2019

DOI: 10.4236/me.2019.1012149 530 Downloads 1,388 Views Citations
Basic Erosion and Profit Shifting (BEPS) (Articles)

Marco Lupi

Beijing Law Review Vol.11 No.1, January 22, 2020

DOI: 10.4236/blr.2020.111007 1,236 Downloads 3,403 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 1,051 Downloads 2,605 Views Citations
Thought Experiment: Marginal Cost versus John M. Clark’s Workable Competition Pricing (Articles)

Gerald Aranoff

Modern Economy Vol.11 No.11, November 17, 2020

DOI: 10.4236/me.2020.1111119 574 Downloads 1,788 Views Citations
Smart Network Price Policy for ISP Based on Traffic Prediction (Articles)

Tingya Su

Journal of Mathematical Finance Vol.11 No.1, February 4, 2021

DOI: 10.4236/jmf.2021.111001 655 Downloads 1,739 Views Citations
Business Continuity Management in a Time of Crisis: Emerging Trends for Commercial Banks in Zimbabwe during and Post the Covid-19 Global Crisis (Articles)

Taurai Muparadzi, Letwin Rodze

Open Journal of Business and Management Vol.9 No.3, May 21, 2021

DOI: 10.4236/ojbm.2021.93063 1,178 Downloads 6,287 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 569 Downloads 2,509 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 408 Downloads 1,401 Views Citations
Seeking for Passenger under Dynamic Prices: A Markov Decision Process Approach (Articles)

Qianrong Shen

Journal of Computer and Communications Vol.9 No.12, December 30, 2021

DOI: 10.4236/jcc.2021.912006 356 Downloads 1,368 Views Citations
Swaption Pricing under Libor Market Model Using Monte-Carlo Method with Simulated Annealing Optimization (Articles)

Kennedy Munene Ondieki

Journal of Mathematical Finance Vol.12 No.2, May 31, 2022

DOI: 10.4236/jmf.2022.122024 366 Downloads 1,948 Views Citations

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