Bates Model; Stochastic Volatility; Jump-Diffusion; Characteristic Function; Option Pricing - Articles

Detective Method for Water Pollution Based on Millimeter Wave Radiant Characteristics (Articles)

Beibei Li, Guangfeng Zhang, Guowei Lou, Luyan Zhou, Jing Liu

Journal of Computer and Communications Vol.4 No.3, March 2, 2016

DOI: 10.4236/jcc.2016.43013 2,573 Downloads 3,817 Views Citations
The Equation of Real Option Value under Trinomial Tree Model (Articles)

Changsheng Dou, Li Wang, Chenxi Zhu

Open Journal of Social Sciences Vol.5 No.3, March 13, 2017

DOI: 10.4236/jss.2017.53001 2,582 Downloads 4,984 Views Citations
VaR-Optimal Risk Management in Regime-Switching Jump-Diffusion Models (Articles)

Alessandro Ramponi

Journal of Mathematical Finance Vol.3 No.1, February 28, 2013

DOI: 10.4236/jmf.2013.31009 5,914 Downloads 10,496 Views Citations
A Comparative Study of Equilibrium Equity Premium under Discrete Distributions of Jump Amplitudes (Articles)

George M. Mukupa, Elias R. Offen, Douglas Kunda, Edward M. Lungu

Journal of Mathematical Finance Vol.6 No.1, February 29, 2016

DOI: 10.4236/jmf.2016.61020 2,918 Downloads 4,106 Views Citations
On Optimal Sparse-Control Problems Governed by Jump-Diffusion Processes (Articles)

Beatrice Gaviraghi, Andreas Schindele, Mario Annunziato, Alfio Borzì

Applied Mathematics Vol.7 No.16, October 25, 2016

DOI: 10.4236/am.2016.716162 1,908 Downloads 3,645 Views Citations
Simulated Minimum Cramér-Von Mises Distance Estimation for Some Actuarial and Financial Models (Articles)

Andrew Luong, Christopher Blier-Wong

Open Journal of Statistics Vol.7 No.5, October 25, 2017

DOI: 10.4236/ojs.2017.75058 1,342 Downloads 2,706 Views Citations
Combined Optimal Stopping and Mixed Regular-Singular Control of Jump Diffusions (Articles)

Charles Kusaya, Memory Mandiudza, Nicholas Mwareya, Confess Matete, Leonard Shambira, Nyashadzashe Ngaza

Journal of Mathematical Finance Vol.11 No.2, April 1, 2021

DOI: 10.4236/jmf.2021.112010 582 Downloads 1,509 Views Citations
The Empirical Study about Introduction of Stock Index Futures on the Volatility of Spot Market (Articles)

Guiliang Tian, Huixiangzi Zheng

iBusiness Vol.5 No.3B, November 8, 2013

DOI: 10.4236/ib.2013.53B024 5,609 Downloads 8,139 Views Citations
The Impact of Margin Trading on Volatility of Stock Market: Evidence from SSE 50 Index (Articles)

Muwei Chen

Journal of Financial Risk Management Vol.5 No.3, September 29, 2016

DOI: 10.4236/jfrm.2016.53018 3,108 Downloads 8,535 Views Citations
A Note about Characterization of Calendar Spread Arbitrage in eSSVI Surfaces (Articles)

Leo Pasquazzi

Theoretical Economics Letters Vol.13 No.5, October 30, 2023

DOI: 10.4236/tel.2023.135075 183 Downloads 1,155 Views Citations
CDS Evaluation Model with Neural Networks (Articles)

Eliana Angelini, Alessandro Ludovici

Journal of Service Science and Management Vol.2 No.1, March 21, 2009

DOI: 10.4236/jssm.2009.21003 6,637 Downloads 12,006 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 576 Downloads 1,474 Views Citations
The Many-on-One Stochastic Duel Model with Information-Sharing (Articles)

Jianjun Li, Liwei Liu

Applied Mathematics Vol.3 No.6, June 27, 2012

DOI: 10.4236/am.2012.36097 4,689 Downloads 7,586 Views Citations
Measurement and Analysis of China’s Industrial Technical Efficiency (Articles)

Bing Li

Journal of Financial Risk Management Vol.7 No.1, March 30, 2018

DOI: 10.4236/jfrm.2018.71007 1,244 Downloads 2,770 Views Citations
Impact of Dual Stock Holding and Stochastic Income on the Investor’s Remuneration Package (Articles)

Kebareng I. Moalosi-Court, Edward M. Lungu, Elias R. Offen

Journal of Mathematical Finance Vol.11 No.2, April 6, 2021

DOI: 10.4236/jmf.2021.112011 493 Downloads 1,329 Views Citations
Valuation of Asian American Option Using a Modified Path Simulation Method (Articles)

Ferry Jaya Permana, Dharma Lesmono, Erwinna Chendra

World Journal of Engineering and Technology Vol.3 No.3C, October 23, 2015

DOI: 10.4236/wjet.2015.33C044 3,718 Downloads 4,973 Views Citations
The Performance of Option-Based Portfolio Insurance on a Dividend Payment Stock (Articles)

Paulina Nangolo, Elias Rabson Offen, Othusitse Basmanebothe

Journal of Mathematical Finance Vol.13 No.2, May 25, 2023

DOI: 10.4236/jmf.2023.132012 313 Downloads 2,057 Views Citations
A Similarity Technique for Solving Two-Layer Shallow-Water Equations (Articles)

Magda M. Kassem, Medhat M. Helal, Mohammad L. Mekky, Emad A. Mohamed

Applied Mathematics Vol.3 No.4, April 27, 2012

DOI: 10.4236/am.2012.34047 4,649 Downloads 8,484 Views Citations
What Is the Difference between Gamma and Gaussian Distributions? (Articles)

Xiao-Li Hu

Applied Mathematics Vol.4 No.2, February 27, 2013

DOI: 10.4236/am.2013.42043 8,410 Downloads 13,545 Views Citations
The Lognormal Characteristic Function in Several Dimensions, with Application to Asian Options (Articles)

Andrew P. Leung

Journal of Mathematical Finance Vol.10 No.3, August 14, 2020

DOI: 10.4236/jmf.2020.103024 762 Downloads 2,645 Views Citations

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