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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
On the Consistency of the First-Order-Approach to Principal-Agent Problems (Articles)

Óscar Gutiérrez

Theoretical Economics Letters Vol.2 No.2, May 23, 2012

DOI: 10.4236/tel.2012.22028 5,267 Downloads 9,521 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 6,372 Downloads 11,645 Views Citations
CreditGrades Framework within Stochastic Covariance Models (Articles)

Marcos Escobar, Hamidreza Arian, Luis Seco

Journal of Mathematical Finance Vol.2 No.4, November 21, 2012

DOI: 10.4236/jmf.2012.24033 5,765 Downloads 9,945 Views Citations
A Simple Method to Price Window Reset Options (Articles)

Yi-Long Hsiao

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

DOI: 10.4236/jmf.2013.31008 6,147 Downloads 9,725 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
Recent Developments in Fuzzy Sets Approach in Option Pricing (Articles)

Srimantoorao S. Appadoo, Aerambamoorthy Thavaneswaran

Journal of Mathematical Finance Vol.3 No.2, May 24, 2013

DOI: 10.4236/jmf.2013.32031 4,907 Downloads 8,999 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 7,945 Views Citations
Game Russian Options for Double Exponential Jump Diffusion Processes (Articles)

Atsuo Suzuki, Katsushige Sawaki

Journal of Mathematical Finance Vol.4 No.1, January 21, 2014

DOI: 10.4236/jmf.2014.41005 4,449 Downloads 6,870 Views Citations
This article belongs to the Special Issue on Option Pricing Research
A Theoretical Model of Directional Volume on Acquirer Stock in Cash Mergers (Articles)

Mark W. Zikiye, Rebecca Abraham, Charles Harrington

Theoretical Economics Letters Vol.4 No.3, April 17, 2014

DOI: 10.4236/tel.2014.43033 4,296 Downloads 5,882 Views Citations
Equivalent Martingale Measure in Asian Geometric Average Option Pricing (Articles)

Yonggang Zhu

Journal of Mathematical Finance Vol.4 No.4, August 28, 2014

DOI: 10.4236/jmf.2014.44027 5,178 Downloads 6,486 Views Citations
Pricing Study on Two Kinds of Power Options in Jump-Diffusion Models with Fractional Brownian Motion and Stochastic Rate (Articles)

Jin Li, Kaili Xiang, Chuanyi Luo

Applied Mathematics Vol.5 No.16, August 29, 2014

DOI: 10.4236/am.2014.516234 3,444 Downloads 4,557 Views Citations
Integral Representations for the Price of Vanilla Put Options on a Basket of Two-Dividend Paying Stocks (Articles)

Sunday Emmanuel Fadugba, Chuma Raphael Nwozo

Applied Mathematics Vol.6 No.5, May 12, 2015

DOI: 10.4236/am.2015.65074 4,181 Downloads 5,501 Views Citations
Dynamic Option Pricing Model Based on the Realized-GARCH-NIG Approach (Articles)

Honglei Zhang, Yixiang Tian, Gaoxun Zhang

Open Journal of Social Sciences Vol.4 No.3, March 15, 2016

DOI: 10.4236/jss.2016.43011 2,607 Downloads 3,944 Views Citations
Impacts of Internal Financing on Investment Decisions by Managers with Cognition Biases (Articles)

Zhigang Liu, Congming Mu, Chunhui Wen

Journal of Mathematical Finance Vol.6 No.3, August 26, 2016

DOI: 10.4236/jmf.2016.63034 2,476 Downloads 3,914 Views Citations
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 1,702 Downloads 3,213 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 1,580 Downloads 2,912 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 3,575 Views Citations
Numerical Methods for Discrete Double Barrier Option Pricing Based on Merton Jump Diffusion Model (Articles)

Mingjia Li

Open Journal of Statistics Vol.7 No.3, June 12, 2017

DOI: 10.4236/ojs.2017.73032 1,593 Downloads 3,282 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 3,607 Views Citations
This article belongs to the Special Issue on Econometrics

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