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Systematic stock market characterisation and development : perspectives from random matrix theory, option pricing, genetics, and global economics
Ezepue, Patrick Oseloka; Urama, Thomas Chinwe; Omar, … - In: Journal of mathematical finance 9 (2019) 2, pp. 105-151
Persistent link: https://www.econbiz.de/10012116709
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An approach of price process, risk measures and European option pricing taking into account the rating
Tadmon, Calvin; Njike-Tchaptchet, Eric Rostand - In: Journal of mathematical finance 10 (2020) 2, pp. 306-333
Persistent link: https://www.econbiz.de/10012545718
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A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj - In: Journal of mathematical finance 8 (2018) 1, pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
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A comparison study of ADI and LOD methods on option pricing models
Bagheri, Neda; Haghighi, Hassan Karnameh - In: Journal of mathematical finance 7 (2017) 2, pp. 275-290
Persistent link: https://www.econbiz.de/10011673885
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Analysis of cross-correlations in emerging markets using random matrix theory
Urama, Thomas Chinwe; Ezepue, Patrick Oseloka; Nnanwa, … - In: Journal of mathematical finance 7 (2017) 2, pp. 291-307
Persistent link: https://www.econbiz.de/10011673890
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Application of fast N-body algorithm to option pricing under CGMY model
Sakuma, Takayuki - In: Journal of mathematical finance 7 (2017) 2, pp. 308-318
Persistent link: https://www.econbiz.de/10011673900
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A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes
Jagannathan, Raj - In: Journal of mathematical finance 6 (2016) 2, pp. 303-323
Persistent link: https://www.econbiz.de/10011544516
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Calibration and simulation of arbitrage effects in a non-equilibrium quantum black-scholes model by using semi-classical methods
Contreras, Mauricio; Pellicer, Rely; Santiagos, Daniel; … - In: Journal of mathematical finance 6 (2016) 4, pp. 541-561
Persistent link: https://www.econbiz.de/10011656953
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The valuation of corruption
Atta-Mensah, Joseph - In: Journal of mathematical finance 6 (2016) 5, pp. 728-746
Persistent link: https://www.econbiz.de/10011657605
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Randomized stopping times and early exercise for American derivatives in dry markets
Matos, João Amaro de; Lacerda, Ana - In: Journal of mathematical finance 6 (2016) 5, pp. 842-865
Persistent link: https://www.econbiz.de/10011657696