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Published Articles with Keyword: option pricing
- Title: ANN model for Call Options Pricing using S&P 100 Market Data
Authors: Georgios Rigopoulos
Doi: 10.37394/232032.2024.2.2
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Published in Financial Engineering, Volume 2, 2024 - Title: First Hitting Time and Option Pricing Problem Under Geometric Brownian Motion with Singular Volatility
Authors: Haoyan Zhang, Yece Zhou, Xuan Li, Yinyin Wu
Doi: 10.37394/23206.2023.22.95
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Published in WSEAS Transactions on Mathematics, Volume 22, 2023 - Title: The Pricing Problem of Rainbow Option in Uncertain Financial Market
Authors: Mingchong Liao, Yuanguo Zhu
Doi: 10.37394/23207.2022.19.103
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Published in WSEAS Transactions on Business and Economics, Volume 19, 2022 - Title: Option Pricing under GARCH Models Applied to the SET50 Index of Thailand
Authors: Somphorn Arunsingkarat, Renato Costa, Masnita Misran, Nattakorn Phewchean
Doi: 10.37394/23206.2021.20.12
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Published in WSEAS Transactions on Mathematics, Volume 20, 2021 - Title: Closed-form Solutions of the Time-fractional Standard Black-Scholes Model for Option Pricing using He-separation of Variable Approach
Authors: S. O. Edeki, G. O. Akinlabi, F. O. Egara, A. C. Nzeadibe
Doi: 10.37394/232015.2020.16.17
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Published in WSEAS Transactions on Environment and Development, Volume 16, 2020 - Title: Coupled Transform for Approximate-Analytical Solutions of a Time-Fractional One-Factor Markovian Bond Pricing Model
Authors: S. O. Edeki, I. Adinya
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Published in WSEAS Transactions on Systems and Control, Volume 14, 2019 - Title: A Stochastic Algorithm and Multiple Scale for Solution to PDE With Financial Application
Authors: Bright O. Osu, Okechukwu U. Solomon
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Published in WSEAS Transactions on Mathematics, Volume 16, 2017 - Title: Pricing Forward Starting Options Under Regime Switching Jump Diffusion Models
Authors: Wei Wang, Liegang Dong, Xiaonan Su
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Published in WSEAS Transactions on Mathematics, Volume 15, 2016 - Title: Stochastic Analysis of Stock Market Price Models: A Case Study of the Nigerian Stock Exchange (NSE)
Authors: M. E. Adeosun, S. O. Edeki, O. O. Ugbebor
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Published in WSEAS Transactions on Mathematics, Volume 14, 2015