has been cited by the following article(s):
|
[1]
|
Modelling asymmetric dependence in stochastic volatility and option pricing: A conditional copula approach
|
|
Scientific African,
2023 |
|
|
|
|
[2]
|
Analytic Solution of Black-Scholes-Merton European Power Put Option Model on Dividend Yield with Modified-Log-Power Payoff Function
|
|
International Journal of …,
2023 |
|
|
|
|
[3]
|
Analytical solution of time-fractional N-dimensional Black-Scholes equation using LHPM
|
|
Ratio Mathematica,
2023 |
|
|
|
|
[4]
|
PDTM approach to solve Black Scholes equation for powered ML-Payoff function.
|
|
Computational Methods for Differential …,
2022 |
|
|
|
|
[5]
|
Fractional Stochastic Volatility Pricing of European Option Based on Self-Adaptive Differential Evolution
|
|
Journal of Mathematical Finance,
2022 |
|
|
|
|
[6]
|
Homotopy perturbation method to solve Black Scholes differential equation for ML-payoff function
|
|
Journal of Interdisciplinary Mathematics,
2022 |
|
|
|
|
[7]
|
Direct Solution of Black-Scholes-Merton European Put Option Model on Dividend Yield With Modified-Log Payoff Function
|
|
International Journal of …,
2022 |
|
|
|
|
[8]
|
The Adomian Decomposition Method for Standard Power Options
|
|
Ratio Mathematica,
2022 |
|
|
|
|
[9]
|
PDTM approach to solve Black Scholes equation for powered ML-Payoff function
|
|
Computational Methods for Differential Equations,
2022 |
|
|
|
|
[10]
|
PEMODELAN OPSI SAHAM KARYAWAN MENGGUNAKAN PENDEKATAN TOP-DOWN
|
|
MATHunesa: Jurnal Ilmiah Matematika,
2021 |
|
|
|
|
[11]
|
PEMODELAN TRANSFORMASI FAST-FOURIER PADA VALUASI OBLIGASI KORPORASI (Studi Kasus: PT. Bank Danamon Tbk, PT. Bank CIMB Niaga Tbk, dan PT …
|
|
2021 |
|
|
|
|
[12]
|
A comparison of European and Asian options under Markov additive processes
|
|
2019 |
|
|
|
|
[13]
|
An improved Mellin transform approach to BSM formula of ML-payoff function
|
|
2019 |
|
|
|
|
[14]
|
Exponential Functionals of Markov Additive Processes
|
|
2019 |
|
|
|
|
[15]
|
Moments and Mellin transform of the asset price in Stein and Stein model and option pricing
|
|
Lithuanian Mathematical Journal,
2018 |
|
|
|
|
[16]
|
BSM model for ML-payoff function through PDTM
|
|
Asian-European Journal of Mathematics,
2018 |
|
|
|
|
[17]
|
Imaginary Mass, Black Scholes Variance, and Group Quantization
|
|
2018 |
|
|
|
|
[18]
|
Fixed point iterative methods for linear complementarity problems in American option pricing
|
|
2017 |
|
|
|
|
[19]
|
ALTERNATIVE APPROACH FOR SOLVING A EUROPEAN POWER PUT OPTION MODEL WITH MODIFIED-LOG-POWER PAYOFF FUNCTION
|
|
|
|
|
|
|
[1]
|
Modelling Asymmetric Dependence in Stochastic Volatility and Option Pricing: A Conditional Copula Approach
Scientific African,
2023
DOI:10.1016/j.sciaf.2023.e01765
|
|
|
|
|
[2]
|
Modelling Asymmetric Dependence in Stochastic Volatility and Option Pricing: A Conditional Copula Approach
Scientific African,
2023
DOI:10.1016/j.sciaf.2023.e01765
|
|
|
|
|
[3]
|
Homotopy perturbation method to solve Black Scholes differential equation for ML-payoff function
Journal of Interdisciplinary Mathematics,
2022
DOI:10.1080/09720502.2021.2012899
|
|
|
|
|
[4]
|
An improved Mellin transform approach to BSM formula of ML-payoff function
Journal of Interdisciplinary Mathematics,
2019
DOI:10.1080/09720502.2019.1677314
|
|
|
|
|
[5]
|
Moments and Mellin transform of the asset price in Stein and Stein model and option pricing
Lithuanian Mathematical Journal,
2018
DOI:10.1007/s10986-018-9380-9
|
|
|
|
|
[6]
|
BSM model for ML-payoff function through PDTM
Asian-European Journal of Mathematics,
2018
DOI:10.1142/S1793557120500242
|
|
|
|
|
[7]
|
Imaginary Mass, Black Scholes Variance, and Group Quantization
SSRN Electronic Journal ,
2018
DOI:10.2139/ssrn.3140485
|
|
|
|