Game Russian Options for Double Exponential Jump Diffusion Processes
Atsuo Suzuki, Katsushige Sawaki

Pub. Date: January 21, 2014   DOI: 10.4236/jmf.2014.41005

Applying the Barycentric Jacobi Spectral Method to Price Options with Transaction Costs in a Fractional Black-Scholes Framework
B. F. Nteumagné, E. Pindza, E. Maré

Pub. Date: January 21, 2014   DOI: 10.4236/jmf.2014.41004

Catastrophe Risk Derivatives: A New Approach
Mehdi Bekralas Abdessalem, Masamitsu Ohnishi

Pub. Date: January 21, 2014   DOI: 10.4236/jmf.2014.41003

Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model
Ruili Hao, Yonghui Liu, Shoubai Wang

Pub. Date: January 10, 2014   DOI: 10.4236/jmf.2014.41002

Evaluation of Geometric Asian Power Options under Fractional Brownian Motion
Zhijuan Mao, Zhian Liang

Pub. Date: December 25, 2013   DOI: 10.4236/jmf.2014.41001