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

J. Math. Finance Vol.4 No.1 , 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

J. Math. Finance Vol.4 No.1 , January 21, 2014
DOI:10.4236/jmf.2014.41004

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

J. Math. Finance Vol.4 No.1 , 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

J. Math. Finance Vol.4 No.1 , January 10, 2014
DOI:10.4236/jmf.2014.41002

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

J. Math. Finance Vol.4 No.1 , December 25, 2013
DOI:10.4236/jmf.2014.41001