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Energy Portfolio Management with Entry Decisions over an Infinite Horizon
Zhen Liu
Appl. Math.
Vol.3 No.7, June 21, 2012
DOI:
10.4236/am.2012.37113
(PDF 448K)
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On the Reflected Geometric Brownian Motion with Two Barriers
Lidong Zhang,
Ziping Du
Intell. Inf. Manag.
Vol.2 No.4, May 07, 2010
DOI:
10.4236/iim.2010.23034
(PDF 55K)
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Analysis of Hedging Profits Under Two Stock Pricing Models
Lingyan Cao,
Zheng-Feng Guo
J. Math. Finance
Vol.1 No.3, November 08, 2011
DOI:
10.4236/jmf.2011.13015
(PDF 217K)
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Valuation of European and American Options under Variance Gamma Process
Ferry Jaya Permana,
Dharma Lesmono,
Erwinna Chendra
J. Appl. Math. Phys.
Vol.2 No.11, October 28, 2014
DOI:
10.4236/jamp.2014.211114
(PDF 314K)
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Pricing European Option When the Stock Price Process Is Being Driven by Geometric Brownian Motion
Kebareng I. Moalosi-Court
OALIBJ
Vol.6 No.8, August 02, 2019
DOI:
10.4236/oalib.1105568
(PDF 580K)
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