• case-insensitive prefix search: default
  e.g., sig matches "SIGIR" as well as "signal"
• exact word search: append dollar sign ($) to word
  e.g., graph$ matches "graph", but not "graphics"
• boolean and: separate words by space
  e.g., codd model
• boolean or: connect words by pipe symbol (|)
  e.g., graph|network

Update May 7, 2017: Please note that we had to disable the phrase search operator (.) and the boolean not operator (-) due to technical problems. For the time being, phrase search queries will yield regular prefix search result, and search terms preceded by a minus will be interpreted as regular (positive) search terms.

found 132 matches

• 2021
• 
  Donatien Hainaut, Nikolai Leonenko:
  Option pricing in illiquid markets: A fractional jump-diffusion approach. J. Comput. Appl. Math. 381: 112995 (2021)
• 2020
• 
  D. Ahmadian, O. Farkhondeh Rouz, K. Ivaz, A. Safdari-Vaighani:
  Robust numerical algorithm to the European option with illiquid markets. Appl. Math. Comput. 366 (2020)
• 
  Peter M. Kort, Sihem Taboubi, Georges Zaccour:
  Pricing decisions in marketing channels in the presence of optional contingent products. Central Eur. J. Oper. Res. 28(1): 167-192 (2020)
• 
  Hazhir Aliahmadi, Mahsan Tavakoli-Kakhki, Hamid Khaloozadeh:
  Option pricing under finite moment log stable process in a regulated market: A generalized fractional path integral formulation and Monte Carlo based simulation. Commun. Nonlinear Sci. Numer. Simul. 90: 105345 (2020)
• 
  Hooman Abdollahi:
  An Adaptive Neuro-Based Fuzzy Inference System (ANFIS) for the Prediction of Option Price: The Case of the Australian Option Market. Int. J. Appl. Metaheuristic Comput. 11(2): 99-117 (2020)
• 
  Yossi Shvimer, Avi Herbon:
  Real-time waiting-price trading interval in a heterogeneous options market: a Bernoulli distribution. Int. Trans. Oper. Res. 27(6): 2817-2840 (2020)
• 
  Xuezhi Qin, Xianwei Lin, Qin Shang:
  Fuzzy pricing of binary option based on the long memory property of financial markets. J. Intell. Fuzzy Syst. 38(4): 4889-4900 (2020)
• 
  Luis Goncalves-Pinto, Bruce D. Grundy, Allaudeen Hameed, Thijs van der Heijden, Yichao Zhu:
  Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market. Manag. Sci. 66(9): 3903-3926 (2020)
• 
  Miryana Grigorova, Marie Claire Quenez, Agnès Sulem:
  European Options in a Nonlinear Incomplete Market Model with Default. SIAM J. Financial Math. 11(3): 849-880 (2020)
• 
  Nayara Aguiar, Vijay Gupta, Pramod P. Khargonekar:
  A Real Options Market-Based Approach to Increase Penetration of Renewables. IEEE Trans. Smart Grid 11(2): 1691-1701 (2020)
• 
  Kazuaki Washimi:
  Revisiting Determinants of Investor Sentiment in the FX Option Market by Machine Learning Approaches. SSCI 2020: 22-27
• 
  Emanuele Fabbiani, Andrea Marziali, Giuseppe De Nicolao:
  vanilla-option-pricing: Pricing and market calibration for options on energy commodities. Softw. Impacts 6: 100043 (2020)
• 
  Igor Halperin:
  Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry. CoRR abs/2011.01417 (2020)
• 2019
• 
  Du Du, Dan Luo:
  The Pricing of Jump Propagation: Evidence from Spot and Options Markets. Manag. Sci. 65(5): 2360-2387 (2019)
• 
  PeiLin Hsieh, Robert Jarrow:
  Volatility Uncertainty, Time Decay, and Option Bid-Ask Spreads in an Incomplete Market. Manag. Sci. 65(4): 1833-1854 (2019)
• 
  Michael Lewis, Yanwen Wang, Chunhua Wu:
  Season Ticket Buyer Value and Secondary Market Options. Mark. Sci. 38(6): 973-993 (2019)
• 
  Álvaro Cartea, Luhui Gan, Sebastian Jaimungal:
  Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders. SIAM J. Financial Math. 10(3): 790-814 (2019)
• 
  Zhiqiang Zhang, Hua Ke, Weiqi Liu:
  Lookback options pricing for uncertain financial market. Soft Comput. 23(14): 5537-5546 (2019)
• 
  Bowei Chen, Mohan S. Kankanhalli:
  Pricing Average Price Advertising Options When Underlying Spot Market Prices Are Discontinuous. IEEE Trans. Knowl. Data Eng. 31(9): 1765-1778 (2019)
• 
  Magnus Wiese, Lianjun Bai, Ben Wood, Hans Buehler:
  Deep Hedging: Learning to Simulate Equity Option Markets. CoRR abs/1911.01700 (2019)
• 2018
• 
  Yingxue Zhao, Tsan-Ming Choi, T. C. E. Cheng, Shouyang Wang:
  Supply option contracts with spot market and demand information updating. Eur. J. Oper. Res. 266(3): 1062-1071 (2018)
• 
  Jorge de Andrés-Sánchez:
  Pricing European Options with Triangular Fuzzy Parameters: Assessing Alternative Triangular Approximations in the Spanish Stock Option Market. Int. J. Fuzzy Syst. 20(5): 1624-1643 (2018)
• 
  Nana Wan, Xu Chen:
  Multi-period dual-sourcing replenishment problem with option contracts and a spot market. Ind. Manag. Data Syst. 118(4): 782-805 (2018)
• 
  Tobias Hellmann, Jacco J. J. Thijssen:
  Fear of the Market or Fear of the Competitor? Ambiguity in a Real Options Game. Oper. Res. 66(6): 1744-1759 (2018)
• 
  Gary E. Bolton, Ben Greiner, Axel Ockenfels:
  Dispute Resolution or Escalation? The Strategic Gaming of Feedback Withdrawal Options in Online Markets. Manag. Sci. 64(9): 4009-4031 (2018)
• 
  Hani Raouf Sheybani, Majid Oloomi Buygi:
  Put Option Pricing and Its Effects on Day-Ahead Electricity Markets. IEEE Syst. J. 12(3): 2821-2831 (2018)
• 2017
• 
  Arnaud Z. Dragicevic:
  Option Fund Market Dynamics for Threshold Public Goods. Dyn. Games Appl. 7(1): 21-33 (2017)
• 
  Yasemin Merzifonluoglu:
  Integrated demand and procurement portfolio management with spot market volatility and option contracts. Eur. J. Oper. Res. 258(1): 181-192 (2017)
• 
  M. Muñoz, E. Miranda, Pedro J. Sánchez:
  A Fuzzy System for Estimating Premium Cost of Option Exchange Using Mamdani Inference: Derivatives Market of Mexico. Int. J. Comput. Intell. Syst. 10(1): 153-164 (2017)
• 
  Jorge de Andrés-Sánchez:
  An empirical assestment of fuzzy Black and Scholes pricing option model in Spanish stock option market. J. Intell. Fuzzy Syst. 33(4): 2509-2521 (2017)

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