Archive : Applied and Computational Mathematics

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2018, Volume 7

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2016, Volume 5

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2015, Volume 4

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2014, Volume 3

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2013, Volume 2

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2012, Volume 1

Vol. 1, Issue 1, Dec.

Volume 3, Issue 6-1, December 2014

The Mellin Transform Method as an Alternative Analytic Solution for the Valuation of Geometric Asian Option

Pages: 1-7 Published Online: Aug. 5, 2014

DOI: 10.11648/j.acm.s.2014030601.11

Abstract | Full-Text PDF

View 2368 Downloads 138

On Hybrid Model for the Valuation of Credit Risk

Pages: 8-11 Published Online: Aug. 13, 2014

DOI: 10.11648/j.acm.s.2014030601.12

Abstract | Full-Text PDF

View 2392 Downloads 131

On Martingales and the Use of Optional Stopping Theorem to Determine the Mean and Variance of a Stopping Time

Pages: 12-17 Published Online: Sep. 5, 2014

DOI: 10.11648/j.acm.s.2014030601.13

Abstract | Full-Text PDF

View 2347 Downloads 157

Performance Measure of Binomial Model for Pricing American and European Options

Pages: 18-30 Published Online: Oct. 20, 2014

DOI: 10.11648/j.acm.s.2014030601.14

Abstract | Full-Text PDF

View 2232 Downloads 152

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