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
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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
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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
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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
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