An Optimization Approach for pricing of Discrete European Call options Based on the Preference of Investors by Weiwei Wang, Guoqing Gu, Fameng Sun, Xiaoping Hu

Subjects: “…discrete European option…”
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Insurance Premium Formulation for Agricultural Commodity Prices by Betri Wendra

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Simultaneous Identification of Volatility and Mean-Reverting Parameter for European Option under Fractional CKLS Model by Jiajia Zhao, Zuoliang Xu

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Calibration of time-dependent volatility for European options under the fractional Vasicek model by Jiajia Zhao, Zuoliang Xu

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Simultaneous Calibration of European Option Volatility and Fractional Order under the Time Fractional Vasicek Model by Yunkang Du, Zuoliang Xu

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Financial Applications on Fractional Lévy Stochastic Processes by Reem Abdullah Aljethi, Adem Kılıçman

Subjects: “…European option pricing…”
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The meshless local Petrov–Galerkin based on moving kriging interpolation for solving fractional Black–Scholes model by P. Phaochoo, A. Luadsong, N. Aschariyaphotha

Subjects: “…European option…”
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Pricing Interval European Option with the Principle of Maximum Entropy by Xiao Liu, Rongxi Zhou, Yahui Xiong, Yuexiang Yang

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Evaluation of the Reverse Mortgage Option in Korea: A Long Straddle Perspective by Kyung Jin Choi, Byungkwon Lim, Jaehwan Park

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New developments in econophysics: Option pricing formulas by Moawia Alghalith

Subjects: “…European option…”
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An analytical approximation of European option prices under a hybrid GARCH-Vasicek model with double exponential jump in the bid-ask price economy by Shoude Huang, Xinjiang He, Shuqu Qian

Subjects: “…european option…”
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Numerically pricing American and European options using a time fractional Black–Scholes model in financial decision-making by Omid Nikan, Jalil Rashidinia, Hossein Jafari

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Analytical approximation of European option prices under a new two-factor non-affine stochastic volatility model by Shou-de Huang, Xin-Jiang He

Subjects: “…european option…”
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Review of the Fractional Black-Scholes Equations and Their Solution Techniques by Hongmei Zhang, Mengchen Zhang, Fawang Liu, Ming Shen

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Stock Price Simulation Using Bootstrap and Monte Carlo by Pažický Martin

Subjects: “…European option…”
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Novel numerical techniques based on mimetic finite difference method for pricing two dimensional options by David Sena Attipoe, Antoine Tambue

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A numerical study of RBFs-DQ method for multi-asset option pricing problems by Mojtaba Ranjbar, Leila Khodayari

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Deep Learning Artificial Neural Network for Pricing Multi-Asset European Options by Zhiqiang Zhou, Hongying Wu, Yuezhang Li, Caijuan Kang, You Wu

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Three-Layer Artificial Neural Network for Pricing Multi-Asset European Option by Zhiqiang Zhou, Hongying Wu, Yuezhang Li, Caijuan Kang, You Wu

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European option pricing problem based on a class of Caputo-Hadamard uncertain fractional differential equation by Hanjie Liu, Yuanguo Zhu, Yiyu Liu

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