A new model for pricing the options in Islamic finance

zbMATH Open1527.91164MaRDI QIDQ6141595FDOQ6141595

Authors: A. El Hajaji, A. Serghini, Khalid Hilal, K. Mokhlis 

Publication date: 20 December 2023

Full work available at URL: http://www.math.nthu.edu.tw/~amen/2023/AMEN-220104.pdf

Recommendations

• Meshless approach for pricing Islamic Ijarah under stochastic interest rate models
• ON THE PRICING OF AN ISLAMIC CONVERTIBLE MORTGAGE FOR INFRASTRUCTURE PROJECT FINANCING
• PRICING ASSET BACKED ISLAMIC FINANCIAL INSTRUMENTS
• Option pricing formulas in a new uncertain mean-reverting stock model with floating interest rate
• Critical value-based Asian option pricing model for uncertain financial markets

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• The pricing of options and corporate liabilities
• Analytical solutions of fractional foam drainage equation by residual power series method
• Numerical solution of the obstacle problem by the penalty method
• Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model
• Risk preference, option pricing and portfolio hedging with proportional transaction costs
• THE RELATIVE RISK PERFORMANCE OF ISLAMIC FINANCE: A NEW GUIDE TO LESS RISKY INVESTMENTS
• Pricing American bond options using a cubic spline collocation method

Cited In (2)

• Does Islamic Capital Asset Pricing Model Outperform Conventional Capital Asset Pricing Model?
• Meshless approach for pricing Islamic Ijarah under stochastic interest rate models

This page was built for publication: A new model for pricing the options in Islamic finance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6141595)