{"id":"https://openalex.org/W2011903194","doi":"https://doi.org/10.1155/jamsa/2006/60824","title":"Installment options close to expiry","display_name":"Installment options close to expiry","publication_year":2006,"publication_date":"2006-01-01","ids":{"openalex":"https://openalex.org/W2011903194","doi":"https://doi.org/10.1155/jamsa/2006/60824","mag":"2011903194"},"language":"en","primary_location":{"id":"doi:10.1155/jamsa/2006/60824","doi":"https://doi.org/10.1155/jamsa/2006/60824","is_oa":true,"landing_page_url":"https://doi.org/10.1155/jamsa/2006/60824","pdf_url":"https://downloads.hindawi.com/archive/2006/060824.pdf","source":{"id":"https://openalex.org/S57081574","display_name":"International Journal of Stochastic Analysis","issn_l":"2090-3332","issn":["2090-3332","2090-3340"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","poland-40"],"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869","https://openalex.org/P4310320595"],"host_organization_lineage_names":["Hindawi Publishing Corporation","Wiley"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Stochastic Analysis","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://downloads.hindawi.com/archive/2006/060824.pdf","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5067233357","display_name":"Ghada Alobaidi","orcid":"https://orcid.org/0000-0002-8435-4433","observed_orcids":["https://orcid.org/0000-0002-8435-4433"]},"institutions":[{"id":"https://openalex.org/I199440890","display_name":"American University of Sharjah","ror":"https://ror.org/001g2fj96","country_code":"AE","type":"education","lineage":["https://openalex.org/I199440890"]}],"countries":["AE"],"is_corresponding":false,"raw_author_name":"G. Alobaidi","raw_affiliation_strings":["Department of Mathematics and Statistics, American University of Sharjah, P.O. Box 26666"],"raw_orcid":"https://orcid.org/0000-0002-8435-4433","affiliations":[{"raw_affiliation_string":"Department of Mathematics and Statistics, American University of Sharjah, P.O. Box 26666","institution_ids":["https://openalex.org/I199440890"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5048228094","display_name":"Roland Mallier","orcid":"https://orcid.org/0000-0001-9957-5856","observed_orcids":["https://orcid.org/0000-0001-9957-5856"]},"institutions":[{"id":"https://openalex.org/I125749732","display_name":"Western University","ror":"https://ror.org/02grkyz14","country_code":"CA","type":"education","lineage":["https://openalex.org/I125749732"]}],"countries":["CA"],"is_corresponding":true,"raw_author_name":"R. Mallier","raw_affiliation_strings":["Department of Applied Mathematics, University of Western Ontario"],"raw_orcid":"https://orcid.org/0000-0001-9957-5856","affiliations":[{"raw_affiliation_string":"Department of Applied Mathematics, University of Western Ontario","institution_ids":["https://openalex.org/I125749732"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5048228094"],"corresponding_institution_ids":["https://openalex.org/I125749732"],"apc_list":null,"apc_paid":null,"fwci":2.1141,"has_fulltext":true,"cited_by_count":17,"citation_normalized_percentile":{"value":0.90076946,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":96},"biblio":{"volume":"2006","issue":"1","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10194","display_name":"Nonlinear Partial Differential Equations","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12589","display_name":"Differential Equations and Boundary Problems","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/early-exercise","display_name":"early exercise","score":0.4449999928474426},{"id":"https://openalex.org/keywords/free-boundary","display_name":"free boundary","score":0.7099999785423279},{"id":"https://openalex.org/keywords/asymptotic-expansion","display_name":"asymptotic expansion","score":0.9319999814033508},{"id":"https://openalex.org/keywords/option-pricing","display_name":"option pricing","score":0.8939999938011169},{"id":"https://openalex.org/keywords/series-solution","display_name":"series solution","score":0.5550000071525574},{"id":"https://openalex.org/keywords/american-options","display_name":"American options","score":0.628000020980835}],"concepts":[{"id":"https://openalex.org/C62354387","wikidata":"https://www.wikidata.org/wiki/Q875399","display_name":"Boundary (topology)","level":2,"score":0.6455455422401428},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6259609460830688},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.5647408962249756},{"id":"https://openalex.org/C1898038","wikidata":"https://www.wikidata.org/wiki/Q728255","display_name":"Asian option","level":3,"score":0.45752039551734924},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.397544801235199},{"id":"https://openalex.org/C194483076","wikidata":"https://www.wikidata.org/wiki/Q380382","display_name":"Valuation of options","level":2,"score":0.30135563015937805},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.25366902351379395},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.11012113094329834},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1155/jamsa/2006/60824","doi":"https://doi.org/10.1155/jamsa/2006/60824","is_oa":true,"landing_page_url":"https://doi.org/10.1155/jamsa/2006/60824","pdf_url":"https://downloads.hindawi.com/archive/2006/060824.pdf","source":{"id":"https://openalex.org/S57081574","display_name":"International Journal of Stochastic Analysis","issn_l":"2090-3332","issn":["2090-3332","2090-3340"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","poland-40"],"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869","https://openalex.org/P4310320595"],"host_organization_lineage_names":["Hindawi Publishing Corporation","Wiley"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Stochastic Analysis","raw_type":"journal-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.486.7382","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.486.7382","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://emis.math.tifr.res.in/journals/HOA/JAMSA/Volume2006/60824.pdf","raw_type":"text"},{"id":"pmh:oai:RePEc:hin:jnijsa:060824","doi":null,"is_oa":false,"landing_page_url":"http://downloads.hindawi.com/journals/IJSA/2006/060824.xml","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:doaj.org/article:2ce1dcdafaec4e2a80a04a56540517d9","doi":null,"is_oa":false,"landing_page_url":"https://doaj.org/article/2ce1dcdafaec4e2a80a04a56540517d9","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Journal of Applied Mathematics and Stochastic Analysis, Vol 2006 (2006)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1155/jamsa/2006/60824","doi":"https://doi.org/10.1155/jamsa/2006/60824","is_oa":true,"landing_page_url":"https://doi.org/10.1155/jamsa/2006/60824","pdf_url":"https://downloads.hindawi.com/archive/2006/060824.pdf","source":{"id":"https://openalex.org/S57081574","display_name":"International Journal of Stochastic Analysis","issn_l":"2090-3332","issn":["2090-3332","2090-3340"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","poland-40"],"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869","https://openalex.org/P4310320595"],"host_organization_lineage_names":["Hindawi Publishing Corporation","Wiley"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Stochastic Analysis","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2011903194.pdf","grobid_xml":"https://content.openalex.org/works/W2011903194.grobid-xml"},"referenced_works_count":36,"referenced_works":["https://openalex.org/W100479780","https://openalex.org/W107836858","https://openalex.org/W137028538","https://openalex.org/W140323130","https://openalex.org/W623905276","https://openalex.org/W1503295912","https://openalex.org/W1512569191","https://openalex.org/W1573587806","https://openalex.org/W1970806914","https://openalex.org/W1995086075","https://openalex.org/W1995503011","https://openalex.org/W2004839620","https://openalex.org/W2015366575","https://openalex.org/W2046627225","https://openalex.org/W2059120953","https://openalex.org/W2069625813","https://openalex.org/W2073136924","https://openalex.org/W2077177053","https://openalex.org/W2077791698","https://openalex.org/W2081648790","https://openalex.org/W2088073056","https://openalex.org/W2090114981","https://openalex.org/W2091125820","https://openalex.org/W2097236409","https://openalex.org/W2145668749","https://openalex.org/W2153549760","https://openalex.org/W2167105144","https://openalex.org/W2169032495","https://openalex.org/W2469039019","https://openalex.org/W2489437393","https://openalex.org/W2562785568","https://openalex.org/W2584798035","https://openalex.org/W2921231265","https://openalex.org/W3121904677","https://openalex.org/W3124770064","https://openalex.org/W6605752786"],"related_works":["https://openalex.org/W2024997127","https://openalex.org/W2091125820","https://openalex.org/W1980819154","https://openalex.org/W4297235850","https://openalex.org/W7062419980","https://openalex.org/W123670298","https://openalex.org/W1996203697","https://openalex.org/W1592284015","https://openalex.org/W4306770022","https://openalex.org/W2015378169"],"abstract_inverted_index":{"We":[0],"use":[1],"an":[2],"asymptotic":[3],"expansion":[4],"to":[5,13,48],"study":[6],"the":[7,20,25,28,37,43,58,61,65,68],"behavior":[8],"of":[9,27,39,60,67],"installment":[10],"options":[11,16],"close":[12],"expiry.":[14],"Installment":[15],"are":[17,55],"contracts":[18],"where":[19,42],"price":[21,66],"is":[22],"paid":[23],"over":[24],"life":[26],"option":[29],"rather":[30],"than":[31],"as":[32],"a":[33],"lump":[34],"sum":[35],"at":[36,50],"time":[38],"purchase,":[40],"and":[41,64],"contract":[44],"can":[45],"be":[46],"allowed":[47],"lapse":[49],"any":[51],"time.":[52],"Series":[53],"solutions":[54],"obtained":[56],"for":[57],"location":[59],"free":[62],"boundary":[63],"option.":[69]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1}],"updated_date":"2026-11-08T12:12:28.789561","created_date":"2016-06-24T00:00:00"}