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Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Open Journal of Applied Sciences
Vol.3 No.6
,October 16, 2013
DOI:
10.4236/ojapps.2013.36045
3,579
Downloads
6,207
Views
Citations
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Journal of Mathematical Finance
Vol.3 No.1
,February 26, 2013
DOI:
10.4236/jmf.2013.31002
6,563
Downloads
12,311
Views
Citations
The SABR Model: Explicit Formulae of the Moments of the Forward Prices/Rates Variable and Series Expansions of the Transition Probability Density and of the Option Prices
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Journal of Applied Mathematics and Physics
Vol.2 No.7
,June 13, 2014
DOI:
10.4236/jamp.2014.27062
5,067
Downloads
7,377
Views
Citations
Endogenous modulators in the regulation of ion transporting enzymes: structure, function, interactions, recent advancements and future perspectives
(Articles)
Parimal C. Sen
Advances in Biological Chemistry
Vol.1 No.3
,November 7, 2011
DOI:
10.4236/abc.2011.13010
5,035
Downloads
10,382
Views
Citations
The Hidden Risk Factor
(Articles)
J. H. Witte
,
D. Ples
,
J. Corominas
Journal of Mathematical Finance
Vol.3 No.3A
,October 8, 2013
DOI:
10.4236/jmf.2013.33A003
7,429
Downloads
10,839
Views
Citations
This article belongs to the Special Issue on
Corporate Finance
Comparison of GPR Random Noise Attenuation Using Autoregressive-FX Method and Tunable Quality Factor Wavelet Transform TQWT with Soft and Hard Thresholding
(Articles)
Amin Ebrahimib Bardar
,
Behrooz Oskooi
,
Alireza Goudarzi
Journal of Signal and Information Processing
Vol.10 No.1
,December 29, 2018
DOI:
10.4236/jsip.2019.101003
904
Downloads
1,811
Views
Citations
Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models
(Articles)
Tommaso Pellegrino
Journal of Mathematical Finance
Vol.9 No.3
,August 22, 2019
DOI:
10.4236/jmf.2019.93025
788
Downloads
1,733
Views
Citations
Statistical Parametric Analysis on Democracy Data
(Articles)
A. K. M. Raquibul Bashar
,
Chris P. Tsokos
Open Access Library Journal
Vol.6 No.10
,October 28, 2019
DOI:
10.4236/oalib.1105828
327
Downloads
1,285
Views
Citations
Research Progress and Prospect of Blockchain + Agricultural Science Data Management
(Articles)
Lina Lu
,
Shijie Shang
,
Xiao Yu
,
Lihong Yin
,
Jufeng Yin
Voice of the Publisher
Vol.7 No.4
,December 24, 2021
DOI:
10.4236/vp.2021.74013
191
Downloads
869
Views
Citations
Addressing the Security Challenges of Big Data Analytics in Healthcare Research
(Articles)
Mohamed Sami Rakha
,
Lucas Lapczyk
,
Costa Dafnas
,
Patrick Martin
Int'l J. of Communications, Network and System Sciences
Vol.15 No.8
,August 3, 2022
DOI:
10.4236/ijcns.2022.158009
275
Downloads
1,971
Views
Citations
Research of Big Data Based on the Views of Technology and Application
(Articles)
Zan Mo
,
Yanfei Li
American Journal of Industrial and Business Management
Vol.5 No.4
,April 22, 2015
DOI:
10.4236/ajibm.2015.54021
6,462
Downloads
8,983
Views
Citations
Data Modeling and Data Analytics: A Survey from a Big Data Perspective
(Articles)
André Ribeiro
,
Afonso Silva
,
Alberto Rodrigues da Silva
Journal of Software Engineering and Applications
Vol.8 No.12
,December 30, 2015
DOI:
10.4236/jsea.2015.812058
10,274
Downloads
17,262
Views
Citations
Validating Intrinsic Factors Informing E-Commerce: Categorical Data Analysis Demo
(Articles)
Anthony Joe Turkson
,
John Awuah Addor
,
Douglas Yenwon Kharib
Open Journal of Statistics
Vol.11 No.5
,October 12, 2021
DOI:
10.4236/ojs.2021.115044
216
Downloads
1,094
Views
Citations
Data Misuse, Data Theft and Data Protection in Nigeria: A Call for a More Robust and More Effective Legislation
(Articles)
Abiodun Odusote
Beijing Law Review
Vol.12 No.4
,December 29, 2021
DOI:
10.4236/blr.2021.124066
327
Downloads
3,503
Views
Citations
This article belongs to the Special Issue on
Legal Awareness and Legal Culture
Search Processes in the Exploration of Complex Data under Different Display Conditions
(Articles)
Charles Tatum
,
David Dickason
Journal of Data Analysis and Information Processing
Vol.9 No.2
,March 18, 2021
DOI:
10.4236/jdaip.2021.92004
467
Downloads
1,101
Views
Citations
Seismic Data Collection with Shakebox and Analysis Using MapReduce
(Articles)
Bin Tang
,
Jianchao Han
,
Mohsen Beheshti
,
Garrett Poppe
,
Liv Nguekap
,
Rashid Siddiqui
Journal of Computer and Communications
Vol.3 No.5
,May 25, 2015
DOI:
10.4236/jcc.2015.35012
3,501
Downloads
4,501
Views
Citations
Data Mining of Historic Hydrogeological and Socioeconomic Data Bases of the Toluca Valley, Mexico
(Articles)
Oliver López-Corona
,
Oscar Escolero Fuentes
,
Eric Morales-Casique
,
Pablo Padilla Longoria
,
Tomás González Moran
Journal of Water Resource and Protection
Vol.8 No.4
,April 29, 2016
DOI:
10.4236/jwarp.2016.84044
2,517
Downloads
3,487
Views
Citations
This article belongs to the Special Issue on
Research on Groundwater
The New Trend and Application of Customer Relationship Management under Big Data Background
(Articles)
Lan Wang
Modern Economy
Vol.7 No.8
,July 26, 2016
DOI:
10.4236/me.2016.78087
3,457
Downloads
7,317
Views
Citations
Research on Personal Privacy Protection of China in the Era of Big Data
(Articles)
Hui Zhao
,
Haoxin Dong
Open Journal of Social Sciences
Vol.5 No.6
,June 19, 2017
DOI:
10.4236/jss.2017.56012
3,214
Downloads
7,388
Views
Citations
Precise Forecast and Application of Time Delay Receiving Schedule for a New Generation of Polar Orbit Meteorological Satellite
(Articles)
Zhaohui Cheng
,
Manyun Lin
,
Cunqun Fan
Journal of Geographic Information System
Vol.10 No.1
,February 12, 2018
DOI:
10.4236/jgis.2018.101006
885
Downloads
1,595
Views
Citations
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