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Some Explicit Formulae for the Hull and White Stochastic Volatility Model
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Int'l J. of Modern Nonlinear Theory and Application
Vol.2 No.1
,March 13, 2013
DOI:
10.4236/ijmnta.2013.21003
6,609
Downloads
12,276
Views
Citations
Do Idiosyncratic Risks in Multi-Factor Asset Pricing Models Really Contain a Hidden Non-Diversifiable Factor? A Diagnostic Testing Approach
(Articles)
Jau-Lian Jeng
,
Qingfeng Wilson Liu
Journal of Mathematical Finance
Vol.2 No.3
,August 31, 2012
DOI:
10.4236/jmf.2012.23028
4,532
Downloads
7,780
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
6,567
Downloads
12,317
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
5,071
Downloads
7,395
Views
Citations
Product Repositioning in the UK Newspaper Industry
(Articles)
Stefan Behringer
Theoretical Economics Letters
Vol.6 No.5
,September 20, 2016
DOI:
10.4236/tel.2016.65099
1,416
Downloads
2,284
Views
Citations
CDS Evaluation Model with Neural Networks
(Articles)
Eliana Angelini
,
Alessandro Ludovici
Journal of Service Science and Management
Vol.2 No.1
,March 21, 2009
DOI:
10.4236/jssm.2009.21003
6,104
Downloads
11,156
Views
Citations
On the Mechanism of CDOs behind the Current Financial Crisis and Mathematical Modeling with Levy Distributions
(Articles)
H.W. Du
,
J.L. Wu
,
W. Yang
Intelligent Information Management
Vol.2 No.2
,March 16, 2010
DOI:
10.4236/iim.2010.22018
5,760
Downloads
11,448
Views
Citations
Option Pricing and Hedging for Discrete Time Regime-Switching Models
(Articles)
Bruno Rémillard
,
Alexandre Hocquard
,
Hugo Lamarre
,
Nicolas Papageorgiou
Modern Economy
Vol.8 No.8
,August 4, 2017
DOI:
10.4236/me.2017.88070
1,357
Downloads
2,598
Views
Citations
This article belongs to the Special Issue on
Econometrics
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
790
Downloads
1,737
Views
Citations
Pricing Zero-Coupon CAT Bonds Using the Enlargement of Filtration Theory: A General Framework
(Articles)
Zied Chaieb
,
Djibril Gueye
Journal of Mathematical Finance
Vol.12 No.3
,August 25, 2022
DOI:
10.4236/jmf.2022.123031
141
Downloads
681
Views
Citations
Price Forecasting and Analysis of Exchange Traded Fund
(Articles)
Ramesh Bollapragada
,
Igor Savin
,
Laoucine Kerbache
Journal of Mathematical Finance
Vol.3 No.1A
,March 29, 2013
DOI:
10.4236/jmf.2013.31A017
5,926
Downloads
11,565
Views
Citations
This article belongs to the Special Issue on
Forecasting and Portfolio Construction
Asset Pricing Models and the Performance of European Energy Indices
(Articles)
Georgios Galyfianakis
Theoretical Economics Letters
Vol.14 No.2
,April 7, 2024
DOI:
10.4236/tel.2024.142022
35
Downloads
186
Views
Citations
On the Economic Premium Principle
(Articles)
Kazuhiro Takino
Theoretical Economics Letters
Vol.8 No.3
,February 14, 2018
DOI:
10.4236/tel.2018.83036
681
Downloads
1,319
Views
Citations
This article belongs to the Special Issue on
Financial Derivatives
Pricing Strategies of Pharmaceutical Wholesalers in Zimbabwe and Their Impact on Service Provision
(Articles)
Pias Tomupei Musiza
Open Access Library Journal
Vol.10 No.5
,May 26, 2023
DOI:
10.4236/oalib.1110185
95
Downloads
939
Views
Citations
Generalized Option Betas
(Articles)
Sven Husmann
,
Neda Todorova
Journal of Mathematical Finance
Vol.3 No.3
,August 8, 2013
DOI:
10.4236/jmf.2013.33035
5,520
Downloads
8,681
Views
Citations
Pricing Services in a Grid of Computers Using Priority Segmentation
(Articles)
Emmanuel Fragniere
,
Francesco Moresino
Journal of Service Science and Management
Vol.3 No.3
,October 8, 2010
DOI:
10.4236/jssm.2010.33040
6,830
Downloads
10,391
Views
Citations
The Valuation of Corruption
(Articles)
Joseph Atta-Mensah
Journal of Mathematical Finance
Vol.6 No.5
,November 17, 2016
DOI:
10.4236/jmf.2016.65051
1,729
Downloads
4,305
Views
Citations
Agricultural Risk Pricing in Senegal
(Articles)
Allé Nar Diop
Journal of Mathematical Finance
Vol.9 No.2
,May 15, 2019
DOI:
10.4236/jmf.2019.92010
1,014
Downloads
2,018
Views
Citations
Study on Demand Response of Residential Power Customer
(Articles)
Xiu Cao
,
Haiyong Jiang
,
Lei Huang
,
Xueping Wang
,
Xuqi Zhang
Journal of Power and Energy Engineering
Vol.4 No.7
,July 25, 2016
DOI:
10.4236/jpee.2016.47001
1,486
Downloads
2,243
Views
Citations
Profit-Improving Linear Tariffs Pricing in a Vertical Oligopoly
(Articles)
Dong Joon Lee
,
Sangheon Han
,
Yuji Ono
,
Shigetsune Yamoto
Theoretical Economics Letters
Vol.8 No.11
,August 2, 2018
DOI:
10.4236/tel.2018.811134
674
Downloads
1,329
Views
Citations
This article belongs to the Special Issue on
Economic Efficiency
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