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ISSN
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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
The Bitcoin’s Network Effects Paradox—A Time Series Analysis
(Articles)
Ioanna Roussou
,
Chaido Dritsaki
,
Emmanouil Stiakakis
Theoretical Economics Letters
Vol.9 No.6
,August 27, 2019
DOI:
10.4236/tel.2019.96126
629
Downloads
2,134
Views
Citations
Fast Fourier Transform of Multi-Assets Options under Economic Recession Induced Uncertainties
(Articles)
Philip Ajibola Bankole
,
Olabisi O. Ugbebor
American Journal of Computational Mathematics
Vol.9 No.3
,August 30, 2019
DOI:
10.4236/ajcm.2019.93011
506
Downloads
1,234
Views
Citations
On the Contribution of the Stochastic Integrals to Econometrics
(Articles)
Lewis N. K. Mambo
,
Rostin M. M. Mabela
,
Isaac K. Kanyama
,
Eugène M. Mbuyi
Applied Mathematics
Vol.10 No.12
,December 23, 2019
DOI:
10.4236/am.2019.1012073
618
Downloads
1,844
Views
Citations
Study on Globalization of Shipping Stocks Pricing Based on a DC-MSV Model
(Articles)
Yiping Yu
Modern Economy
Vol.10 No.12
,December 27, 2019
DOI:
10.4236/me.2019.1012149
365
Downloads
899
Views
Citations
Research on Pricing of Shanghai 50ETF Options Based on Fractal B-S Model and GARCH Model
(Articles)
Wanting Hu
Modern Economy
Vol.11 No.2
,February 20, 2020
DOI:
10.4236/me.2020.112031
792
Downloads
1,861
Views
Citations
Malliavin Differentiability of CEV-Type Heston Model
(Articles)
Shota Tsumurai
Journal of Mathematical Finance
Vol.10 No.1
,February 26, 2020
DOI:
10.4236/jmf.2020.101012
548
Downloads
1,232
Views
Citations
Volatility Modelling of Global Financial Crises Effects on the Nigerian Banks
(Articles)
Maruf A. Raheem
,
Timothy K. Samson
Open Journal of Statistics
Vol.10 No.2
,April 22, 2020
DOI:
10.4236/ojs.2020.102021
472
Downloads
1,354
Views
Citations
Evaluating Energy Forward Dynamics Modeled as a Subordinated Hilbert-Space Linear Functional
(Articles)
Victor Alexander Okhuese
,
Jane Akinyi Aduda
,
Joseph Mung’atu
Journal of Mathematical Finance
Vol.10 No.3
,August 25, 2020
DOI:
10.4236/jmf.2020.103025
354
Downloads
850
Views
Citations
This article belongs to the Special Issue on
Pricing Strategy, Model and Price Analysis
Modeling Exchange Rate Volatility Dynamics of the Great Britain Pound to Ethiopian Birr Using the Semi-Parametric Non-Linear Fuzzy-EGARCH-ANN Model
(Articles)
Geleta T. Mohammed
,
Jane A. Aduda
,
Ananda O. Kube
Journal of Mathematical Finance
Vol.10 No.4
,October 23, 2020
DOI:
10.4236/jmf.2020.104035
662
Downloads
1,569
Views
Citations
Modeling Seasonal Fractionally Integrated Autoregressive Moving Average-Generalized Autoregressive Conditional Heteroscedasticity Model with Seasonal Level Shift Intervention
(Articles)
Lawrence Dhliwayo
,
Florance Matarise
,
Charles Chimedza
Open Journal of Statistics
Vol.10 No.5
,October 27, 2020
DOI:
10.4236/ojs.2020.105047
584
Downloads
1,816
Views
Citations
A Unified Stochastic Volatility—Stochastic Correlation Model
(Articles)
Xiang Lu
,
Gunter Meissner
,
Hong Sherwin
Journal of Mathematical Finance
Vol.10 No.4
,November 25, 2020
DOI:
10.4236/jmf.2020.104039
521
Downloads
2,107
Views
Citations
This article belongs to the Special Issue on
Financial Statistics
The Asymmetry of Shanghai Composite Index Volatility—Stochastic Volatility Models Based on GHST Distribution
(Articles)
Xu Han
,
Jihong Kong
Open Journal of Social Sciences
Vol.8 No.12
,December 28, 2020
DOI:
10.4236/jss.2020.812028
232
Downloads
734
Views
Citations
The Idiosyncratic Volatility Puzzle: A Time-Specific Anomaly
(Articles)
Xindong Zhang
,
Jianying Li
,
Xiaoli Wang
,
Xiaoxin Hu
Journal of Mathematical Finance
Vol.11 No.2
,May 31, 2021
DOI:
10.4236/jmf.2021.112017
262
Downloads
1,034
Views
Citations
Pricing Bitcoin under Double Exponential Jump-Diffusion Model with Asymmetric Jumps Stochastic Volatility
(Articles)
Ndeye Fatou Sene
,
Mamadou Abdoulaye Konte
,
Jane Aduda
Journal of Mathematical Finance
Vol.11 No.2
,May 31, 2021
DOI:
10.4236/jmf.2021.112018
401
Downloads
2,516
Views
Citations
This article belongs to the Special Issue on
Mathematical Finance and Application
Exponential GARCH Model with Exogenous Covariate for South Sudanese Pounds—USD Exchange Rate Volatility: On the Effects of Conflict on Volatility
(Articles)
Abui Peter Kur
,
Oscar Ngesa
,
Rachel Sarguta
Journal of Mathematical Finance
Vol.11 No.3
,August 13, 2021
DOI:
10.4236/jmf.2021.113026
241
Downloads
1,805
Views
Citations
The Impact of Relative Exchange Rate Volatility and Other Multidimensional Determinants on FDI in Egypt
(Articles)
Abd-El Atti Nadine
,
Salah Ashraf
,
Rashid Nagia
American Journal of Industrial and Business Management
Vol.11 No.12
,December 10, 2021
DOI:
10.4236/ajibm.2021.1112071
400
Downloads
2,738
Views
Citations
Modelling and Forecasting of Crude Oil Price Volatility Comparative Analysis of Volatility Models
(Articles)
Faith Wacuka Ng’ang’a
,
Meleah Oleche
Journal of Financial Risk Management
Vol.11 No.1
,March 15, 2022
DOI:
10.4236/jfrm.2022.111008
398
Downloads
3,910
Views
Citations
Fractional Stochastic Volatility Pricing of European Option Based on Self-Adaptive Differential Evolution
(Articles)
Yue Hu
,
Hongling Dong
,
Le Fu
,
Jiayang Zhai
Journal of Mathematical Finance
Vol.12 No.3
,August 25, 2022
DOI:
10.4236/jmf.2022.123029
182
Downloads
1,002
Views
Citations
Time Discretized Variational Iteration Method for the Stochastic Volatility Process with Jumps
(Articles)
Henrietta Ify Ojarikre
,
Ebimene James Mamadu
Advances in Pure Mathematics
Vol.12 No.11
,November 23, 2022
DOI:
10.4236/apm.2022.1211052
108
Downloads
427
Views
Citations
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