Vasicek Process - Articles - Scientific Research Publishing

European Option Pricing for a Stochastic Volatility Lévy Model with Stochastic Interest Rates (Articles)

Sarisa Pinkham, Pairote Sattayatham

Journal of Mathematical Finance Vol.1 No.3，November 25, 2011

DOI: 10.4236/jmf.2011.13013 4,969 Downloads 11,256 Views Citations
Pricing Loan CDS with Vasicek Interest Rate under the Contagious Model (Articles)

Yinglin Liu, Ruili Hao, Zuhua Wang

Journal of Mathematical Finance Vol.6 No.3，August 26, 2016

DOI: 10.4236/jmf.2016.63033 1,771 Downloads 2,718 Views Citations
An Extension of the Black-Scholes and Margrabe Formulas to a Multiple Risk Economy (Articles)

Werner Hürlimann

Applied Mathematics Vol.2 No.4，March 31, 2011

DOI: 10.4236/am.2011.24053 6,515 Downloads 12,406 Views Citations
Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model (Articles)

Ruili Hao, Yonghui Liu, Shoubai Wang

Journal of Mathematical Finance Vol.4 No.1，January 10, 2014

DOI: 10.4236/jmf.2014.41002 4,909 Downloads 7,875 Views Citations
This article belongs to the Special Issue on Option Pricing Research
The Call Option Pricing Based on Investment Strategy with Stochastic Interest Rate (Articles)

Xin Zhang, Huisheng Shu, Xiu Kan, Yingyi Fang, Zhiwei Zheng

Journal of Mathematical Finance Vol.8 No.1，January 29, 2018

DOI: 10.4236/jmf.2018.81004 1,457 Downloads 3,729 Views Citations
Averaged-Calibration-Length Prediction for Currency Exchange Rates by a Time-Dependent Vasicek Model (Articles)

Tomasz Serafin, Anna Michalak, Łukasz Bielak, Agnieszka Wyłomańska

Theoretical Economics Letters Vol.10 No.3，June 16, 2020

DOI: 10.4236/tel.2020.103037 476 Downloads 1,602 Views Citations
Credit Name Concentration Risk: Granularity Adjustment Approximation (Articles)

Badreddine Slime

Journal of Financial Risk Management Vol.5 No.4，December 16, 2016

DOI: 10.4236/jfrm.2016.54023 2,981 Downloads 6,093 Views Citations
Call and Put Option Pricing with Discrete Linear Investment Strategy (Articles)

Niloofar Ghorbani, Andrzej Korzeniowski

Journal of Mathematical Finance Vol.12 No.1，January 29, 2022

DOI: 10.4236/jmf.2022.121005 307 Downloads 1,250 Views Citations
Pricing Currency Call Options (Articles)

Rebecca Abraham

Theoretical Economics Letters Vol.8 No.11，August 15, 2018

DOI: 10.4236/tel.2018.811148 1,286 Downloads 2,807 Views Citations
This article belongs to the Special Issue on Financial Innovation
Poisson Process Modeling of Pure Jump Equities on the Ghana Stock Exchange (Articles)

Osei Antwi, Kyere Bright, Martinu Issa

Journal of Applied Mathematics and Physics Vol.10 No.10，October 27, 2022

DOI: 10.4236/jamp.2022.1010207 118 Downloads 660 Views Citations
Statistical Control and Investigation of Capability of Process and Machine in Wire Cut Edm Process of Gas Turbine Blade Airfoil Tip (Articles)

Ahmad Reza Fazeli, Ebrahim Sharifi

Engineering Vol.3 No.3，March 7, 2011

DOI: 10.4236/eng.2011.33030 6,580 Downloads 11,732 Views Citations
Recovery of Gold and Silver and Removal of Copper, Zinc and Lead Ions in Pregnant and Barren Cyanide Solutions (Articles)

Gabriela Figueroa, Jesus L. Valenzuela, Jose R. Parga, Victor Vazquez, Alejandro Valenzuela

Materials Sciences and Applications Vol.6 No.2，February 12, 2015

DOI: 10.4236/msa.2015.62020 8,611 Downloads 11,887 Views Citations
Generalized Stochastic Processes: The Portfolio Model (Articles)

Moawia Alghalith

Journal of Mathematical Finance Vol.2 No.2，May 23, 2012

DOI: 10.4236/jmf.2012.22022 4,152 Downloads 8,147 Views Citations
Detection of the Process about Extreme Weather Events (Articles)

Zhonghua Qian, Zengping Zhang, Guolin Feng

Journal of Applied Mathematics and Physics Vol.1 No.6，November 28, 2013

DOI: 10.4236/jamp.2013.16002 3,419 Downloads 5,121 Views Citations
The New Components of Catalan Nationalism (Articles)

Erika Jaráiz, Ángel Cazorla, José Manuel Rivera

Open Journal of Political Science Vol.9 No.1，January 18, 2019

DOI: 10.4236/ojps.2019.91009 1,307 Downloads 3,090 Views Citations
An Approach to Generation of Process-Oriented Requirements Specification (Articles)

Jingbai Tian, Keqing He, Chong Wang, Huafeng Chen

Journal of Software Engineering and Applications Vol.2 No.1，April 16, 2009

DOI: 10.4236/jsea.2009.21002 4,824 Downloads 9,385 Views Citations
A New Approach to Software Development Fusion Process Model (Articles)

Rupinder Kaur, Jyotsna Sengupta

Journal of Software Engineering and Applications Vol.3 No.10，November 19, 2010

DOI: 10.4236/jsea.2010.310117 6,316 Downloads 12,279 Views Citations
The BP-M* Methodology for Process Analysis in the Health Sector (Articles)

Antonio Di Leva, Salvatore Femiano

Intelligent Information Management Vol.3 No.2，March 9, 2011

DOI: 10.4236/iim.2011.32007 6,236 Downloads 11,210 Views Citations
Extending Extreme Programming User Stories to Meet ISO 9001 Formality Requirements (Articles)

Malik Qasaimeh, Alain Abran

Journal of Software Engineering and Applications Vol.4 No.11，November 21, 2011

DOI: 10.4236/jsea.2011.411074 7,153 Downloads 11,529 Views Citations
Empirical Analysis for High Quality Software Development (Articles)

Naomi Honda, Shigeru Yamada

American Journal of Operations Research Vol.2 No.1，March 14, 2012

DOI: 10.4236/ajor.2012.21004 6,030 Downloads 9,625 Views Citations

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