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 4,419 Downloads 10,299 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 1,521 Downloads 2,115 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 5,956 Downloads 11,361 Views Citations
Stochastic Control for Asset Management (Articles)

James J. Kung, Wing-Keung Wong, E-Ching Wu

Journal of Mathematical Finance Vol.3 No.1，February 26, 2013

DOI: 10.4236/jmf.2013.31005 4,518 Downloads 8,992 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 4,324 Downloads 6,808 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 992 Downloads 1,981 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 192 Downloads 492 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 2,425 Downloads 3,874 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 858 Downloads 1,683 Views Citations
This article belongs to the Special Issue on Financial Innovation
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 6,015 Downloads 10,712 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 6,437 Downloads 8,006 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 3,722 Downloads 7,218 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 2,984 Downloads 4,351 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 794 Downloads 1,394 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 5,826 Downloads 11,039 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 5,520 Downloads 9,681 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 6,561 Downloads 10,564 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 4,392 Downloads 8,437 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 5,527 Downloads 8,662 Views Citations
Analysis of Fusion Process Model—Case Study (Articles)

Rupinder Kaur, Jyotsna Sengupta

Journal of Software Engineering and Applications Vol.5 No.3，March 29, 2012

DOI: 10.4236/jsea.2012.53019 6,412 Downloads 9,204 Views Citations

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