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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
3,573
Downloads
6,198
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
5,057
Downloads
7,356
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
6,559
Downloads
12,305
Views
Citations
A Full Asymptotic Series of European Call Option Prices in the SABR Model with Beta = 1
(Articles)
Z. Guo
,
H. Schellhorn
Applied Mathematics
Vol.10 No.6
,June 28, 2019
DOI:
10.4236/am.2019.106034
588
Downloads
1,365
Views
Citations
This article belongs to the Special Issue on
Stochastic Process and Stochastic Calculus
Fourth-Order Predictive Modelling: I. General-Purpose Closed-Form Fourth-Order Moments-Constrained MaxEnt Distribution
(Articles)
Dan Gabriel Cacuci
American Journal of Computational Mathematics
Vol.13 No.4
,October 16, 2023
DOI:
10.4236/ajcm.2023.134024
73
Downloads
216
Views
Citations
Calibration and Validation of Decision Support System for Agro-Technology Transfer Model for Simulating Growth and Yield of Maize in Bangladesh
(Articles)
F. Ahmed
,
Apurba K. Choudhury
,
S. Akhter
,
M. A. Aziz
,
Jatish C. Biswas
,
M. Maniruzzaman
,
M. Main Uddin Miah
,
M. M. Rahman
,
M. A. H. S. Jahan
,
Imrul Mosaddek Ahmed
,
R. Sen
,
S. Ishtiaque
,
A. F. M. Tariqul Islam
,
M. M. Haque
,
M. Belal Hossain
,
Naveen Kalra
,
M. Hafijur Rahman
American Journal of Plant Sciences
Vol.8 No.7
,June 23, 2017
DOI:
10.4236/ajps.2017.87113
1,780
Downloads
4,476
Views
Citations
Calibration of Hydrognomon Model for Simulating the Hydrology of Urban Catchment
(Articles)
Haruna Garba
,
Abubakar Ismail
,
Folagbade Olusoga Peter Oriola
Open Journal of Modern Hydrology
Vol.3 No.2
,April 29, 2013
DOI:
10.4236/ojmh.2013.32010
4,696
Downloads
8,082
Views
Citations
Validation of PSIAC Model for Sediment Yields Estimation in Ungauged Catchments of Tanzania
(Articles)
P. M. Ndomba
International Journal of Geosciences
Vol.4 No.7
,September 27, 2013
DOI:
10.4236/ijg.2013.47104
5,464
Downloads
8,531
Views
Citations
Evaluation of Mid-Plane Dose by Flat Panel Transit Dosimetry Method and by EBT2 Film Incident Dosimetry
(Articles)
Kalliopi Mandourari
,
Christos Antypas
,
Christina Armpilia
,
Ioannis Floros
,
Pantelis Karaiskos
,
Panagiotis Sandilos
Int'l J. of Medical Physics, Clinical Eng. and Radiation Oncology
Vol.4 No.3
,August 11, 2015
DOI:
10.4236/ijmpcero.2015.43029
3,110
Downloads
3,908
Views
Citations
Sensitivity Analysis and Calibration of Hydrological Modeling of the Watershed Northeast Brazil
(Articles)
Marinoé Gonzaga da Silva
,
Antenor de Oliveira de Aguiar Netto
,
Ramiro Joaquim de Jesus Neves
,
Anderson Nascimento do Vasco
,
Carina Almeida
,
Gregório Guirado Faccioli
Journal of Environmental Protection
Vol.6 No.8
,August 21, 2015
DOI:
10.4236/jep.2015.68076
5,540
Downloads
8,234
Views
Citations
This article belongs to the Special Issue on
Environmental Modelling
Assessment of the Sensitivity of Streamflow Simulations to Changes in Patch Resolution Using GIS Based Hydro-Ecologic Model
(Articles)
Samson G. Mengistu
,
Melkamu A. Ali
,
Fuad A. Yassin
Open Journal of Modern Hydrology
Vol.6 No.2
,April 6, 2016
DOI:
10.4236/ojmh.2016.62007
2,752
Downloads
3,847
Views
Citations
Challenges of Groundwater Flow Model Calibration Using MODFLOW in Ethiopia: With Particular Emphasis to the Upper Awash River Basin
(Articles)
Behailu Berehanu
,
Tenalem Ayenew
,
Tilahun Azagegn
Journal of Geoscience and Environment Protection
Vol.5 No.3
,February 16, 2017
DOI:
10.4236/gep.2017.53005
4,966
Downloads
7,948
Views
Citations
A Robust Estimation Method for Camera Calibration with Known Rotation
(Articles)
Amir Egozi
,
Dov Eilot
,
Peter Maass
,
Chen Sagiv
Applied Mathematics
Vol.6 No.9
,August 12, 2015
DOI:
10.4236/am.2015.69137
3,055
Downloads
4,130
Views
Citations
Calibration of the Infiltration Rate Curve from the LN Trend Line at Eight Sites of Interest, Based on Infiltration Tests Carried out
(Articles)
Victor Rogelio Tirado Picado
Open Journal of Applied Sciences
Vol.12 No.7
,July 7, 2022
DOI:
10.4236/ojapps.2022.127075
128
Downloads
632
Views
Citations
The Quantification of Intra-Fractional Tumour Motion Errors in Lung Stereotactic Ablative Radiotherapy Patients
(Articles)
Ibrahem H. Kanbayti
,
Qamar Ghafoor
,
Gareth Webster
,
Saddig Jastaniah
Int'l J. of Medical Physics, Clinical Eng. and Radiation Oncology
Vol.6 No.2
,May 10, 2017
DOI:
10.4236/ijmpcero.2017.62010
1,575
Downloads
3,091
Views
Citations
Modelling of Streamflow of a Catchment in Kenya
(Articles)
John P. O. Obiero
,
Mohammed A. Hassan
,
Lawrence O. M. Gumbe
Journal of Water Resource and Protection
Vol.3 No.9
,September 29, 2011
DOI:
10.4236/jwarp.2011.39077
6,423
Downloads
12,014
Views
Citations
Calibration of HEC-RAS Model on Prediction of Flood for Lower Tapi River, India
(Articles)
Prafulkumar V. Timbadiya
,
Prem Lal Patel
,
Prakash D. Porey
Journal of Water Resource and Protection
Vol.3 No.11
,November 24, 2011
DOI:
10.4236/jwarp.2011.311090
9,668
Downloads
19,832
Views
Citations
Calibration of Channel Roughness for Mahanadi River, (India) Using HEC-RAS Model
(Articles)
Prabeer Kumar Parhi
,
R. N. Sankhua
,
G. P. Roy
Journal of Water Resource and Protection
Vol.4 No.10
,October 30, 2012
DOI:
10.4236/jwarp.2012.410098
5,384
Downloads
9,373
Views
Citations
Modeling Camera Image Formation Using a Feedforward Neural Network
(Articles)
Yongtae Do
Open Journal of Applied Sciences
Vol.3 No.1B
,January 22, 2013
DOI:
10.4236/ojapps.2013.31B015
4,211
Downloads
6,593
Views
Citations
Modeling Preparative Chromatographic Separation of Heavy Rare Earth Elements and Optimization of Thulium Purification
(Articles)
Mark Max-Hansen
,
Hans-Kristian Knutson
,
Christian Jönsson
,
Marcus Degerman
,
Bernt Nilsson
Advances in Materials Physics and Chemistry
Vol.5 No.5
,April 29, 2015
DOI:
10.4236/ampc.2015.55016
3,284
Downloads
4,362
Views
Citations
This article belongs to the Special Issue on
Rare Earth Research
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