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ISSN
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Valuing European Put Options under Skewness and Increasing [Excess] Kurtosis
(Articles)
John-Peter D. Chateau
Journal of Mathematical Finance
Vol.4 No.3
,May 6, 2014
DOI:
10.4236/jmf.2014.43015
4,313
Downloads
6,507
Views
Citations
Jump Diffusion Modeling of Stock Prices on Ghana Stock Exchange
(Articles)
Osei Antwi
,
Kyere Bright
,
Kwasi Awuah Wereko
Journal of Applied Mathematics and Physics
Vol.8 No.9
,September 7, 2020
DOI:
10.4236/jamp.2020.89131
491
Downloads
2,424
Views
Citations
Abrasive WaterJet Machining of Thick Carrara Marble: Cutting Performance vs. Profile, Lagging and WaterJet Angle Assessments
(Articles)
Mohammad S. Alsoufi
,
Dhia K. Suker
,
Mohammed W. Alhazmi
,
Sufyan Azam
Materials Sciences and Applications
Vol.8 No.5
,May 25, 2017
DOI:
10.4236/msa.2017.85025
1,350
Downloads
2,587
Views
Citations
Granulometric and Sedimentologic Study of Beach Sediments, Lagos, Southwestern Nigeria
(Articles)
Olusiji S. Ayodele
,
Henry Y. Madukwe
International Journal of Geosciences
Vol.10 No.3
,March 28, 2019
DOI:
10.4236/ijg.2019.103017
1,454
Downloads
4,959
Views
Citations
Performance of Risk Measures in Portfolio Construction on Central and South-East European Emerging Markets
(Articles)
Jelena Vidovic
American Journal of Operations Research
Vol.1 No.4
,December 5, 2011
DOI:
10.4236/ajor.2011.14027
4,009
Downloads
7,742
Views
Citations
An Epsilon Half Normal Slash Distribution and Its Applications to Nonnegative Measurements
(Articles)
Wenhao Gui
,
Pei-Hua Chen
,
Haiyan Wu
Open Journal of Optimization
Vol.2 No.1
,March 29, 2013
DOI:
10.4236/ojop.2013.21001
5,132
Downloads
10,762
Views
Citations
Flexible Reduced Logarithmic-Inverse Lomax Distribution with Application for Bladder Cancer
(Articles)
Mohamed M. Buzaridah
,
Dina A. Ramadan
,
Beih S. El-Desouky
Open Journal of Modelling and Simulation
Vol.9 No.4
,August 31, 2021
DOI:
10.4236/ojmsi.2021.94023
177
Downloads
911
Views
Citations
Exploiting the European Volatility Index Features: Anti-Persistence, Skewness, Kurtosis, and the Role of the Hurst Exponent
(Articles)
Michele Anelli
,
Michele Patanè
,
Stefano Zedda
Modern Economy
Vol.14 No.5
,May 31, 2023
DOI:
10.4236/me.2023.145034
70
Downloads
368
Views
Citations
A Comparison of VaR Estimation Procedures for Leptokurtic Equity Index Returns
(Articles)
Malay Bhattacharyya
,
Siddarth Madhav R
Journal of Mathematical Finance
Vol.2 No.1
,February 28, 2012
DOI:
10.4236/jmf.2012.21002
5,358
Downloads
10,862
Views
Citations
Day-Ahead Probabilistic Load Flow Analysis Considering Wind Power Forecast Error Correlation
(Articles)
Qiang Ding
,
Chuancheng Zhang
,
Jingyang Zhou
,
Sai Dai
,
Dan Xu
,
Zhiqiang Luo
,
Chengwei Zhai
Energy and Power Engineering
Vol.9 No.4B
,April 6, 2017
DOI:
10.4236/epe.2017.94B034
2,712
Downloads
3,582
Views
Citations
Beta-Exponentiated Ishita Distribution and Its Applications
(Articles)
Samuel Ugochukwu Enogwe
,
Gabriel Chuwukwuemeka Ibeh
Open Journal of Statistics
Vol.11 No.5
,October 8, 2021
DOI:
10.4236/ojs.2021.115041
170
Downloads
874
Views
Citations
A Skewness-Adjusted Binomial Model for Pricing Futures Options—The Importance of the Mean and Carrying-Cost Parameters
(Articles)
Stafford Johnson
,
Amit Sen
,
Brian Balyeat
Journal of Mathematical Finance
Vol.2 No.1
,February 28, 2012
DOI:
10.4236/jmf.2012.21013
4,496
Downloads
8,324
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
678
Downloads
1,313
Views
Citations
This article belongs to the Special Issue on
Financial Derivatives
A Class of Lindley and Weibull Distributions
(Articles)
Said Hofan Alkarni
Open Journal of Statistics
Vol.6 No.4
,August 29, 2016
DOI:
10.4236/ojs.2016.64058
2,120
Downloads
3,637
Views
Citations
Comparison of SVM and ANN for classification of eye events in EEG
(Articles)
Rajesh Singla
,
Brijil Chambayil
,
Arun Khosla
,
Jayashree Santosh
Journal of Biomedical Science and Engineering
Vol.4 No.1
,January 30, 2011
DOI:
10.4236/jbise.2011.41008
6,956
Downloads
15,094
Views
Citations
Aversion to Risk and Downside Risk in the Large and in the Small under Non-Expected Utility: A Quantile Approach
(Articles)
Jean-Paul Chavas
,
Kwansoo Kim
Theoretical Economics Letters
Vol.5 No.6
,December 29, 2015
DOI:
10.4236/tel.2015.56090
4,834
Downloads
6,509
Views
Citations
Importance of Skewness in Investor Utility: Evidence from the Chinese Stock Markets
(Articles)
Patrick Kuok Kun
Journal of Mathematical Finance
Vol.7 No.4
,November 3, 2017
DOI:
10.4236/jmf.2017.74047
1,186
Downloads
3,312
Views
Citations
Classification of Intervertebral Disc Degeneration in Low Back Pain Using Diffusional Kurtosis Imaging
(Articles)
Hiromitsu Takano
,
Ikuho Yonezawa
,
Takatoshi Okuda
,
Kazuo Kaneko
Open Journal of Radiology
Vol.10 No.2
,June 10, 2020
DOI:
10.4236/ojrad.2020.102009
528
Downloads
1,731
Views
Citations
New Probability Distributions in Astrophysics: I. The Truncated Generalized Gamma
(Articles)
Lorenzo Zaninetti
International Journal of Astronomy and Astrophysics
Vol.9 No.4
,December 23, 2019
DOI:
10.4236/ijaa.2019.94027
408
Downloads
1,076
Views
Citations
Product Market Competition and Economic Growth: The Role of Increasing Returns to Production Specialization
(Articles)
Juin-jen Chang
,
Hsiao-wen Hung
Theoretical Economics Letters
Vol.2 No.3
,August 3, 2012
DOI:
10.4236/tel.2012.23043
4,633
Downloads
8,673
Views
Citations
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