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Affiliation
ISSN
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Uncertain Volatility Derivative Model Based on the Polynomial Chaos
(Articles)
Stefanos Drakos
Journal of Mathematical Finance
Vol.6 No.1
,February 19, 2016
DOI:
10.4236/jmf.2016.61007
3,626
Downloads
4,752
Views
Citations
An Explicit Solution for a Portfolio Selection Problem with Stochastic Volatility
(Articles)
Albert N. Sandjo
,
Fabrice Colin
,
Salissou Moutari
Journal of Mathematical Finance
Vol.7 No.1
,February 28, 2017
DOI:
10.4236/jmf.2017.71011
1,873
Downloads
3,702
Views
Citations
Mathematical Analysis of Financial Model on Market Price with Stochastic Volatility
(Articles)
Mitun Kumar Mondal
,
Md. Abdul Alim
,
Md. Faizur Rahman
,
Md. Haider Ali Biswas
Journal of Mathematical Finance
Vol.7 No.2
,May 19, 2017
DOI:
10.4236/jmf.2017.72019
2,847
Downloads
5,585
Views
Citations
Regime-Switching Model on Hourly Electricity Spot Price Dynamics
(Articles)
Samuel Asante Gyamerah
,
Philip Ngare
Journal of Mathematical Finance
Vol.8 No.1
,February 7, 2018
DOI:
10.4236/jmf.2018.81008
877
Downloads
1,818
Views
Citations
How Are Structural Breaks Related to Stock Return Volatility Persistence? Evidence from China and Japan
(Articles)
Chikashi Tsuji
Modern Economy
Vol.9 No.10
,October 18, 2018
DOI:
10.4236/me.2018.910102
640
Downloads
1,508
Views
Citations
Margin Trading and Securities Lending, Investor Sentiments and the Volatility of Chinese Securities Market
(Articles)
Huiting Huang
American Journal of Industrial and Business Management
Vol.9 No.3
,March 20, 2019
DOI:
10.4236/ajibm.2019.93036
1,127
Downloads
2,402
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
807
Downloads
1,745
Views
Citations
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
671
Downloads
1,490
Views
Citations
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
237
Downloads
705
Views
Citations
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
250
Downloads
1,739
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
419
Downloads
3,902
Views
Citations
Application of Elzaki Transform Method to Market Volatility Using the Black-Scholes Model
(Articles)
Henrietta Ify Ojarikre
,
Ideh Rapheal
,
Ebimene James Mamadu
Journal of Applied Mathematics and Physics
Vol.12 No.3
,March 26, 2024
DOI:
10.4236/jamp.2024.123050
48
Downloads
122
Views
Citations
On Two Transform Methods for the Valuation of Contingent Claims
(Articles)
Chuma Raphael Nwozo
,
Sunday Emmanuel Fadugba
Journal of Mathematical Finance
Vol.5 No.2
,March 30, 2015
DOI:
10.4236/jmf.2015.52009
3,898
Downloads
4,955
Views
Citations
GPS Workstation—A Static Point Averaging and Tracks Mapping Application
(Articles)
Khalid Amin Khan
,
Gulraiz Akhter
Positioning
Vol.4 No.1
,February 28, 2013
DOI:
10.4236/pos.2013.41007
4,894
Downloads
8,528
Views
Citations
Fuzzy Varying Coefficient Bilinear Regression of Yield Series
(Articles)
Ting He
,
Qiujun Lu
Journal of Data Analysis and Information Processing
Vol.3 No.3
,July 29, 2015
DOI:
10.4236/jdaip.2015.33006
3,281
Downloads
3,811
Views
Citations
Data Virtualization with SAP HANA Smart Data Access
(Articles)
Abani Pattanayak
Journal of Computer and Communications
Vol.5 No.8
,June 26, 2017
DOI:
10.4236/jcc.2017.58005
4,244
Downloads
13,855
Views
Citations
Analysis of Secured Cloud Data Storage Model for Information
(Articles)
Emmanuel Nwabueze Ekwonwune
,
Udo Chukwuebuka Chigozie
,
Duroha Austin Ekekwe
,
Georgina Chekwube Nwankwo
Journal of Software Engineering and Applications
Vol.17 No.5
,May 28, 2024
DOI:
10.4236/jsea.2024.175017
19
Downloads
76
Views
Citations
Study on 3D Geological Model of Highway Tunnels Modeling Method
(Articles)
Kun ZHENG
,
Fang ZHOU
,
Pei LIU
,
Peng KAN
Journal of Geographic Information System
Vol.2 No.1
,January 27, 2010
DOI:
10.4236/jgis.2010.21002
6,167
Downloads
11,342
Views
Citations
A Structural Equation Model (SEM) for Pharmacist Competencies in Improving Quality of Life of Cancer Patients: Effect of Missing Values on the SEM
(Articles)
Rieko Takehira
,
Keiko Murakami
,
Sirou Katayama
,
Kenji Nishizawa
,
Shigeo Yamamura
Pharmacology & Pharmacy
Vol.2 No.3
,July 28, 2011
DOI:
10.4236/pp.2011.23031
5,554
Downloads
10,556
Views
Citations
Grey GRM(1, 1) Model Based on Reciprocal Accumulated Generating and Its Application
(Articles)
Ruibiao Zou
,
Haiyan Wu
Applied Mathematics
Vol.3 No.6
,June 21, 2012
DOI:
10.4236/am.2012.36084
5,057
Downloads
7,315
Views
Citations
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