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DOI
Author
Journal
Affiliation
ISSN
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The Perils of Relying on Return Data When Testing Asset Pricing Models
(Articles)
John F. Pinfold
Journal of Mathematical Finance
Vol.12 No.1
,January 20, 2022
DOI:
10.4236/jmf.2022.121004
164
Downloads
647
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
6,574
Downloads
12,341
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
5,086
Downloads
7,442
Views
Citations
Foreign Exchange Derivative Pricing with Stochastic Correlation
(Articles)
Topilista Nabirye
,
Philip Ngare
,
Joseph Mungatu
Journal of Mathematical Finance
Vol.6 No.5
,November 23, 2016
DOI:
10.4236/jmf.2016.65059
1,674
Downloads
3,110
Views
Citations
On the Location of a Free Boundary for American Options
(Articles)
Ronald Katende
,
Diaraf Seck
,
Philip Ngare
Journal of Mathematical Finance
Vol.6 No.5
,November 24, 2016
DOI:
10.4236/jmf.2016.65062
1,883
Downloads
4,135
Views
Citations
Nonparametric Model Calibration for Derivatives
(Articles)
Frédéric Abergel
,
Rémy Tachet des Combes
,
Riadh Zaatour
Journal of Mathematical Finance
Vol.7 No.3
,July 13, 2017
DOI:
10.4236/jmf.2017.73030
1,094
Downloads
2,150
Views
Citations
Optimal Reservoir Operation Using Stochastic Dynamic Programming
(Articles)
Pan Liu
,
Jingfei Zhao
,
Liping Li
,
Yan Shen
Journal of Water Resource and Protection
Vol.4 No.6
,June 20, 2012
DOI:
10.4236/jwarp.2012.46038
5,816
Downloads
10,747
Views
Citations
Dynamic Reinsurance Strategy
(Articles)
Miwaka Yamashita
Journal of Mathematical Finance
Vol.13 No.3
,August 9, 2023
DOI:
10.4236/jmf.2023.133018
81
Downloads
479
Views
Citations
This article belongs to the Special Issue on
Mathematical Finance and Applications
An Enhanced Secure Heuristic-Stochastic Routing Arithmetic in MPLS Network
(Articles)
Ying Zheng
Communications and Network
Vol.3 No.4
,November 16, 2011
DOI:
10.4236/cn.2011.34026
5,943
Downloads
9,011
Views
Citations
Dynamic Pricing Model for the Operation of Closed-Loop Supply Chain System
(Articles)
Jiawang Xu
,
Yunlong Zhu
Intelligent Control and Automation
Vol.2 No.4
,November 3, 2011
DOI:
10.4236/ica.2011.24048
5,432
Downloads
8,074
Views
Citations
Dynamic Pricing of Perishable Products under Consumer Factor
(Articles)
Yanming Ge
,
Jianxin Zhang
Journal of Service Science and Management
Vol.4 No.4
,December 7, 2011
DOI:
10.4236/jssm.2011.44049
5,225
Downloads
9,122
Views
Citations
Study on Revenue Management Considering Strategic Customer Behavior
(Articles)
Chuiri Zhou
,
Yu Wu
Journal of Service Science and Management
Vol.4 No.4
,December 7, 2011
DOI:
10.4236/jssm.2011.44058
5,547
Downloads
10,549
Views
Citations
Dynamic Pricing for Perishable Products with Control of Cancellation Demands and Strategic Consumer
(Articles)
Hao Li
,
Meirong Tan
,
Liuxin Zou
Open Journal of Social Sciences
Vol.4 No.7
,August 2, 2016
DOI:
10.4236/jss.2016.47001
1,245
Downloads
1,982
Views
Citations
Dynamic Pricing of Perishable Products with Hybrid Consumer Buying Behavior
(Articles)
Weiwei Ji
,
Xiaofan Xie
,
Yinghui Xiao
American Journal of Industrial and Business Management
Vol.9 No.12
,December 24, 2019
DOI:
10.4236/ajibm.2019.912150
530
Downloads
1,423
Views
Citations
Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models
(Articles)
Tommaso Pellegrino
Journal of Mathematical Finance
Vol.9 No.3
,August 22, 2019
DOI:
10.4236/jmf.2019.93025
796
Downloads
1,750
Views
Citations
On a Generic Security Game Model
(Articles)
Vivek Shandilya
,
Sajjan Shiva
Int'l J. of Communications, Network and System Sciences
Vol.10 No.7
,July 28, 2017
DOI:
10.4236/ijcns.2017.107008
846
Downloads
1,708
Views
Citations
Reciprocity in Repeated Emotion Game Experiments: Analyses of a Game-Theoretic Econometric Model
(Articles)
Zhi Fan
,
Keqiang Li
,
Ya Zhou
Open Journal of Social Sciences
Vol.8 No.3
,March 13, 2020
DOI:
10.4236/jss.2020.83013
414
Downloads
965
Views
Citations
Game Theory Based Network Security
(Articles)
Yi Luo
,
Ferenc Szidarovszky
,
Youssif Al-Nashif
,
Salim Hariri
Journal of Information Security
Vol.1 No.1
,July 30, 2010
DOI:
10.4236/jis.2010.11005
7,195
Downloads
16,675
Views
Citations
Dynamic Game Research on Multiple Subjects in the Real Estate Market of China
(Articles)
Mingli Gong
Open Journal of Applied Sciences
Vol.7 No.4
,April 30, 2017
DOI:
10.4236/ojapps.2017.74016
1,601
Downloads
2,424
Views
Citations
Flexibility and Political Biases in Elections with Retrospective Voting
(Articles)
Robert C. Schmidt
Theoretical Economics Letters
Vol.8 No.10
,June 19, 2018
DOI:
10.4236/tel.2018.810106
587
Downloads
1,303
Views
Citations
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