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ISSN
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Generalized Method of Moments and Generalized Estimating Functions Using Characteristic Function
(Articles)
Andrew Luong
Open Journal of Statistics
Vol.10 No.3
,June 30, 2020
DOI:
10.4236/ojs.2020.103035
576
Downloads
1,676
Views
Citations
Forecasting Value-at-Risk of Financial Markets under the Global Pandemic of COVID-19 Using Conditional Extreme Value Theory
(Articles)
Cyprian Omari
,
Simon Mundia
,
Immaculate Ngina
Journal of Mathematical Finance
Vol.10 No.4
,October 22, 2020
DOI:
10.4236/jmf.2020.104034
1,204
Downloads
3,673
Views
Citations
Transformation of the Angular Power Spectrum of the Cosmic Microwave Background (CMB) Radiation into Reciprocal Spaces and Consequences of This Approach
(Articles)
Ladislav Červinka
Journal of Modern Physics
Vol.2 No.11
,November 23, 2011
DOI:
10.4236/jmp.2011.211165
4,456
Downloads
7,869
Views
Citations
Analysis of the Probability Model of Wind Load on the Offshore Wind Turbine
(Articles)
Bowen Jiang
,
Mingjie Zhao
,
Pan Liu
,
Ziyuan Tang
Open Journal of Civil Engineering
Vol.5 No.2
,June 23, 2015
DOI:
10.4236/ojce.2015.52026
4,741
Downloads
6,119
Views
Citations
Numerical Approximation of Fractal Dimension of Gaussian Stochastic Processes
(Articles)
Freddy H. Marin Sanchez
,
William Eduardo Alfonso
Applied Mathematics
Vol.5 No.12
,June 26, 2014
DOI:
10.4236/am.2014.512169
3,882
Downloads
5,419
Views
Citations
This article belongs to the Special Issue on
Fractal Theory and Applications
Optimal Economic Life Interval Evaluation Method of Transformers
(Articles)
Zhen Mei
,
Bo Ruan
,
Yu Li
,
Jun Huang
,
Cheng Long
Energy and Power Engineering
Vol.9 No.4B
,April 6, 2017
DOI:
10.4236/epe.2017.94B010
2,920
Downloads
4,116
Views
Citations
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
5,941
Downloads
9,008
Views
Citations
Credit Scoring with Ego-Network Data
(Articles)
Stanley Sewe
,
Philip Ngare
,
Patrick Weke
Journal of Mathematical Finance
Vol.9 No.3
,August 22, 2019
DOI:
10.4236/jmf.2019.93027
531
Downloads
1,291
Views
Citations
Stochastic Volatility Jump-Diffusion Model for Option Pricing
(Articles)
Nonthiya Makate
,
Pairote Sattayatham
Journal of Mathematical Finance
Vol.1 No.3
,November 8, 2011
DOI:
10.4236/jmf.2011.13012
5,321
Downloads
12,144
Views
Citations
Joint Characteristic Function of Stock Log-Price and Squared Volatility in the Bates Model and Its Asset Pricing Applications
(Articles)
Oleksandr Zhylyevskyy
Theoretical Economics Letters
Vol.2 No.4
,November 1, 2012
DOI:
10.4236/tel.2012.24074
4,471
Downloads
7,313
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
6,573
Downloads
12,334
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
5,079
Downloads
7,419
Views
Citations
Option Pricing with Stochastic Volatility
(Articles)
Rossano Giandomenico
Journal of Applied Mathematics and Physics
Vol.3 No.12
,December 25, 2015
DOI:
10.4236/jamp.2015.312189
2,526
Downloads
3,678
Views
Citations
Properties of Time-Varying Causality Tests in the Presence of Multivariate Stochastic Volatility
(Articles)
Daiki Maki
Open Journal of Statistics
Vol.6 No.5
,October 8, 2016
DOI:
10.4236/ojs.2016.65064
1,497
Downloads
2,461
Views
Citations
Valuating New Product Development Project with a Stochastic Volatility Model
(Articles)
Chengru Hu
,
Chulhee Jun
,
Maggie Foley
Journal of Mathematical Finance
Vol.6 No.5
,November 30, 2016
DOI:
10.4236/jmf.2016.65064
1,570
Downloads
3,388
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
1,091
Downloads
2,146
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
602
Downloads
1,394
Views
Citations
This article belongs to the Special Issue on
Stochastic Process and Stochastic Calculus
Some New Estimators of Integrated Volatility
(Articles)
Jaya P. N. Bishwal
Open Journal of Statistics
Vol.1 No.2
,July 29, 2011
DOI:
10.4236/ojs.2011.12008
4,834
Downloads
8,333
Views
Citations
Modeling Exchange Rate Dynamics in Egypt: Observed and Unobserved Volatility
(Articles)
Dina Rofael
,
Rana Hosni
Modern Economy
Vol.6 No.1
,January 14, 2015
DOI:
10.4236/me.2015.61006
4,328
Downloads
6,109
Views
Citations
Performance of the Heston’s Stochastic Volatility Model: A Study in Indian Index Options Market
(Articles)
Shivam Singh
,
Alok Dixit
Theoretical Economics Letters
Vol.6 No.2
,April 6, 2016
DOI:
10.4236/tel.2016.62018
2,379
Downloads
4,391
Views
Citations
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