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Title
Abstract
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DOI
Author
Journal
Affiliation
ISSN
Subject
Pricing Options in Jump Diffusion Models Using Mellin Transforms
(Articles)
Robert Frontczak
Journal of Mathematical Finance
Vol.3 No.3
,August 15, 2013
DOI:
10.4236/jmf.2013.33037
7,451
Downloads
11,674
Views
Citations
Optimal Investment and Risk Control Strategy for an Insurer under the Framework of Expected Logarithmic Utility
(Articles)
Tingyun Wang
Open Journal of Statistics
Vol.6 No.2
,April 26, 2016
DOI:
10.4236/ojs.2016.62024
2,031
Downloads
2,679
Views
Citations
Estimation of Stochastic Volatility with a Compensated Poisson Jump Using Quadratic Variation
(Articles)
Perpetual Saah Andam
,
Joseph Ackora-Prah
,
Sure Mataramvura
Applied Mathematics
Vol.8 No.7
,July 27, 2017
DOI:
10.4236/am.2017.87077
855
Downloads
1,936
Views
Citations
A Study on the Number of Jumps and Jump Height in Volleyball: From a Mock Game of College Men Players
(Articles)
Yuki Mori
,
Yuta Yamada
,
Sayuri Umezaki
,
Noriyuki Kida
,
Teruo Nomura
Advances in Physical Education
Vol.12 No.1
,January 12, 2022
DOI:
10.4236/ape.2022.121001
305
Downloads
3,267
Views
Citations
Effects of Fascial Manipulative Treatment on Bone Tissue
(Articles)
Mauro D’Alessandro
,
Christiane Heinisch
,
Floriana Bonzini
Open Journal of Orthopedics
Vol.13 No.6
,June 14, 2023
DOI:
10.4236/ojo.2023.136022
80
Downloads
998
Views
Citations
A Kinematic Study of Technical Characteristics in Elite Male Triple Jump Athletes in Zhejiang Province
(Articles)
Zhanyang He
,
Binyong Ye
,
Zhanfei Zhang
,
Feng Gao
,
Houwei Zhu
Open Access Library Journal
Vol.10 No.10
,October 13, 2023
DOI:
10.4236/oalib.1110754
97
Downloads
580
Views
Citations
Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model
(Articles)
Ruili Hao
,
Yonghui Liu
,
Shoubai Wang
Journal of Mathematical Finance
Vol.4 No.1
,January 10, 2014
DOI:
10.4236/jmf.2014.41002
4,749
Downloads
7,817
Views
Citations
This article belongs to the Special Issue on
Option Pricing Research
Credit Derivative Valuation and Parameter Estimation for Multi-Factor Affine CIR-Type Hazard Rate Model
(Articles)
Alma P. Bimbabou Maboulou
,
Hopolang P. Mashele
Journal of Mathematical Finance
Vol.5 No.3
,July 16, 2015
DOI:
10.4236/jmf.2015.53024
4,130
Downloads
5,556
Views
Citations
Attenuated Model of Pricing Credit Default Swap under the Fractional Brownian Motion Environment
(Articles)
Wenjing Gu
,
Yinglin Liu
,
Ruili Hao
Journal of Mathematical Finance
Vol.6 No.2
,March 9, 2016
DOI:
10.4236/jmf.2016.62021
2,859
Downloads
3,894
Views
Citations
A Comparative Study of Equilibrium Equity Premium under Discrete Distributions of Jump Amplitudes
(Articles)
George M. Mukupa
,
Elias R. Offen
,
Douglas Kunda
,
Edward M. Lungu
Journal of Mathematical Finance
Vol.6 No.1
,February 29, 2016
DOI:
10.4236/jmf.2016.61020
2,683
Downloads
3,552
Views
Citations
Measuring the Intraday Jump Tail Risk of Financial Asset Price with Noisy High Frequency Data
(Articles)
Chao Yu
,
Xujie Zhao
,
Feng Zhang
Open Journal of Statistics
Vol.7 No.1
,February 20, 2017
DOI:
10.4236/ojs.2017.71006
1,304
Downloads
2,432
Views
Citations
Optimal Portfolio Choice in a Jump-Diffusion Model with Self-Exciting
(Articles)
Baojun Bian
,
Xinfu Chen
,
Xudong Zeng
Journal of Mathematical Finance
Vol.9 No.3
,August 20, 2019
DOI:
10.4236/jmf.2019.93020
751
Downloads
2,042
Views
Citations
This article belongs to the Special Issue on
Financial Econometrics
Multi-Name Extension to the Credit Grades and an Efficient Monte Carlo Method
(Articles)
Hideyuki Takada
Journal of Mathematical Finance
Vol.4 No.3
,May 28, 2014
DOI:
10.4236/jmf.2014.43017
3,458
Downloads
4,653
Views
Citations
Outcomes of Severely Malnourished Children Aged 6 - 59 Months on Outpatient Management Program in Kitui County Hospital, Kenya
(Articles)
Dorothy Mbaya
,
Lucy Kivuti Bitok
,
Anna K. Karani
,
Boniface Osano
,
Michael Habtu
Open Journal of Pediatrics
Vol.5 No.4
,December 25, 2015
DOI:
10.4236/ojped.2015.54049
4,050
Downloads
5,489
Views
Citations
Risk Component Based Infrastructure Debt Valuation Analysis and Long-Term Investment
(Articles)
Chunlan Wang
,
Satheesh Kumar Sundararajan
Journal of Financial Risk Management
Vol.5 No.3
,September 9, 2016
DOI:
10.4236/jfrm.2016.53014
2,261
Downloads
4,247
Views
Citations
The Impact of Electronic Banking on the Credit Risk of Commercial Banks
—An Empirical Study Based on KMV Model
(Articles)
Zheng Zhao
,
Yue Lan
,
Xiaoyu Wu
Journal of Mathematical Finance
Vol.6 No.5
,November 17, 2016
DOI:
10.4236/jmf.2016.65054
2,511
Downloads
6,230
Views
Citations
Leverage, Default Risk, and the Cross-Section of Equity and Firm Returns
(Articles)
Frederick M. Hood III
Modern Economy
Vol.7 No.14
,December 14, 2016
DOI:
10.4236/me.2016.714143
1,827
Downloads
3,552
Views
Citations
This article belongs to the Special Issue on
Credit
The Role of Group Size and Correlated Project Outcomes in Group Lending
(Articles)
Marina Markheim
Theoretical Economics Letters
Vol.7 No.5
,July 21, 2017
DOI:
10.4236/tel.2017.75080
1,108
Downloads
2,516
Views
Citations
Targeted Sensitization as a Strategy to Reducing Loan Default in Microfinance Bank Operations in Yola, Adamawa State, Nigeria
(Articles)
Shuaib Jalaludeen
,
Ferdinand Che
,
Fatima Jalal-Eddeen
Open Access Library Journal
Vol.5 No.1
,January 17, 2018
DOI:
10.4236/oalib.1104275
812
Downloads
2,464
Views
Citations
Central Pain Syndrome: Etiological Perspectives from the 3D Default Space Model of Consciousness
(Articles)
Ravinder Jerath
,
Connor Beveridge
,
Michael Jensen
World Journal of Neuroscience
Vol.8 No.2
,May 15, 2018
DOI:
10.4236/wjns.2018.82022
865
Downloads
2,825
Views
Citations
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