Double Heston Model - Articles - Scientific Research Publishing

A Closed-Form Pricing Formula for European Options under a New Nonlinear Double Heston Model with Regime-Switching (Articles)

Zhen Yuan, Haomin Zhang, Songyu Hong

American Journal of Industrial and Business Management Vol.16 No.4, April 24, 2026

DOI: 10.4236/ajibm.2026.164023 60 Downloads 295 Views Citations
Bank of America Stock Price Research (Articles)

Pancheng Qu

Journal of Financial Risk Management Vol.9 No.2, June 24, 2020

DOI: 10.4236/jfrm.2020.92007 795 Downloads 2,441 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 4,116 Downloads 5,814 Views Citations
Efficient Pricing of European-Style Options under Heston’s Stochastic Volatility Model (Articles)

Oleksandr Zhylyevskyy

Theoretical Economics Letters Vol.2 No.1, February 23, 2012

DOI: 10.4236/tel.2012.21003 6,380 Downloads 13,203 Views Citations
Fourier-Cosine Method for Pricing Equity-Indexed Annuity under Heston Model (Articles)

Xingchi Gu, Xiao Wei

Theoretical Economics Letters Vol.13 No.3, June 30, 2023

DOI: 10.4236/tel.2023.133039 247 Downloads 1,152 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 3,163 Downloads 6,873 Views Citations
Forecasting Crude Oil Price Volatility by Heston Model (Articles)

Patrick Kandege Mwanakatwe, Joanitha Daniel, Kulwa Roberth Nzungu

Journal of Mathematical Finance Vol.13 No.3, August 29, 2023

DOI: 10.4236/jmf.2023.133026 401 Downloads 1,863 Views Citations
Real Options Assessment in the Time-Fractional Heston Model with Jump and Inertia (Articles)

Ngoyi Landu Tresor, René Gilles Bokolo, Mabela Rostin, Walo Omana

Journal of Applied Mathematics and Physics Vol.13 No.6, June 12, 2025

DOI: 10.4236/jamp.2025.136111 95 Downloads 503 Views Citations
Optimal Investment and Consumption Problem with Stochastic Environments (Articles)

Stanley Jere, Elias Rabson Offen, Othusitse Basmanebothe

Journal of Mathematical Finance Vol.12 No.4, October 21, 2022

DOI: 10.4236/jmf.2022.124032 358 Downloads 1,647 Views Citations
A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models with Dependent Volatility and Return Processes (Articles)

Raj Jagannathan

Journal of Mathematical Finance Vol.6 No.2, May 19, 2016

DOI: 10.4236/jmf.2016.62026 3,213 Downloads 5,184 Views Citations
Double Parton Scattering in Associate Higgs Boson Production with Heavy Quarks at the LHC (Articles)

Mohammad Yousif Hussein

Journal of Modern Physics Vol.4 No.4A, April 26, 2013

DOI: 10.4236/jmp.2013.44A001 5,177 Downloads 8,024 Views Citations
This article belongs to the Special Issue on High Energy Physics
Comprehensive Development Evaluation System of Asian Infrastructure Investment Bank Based on Double Diamond Model (Articles)

Min Lu, Jianping Wu, Qingjun Meng

American Journal of Industrial and Business Management Vol.5 No.7, July 31, 2015

DOI: 10.4236/ajibm.2015.57051 4,013 Downloads 5,798 Views Citations
Seasonal Variation of Carbon and Nitrogen Emissions from Turfgrass (Articles)

Said A. Hamido, Elizabeth A. Guertal, C. Wesley Wood

American Journal of Climate Change Vol.5 No.4, November 2, 2016

DOI: 10.4236/ajcc.2016.54033 1,908 Downloads 3,720 Views Citations
Assessing Cowpea-Wheat Double Cropping Strategies in the Southern United States Using the DSSAT Crop Model (Articles)

Prem Woli, Gerald Ray Smith, Charles Long, Francis Monte Rouquette Jr.

Agricultural Sciences Vol.13 No.6, June 30, 2022

DOI: 10.4236/as.2022.136049 319 Downloads 1,406 Views Citations
A Trapezoidal Fuzzy Heston Model Calibrated to Copper Futures Prices (Articles)

Kankolongo Kadilu Patient, Kumwimba Seya Didier, Panga Lutanda Grégoire, Balowayi Bondu Bernard, Mwania Wakosia José

American Journal of Computational Mathematics Vol.16 No.2, June 11, 2026

DOI: 10.4236/ajcm.2026.162006 17 Downloads 132 Views Citations
Modeling and Analysis of Submerged Arc Weld Power Supply Based on Double Closed-Loop Control (Articles)

Baoshan Shi, Kuanfang He, Xuejun Li, Dongmin Xiao

Journal of Software Engineering and Applications Vol.3 No.7, July 23, 2010

DOI: 10.4236/jsea.2010.37083 5,423 Downloads 10,472 Views Citations
Double Autocorrelation in Two Way Error Component Models (Articles)

J. M. Bosson Brou, Eugene Kouassi, Kern O. Kymn

Open Journal of Statistics Vol.1 No.3, October 20, 2011

DOI: 10.4236/ojs.2011.13022 4,390 Downloads 8,192 Views Citations
Pricing Double Barrier Parisian Option Using Finite Difference (Articles)

Xuemei Gao

Journal of Financial Risk Management Vol.2 No.4, October 31, 2013

DOI: 10.4236/jfrm.2013.24011 5,178 Downloads 9,863 Views Citations
Wind Tunnel Validation of Double Multiple Streamtube Model for Vertical Axis Wind Turbine (Articles)

Palanisamy Mohan Kumar, Sudhakar Rao Rashmitha, Narasimalu Srikanth, Teik-Cheng Lim

Smart Grid and Renewable Energy Vol.8 No.12, December 28, 2017

DOI: 10.4236/sgre.2017.812027 1,707 Downloads 4,035 Views Citations
Inorganic Fertilizer Adoption, Use Intensity and Rainfed Rice Yield in Benin (Articles)

Firmin N. Anago, Dagbenonbakin G. Dieudonné, Agbangba C. Emile, Oussou C. T. Brice, Amadji L. Guillaume

Open Journal of Soil Science Vol.10 No.1, January 20, 2020

DOI: 10.4236/ojss.2020.101001 1,242 Downloads 3,239 Views Citations

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