LIBOR Market Model - Articles - Scientific Research Publishing

Valuation of Quanto Caps and Floors in a Calibrated Multi-Curve Cross-Currency LIBOR Market Model (Articles)

Charity Wamwea, Philip Ngare, Martin Le Doux Mbele Bidima, Susan Mwelu

Journal of Mathematical Finance Vol.9 No.4, October 30, 2019

DOI: 10.4236/jmf.2019.94036 1,129 Downloads 2,664 Views Citations
The SAFEX-JIBAR Market Models (Articles)

Victor Gumbo

Journal of Mathematical Finance Vol.2 No.4, November 29, 2012

DOI: 10.4236/jmf.2012.24035 7,785 Downloads 11,427 Views Citations
Complex Dynamics Analysis for Cournot Game with Bounded Rationality in Power Market (Articles)

Hongming Yang, Yongxi Zhang

Journal of Electromagnetic Analysis and Applications Vol.1 No.1, March 12, 2009

DOI: 10.4236/jemaa.2009.11009 5,170 Downloads 9,724 Views Citations
The Empirical Study about Introduction of Stock Index Futures on the Volatility of Spot Market (Articles)

Guiliang Tian, Huixiangzi Zheng

iBusiness Vol.5 No.3B, November 8, 2013

DOI: 10.4236/ib.2013.53B024 5,606 Downloads 8,130 Views Citations
Smallholder Farmers’ Decision and Level of Participation in the Potato Market in Uganda (Articles)

Christopher Sebatta, Johnny Mugisha, Enid Katungi, Apolo Kashaaru, Harriet Kyomugisha

Modern Economy Vol.5 No.8, July 18, 2014

DOI: 10.4236/me.2014.58082 8,700 Downloads 13,018 Views Citations
Stochastic Model of Rural Agribusiness Supply Chain: A Case Study of Gatsibo District (Articles)

Exode Rukundo

Modern Economy Vol.13 No.3, March 21, 2022

DOI: 10.4236/me.2022.133021 425 Downloads 1,718 Views Citations
The Momentum Effect in China’s Stock Market (Articles)

Duan Zhao, Yifan Liu, Wansha Meng, Jun Shao, Gaiyin Wang, Qinghuan Zheng

Modern Economy Vol.14 No.10, September 28, 2023

DOI: 10.4236/me.2023.1410066 346 Downloads 2,145 Views Citations
EURIBOR Market Modeling and Monte Carlo Pricing of Caps Interest Rate Derivatives (Articles)

Enock N. Mokaya

Journal of Mathematical Finance Vol.16 No.2, May 14, 2026

DOI: 10.4236/jmf.2026.162007 44 Downloads 277 Views Citations
Empirical Research on Spillover Effect among Stock, Money and Foreign Exchange Market of China (Articles)

Yunlong Yu, Dong Liao

Modern Economy Vol.8 No.5, May 12, 2017

DOI: 10.4236/me.2017.85047 2,132 Downloads 4,412 Views Citations
Quantification of GARCH (1, 1) Model Misspecification with Three Known Assumed Error Term Distributions (Articles)

Zonia Chandre Stiglingh, Modisane Bennett Seitshiro

Journal of Financial Risk Management Vol.11 No.3, August 11, 2022

DOI: 10.4236/jfrm.2022.113026 403 Downloads 2,763 Views Citations
CSA Discounting: Impacts on Pricing and Risk of Commodity Derivatives (Articles)

R. Abbate

Journal of Financial Risk Management Vol.3 No.3, September 29, 2014

DOI: 10.4236/jfrm.2014.33011 13,403 Downloads 17,642 Views Citations
Fixed Interest Player v/s Floating Interest Player: Tug of War (Articles)

Naseem Ahamed

Theoretical Economics Letters Vol.5 No.4, August 4, 2015

DOI: 10.4236/tel.2015.54055 3,750 Downloads 5,615 Views Citations
The Time-Varying Spillover Effects between China’s Carbon Markets and Energy Market: Evidence Using the TVP-DY Index Model (Articles)

Xiao Sun, Huihui Li, Lantao Xu

American Journal of Industrial and Business Management Vol.12 No.6, June 24, 2022

DOI: 10.4236/ajibm.2022.126059 472 Downloads 1,858 Views Citations
Corporations’ Investment, Market Value, and Involuntary Unemployment in a Stock Market Overlapping Generations Model: A Purely Theoretical Exercise (Articles)

Karl Farmer

Modern Economy Vol.15 No.5, May 11, 2024

DOI: 10.4236/me.2024.155026 226 Downloads 838 Views Citations
This article belongs to the Special Issue on Finance and Investment
Research on the Dynamic Volatility Relationship between Chinese and U.S. Stock Markets Based on the DCC-GARCH Model under the Background of the COVID-19 Pandemic (Articles)

Simin Wu, Yan Liang, Weixun Li

Journal of Applied Mathematics and Physics Vol.12 No.9, September 11, 2024

DOI: 10.4236/jamp.2024.129184 105 Downloads 775 Views Citations
Study on Option Price Model of the Transaction of Information Commodities (Articles)

Changping HU, Xianjun QI

Journal of Service Science and Management Vol.2 No.4, December 15, 2009

DOI: 10.4236/jssm.2009.24047 5,353 Downloads 8,901 Views Citations
On Valuing Constant Maturity Swap Spread Derivatives (Articles)

Leonard Tchuindjo

Journal of Mathematical Finance Vol.2 No.2, May 23, 2012

DOI: 10.4236/jmf.2012.22020 11,297 Downloads 17,482 Views Citations
Duration Dependence in Housing Price Market: A Metro Level Test in United States (Articles)

Ali Shajarizadeh, Marcel Voia

Applied Mathematics Vol.5 No.19, November 5, 2014

DOI: 10.4236/am.2014.519278 3,795 Downloads 4,886 Views Citations
A Neuron Model with Dendritic Nonlinearity for Predicting the Influence of Overreaction in Shanghai Stock Market (Articles)

Sha Zijun, Hu Lin

Chinese Studies Vol.4 No.1, January 23, 2015

DOI: 10.4236/chnstd.2015.41001 3,342 Downloads 4,592 Views Citations
Country Selection for International Expansion: TOPSIS Method Analysis (Articles)

Assamoi Valerie Christian, Yabin Zhang, Coulibaly Kigbajah Salifou

Modern Economy Vol.7 No.4, April 29, 2016

DOI: 10.4236/me.2016.74052 3,149 Downloads 6,775 Views Citations

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