Ornstein-Uhlenbeck Model - Articles - Scientific Research Publishing

An Explicit Solution for a Portfolio Selection Problem with Stochastic Volatility (Articles)

Albert N. Sandjo, Fabrice Colin, Salissou Moutari

Journal of Mathematical Finance Vol.7 No.1, February 28, 2017

DOI: 10.4236/jmf.2017.71011 2,115 Downloads 4,561 Views Citations
Stability of Stochastic Logistic Model with Ornstein-Uhlenbeck Process for Cell Growth of Microorganism in Fermentation Process (Articles)

Tawfiqullah Ayoubi

Applied Mathematics Vol.10 No.8, August 13, 2019

DOI: 10.4236/am.2019.108047 976 Downloads 2,392 Views Citations
Adaptive Risk Hedging for Call Options under Cox-Ingersoll-Ross Interest Rates (Articles)

Niloofar Ghorbani, Andrzej Korzeniowski

Journal of Mathematical Finance Vol.10 No.4, November 25, 2020

DOI: 10.4236/jmf.2020.104040 1,132 Downloads 2,512 Views Citations
Defining Single Asset Price Momentum in terms of a Stochastic Process (Articles)

KiHoon Jimmy Hong, Stephen Satchell

Theoretical Economics Letters Vol.2 No.3, August 3, 2012

DOI: 10.4236/tel.2012.23050 5,879 Downloads 9,928 Views Citations
Exponential Ergodicity and β-Mixing Property for Generalized Ornstein-Uhlenbeck Processes (Articles)

Oesook Lee

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

DOI: 10.4236/tel.2012.21004 5,767 Downloads 10,254 Views Citations
A Contingent Claim Approach to Bank Valuation (Articles)

Enahoro Alfred Owoloko, Nicholas Amienwan Omoregbe, Michael Akindele Okedoye

Journal of Mathematical Finance Vol.4 No.4, August 18, 2014

DOI: 10.4236/jmf.2014.44020 3,342 Downloads 5,210 Views Citations
Existence of Random Attractor Family for a Class of Nonlinear Higher-Order Kirchhoff Equations (Articles)

Guoguang Lin, Changqing Zhu

International Journal of Modern Nonlinear Theory and Application Vol.8 No.2, April 23, 2019

DOI: 10.4236/ijmnta.2019.82003 912 Downloads 1,898 Views Citations
Random Attractor Family for the Kirchhoff Equation of Higher Order with White Noise (Articles)

Guoguang Lin, Zhuoxi Li

Advances in Pure Mathematics Vol.9 No.4, April 29, 2019

DOI: 10.4236/apm.2019.94018 714 Downloads 1,644 Views Citations
A Family of the Random Attractors for a Class of Generalized Kirchhoff-Type Equations (Articles)

Guoguang Lin, Lujiao Yang

Journal of Applied Mathematics and Physics Vol.9 No.11, November 26, 2021

DOI: 10.4236/jamp.2021.911190 305 Downloads 1,011 Views Citations
Geometric Fractional Brownian Motion Perturbed by Fractional Ornstein-Uhlenbeck Process and Application on KLCI Option Pricing (Articles)

Mohammed Alhagyan, Masnita Misiran, Zurni Omar

Open Access Library Journal Vol.3 No.8, August 19, 2016

DOI: 10.4236/oalib.1102863 1,639 Downloads 3,372 Views Citations
Model Averaging by Stacking (Articles)

Claudio Morana

Open Journal of Statistics Vol.5 No.7, December 30, 2015

DOI: 10.4236/ojs.2015.57079 5,454 Downloads 6,866 Views Citations
This article belongs to the Special Issue on Multivariate Statistical Analysis
Towards Automatic Transformation from UML Model to FSM Model for Web Applications (Articles)

Xi Wang, Huaikou Miao, Liang Guo

Journal of Software Engineering and Applications Vol.1 No.1, December 9, 2008

DOI: 10.4236/jsea.2008.11010 6,406 Downloads 12,042 Views Citations
Model Interpretation Development: Analysis Design of Automatic Control System (Articles)

Guohua Wu, Wenning Liu, Qiuhua Zheng, Zhen Zhang

Journal of Software Engineering and Applications Vol.2 No.2, July 15, 2009

DOI: 10.4236/jsea.2009.22017 6,731 Downloads 11,758 Views Citations
The Models of Investing Schools (Articles)

Jun’e Liu, Lei Chai, Zina Xu

Journal of Applied Mathematics and Physics Vol.4 No.6, June 16, 2016

DOI: 10.4236/jamp.2016.46113 2,048 Downloads 3,173 Views Citations
A Small-Size Macroeconometric Model for Pakistan Economy (Articles)

Muhammad Nadim Hanif, Zulfiqar Hyder, Muhammad Amin Khan Lodhi, Mahmood ul Hassan Khan, Irem Batool

Technology and Investment Vol.2 No.2, June 3, 2011

DOI: 10.4236/ti.2011.22008 7,001 Downloads 13,491 Views Citations
Solving Basic Inventory Models Using Excel (Articles)

Sarbjit Singh

Theoretical Economics Letters Vol.8 No.11, August 6, 2018

DOI: 10.4236/tel.2018.811137 3,065 Downloads 11,575 Views Citations
Application of Markowitz Model to Mongolian Government Budget (Articles)

Ch. Ankhbayar, B. Lkhagvajav, N. Tungalag, R. Enkhbat

iBusiness Vol.11 No.3, September 19, 2019

DOI: 10.4236/ib.2019.113004 959 Downloads 2,250 Views Citations
NARCCAP Model Skill and Bias for the Southeast United States (Articles)

Erik D. Kabela, Gregory J. Carbone

American Journal of Climate Change Vol.4 No.1, March 23, 2015

DOI: 10.4236/ajcc.2015.41009 4,684 Downloads 6,359 Views Citations
Comparison of Stochastic Models in Forecasting Monthly Streamflow in Rivers: A Case Study of River Nile and Its Tributaries (Articles)

Mohammed A. Elganiny, Alaa Esmaeil Eldwer

Journal of Water Resource and Protection Vol.8 No.2, February 5, 2016

DOI: 10.4236/jwarp.2016.82012 6,009 Downloads 7,925 Views Citations
This article belongs to the Special Issue on Hydrological Hazards
A Mixed Model Analysis of a Fertilizer Experiment on Oil Palm in Nigeria (Articles)

Edwin A. Iguodala, Eghwerido Joseph Thomas, Austin Edokpayi, Obilade Titilola

Agricultural Sciences Vol.7 No.8, August 16, 2016

DOI: 10.4236/as.2016.78052 2,469 Downloads 4,414 Views Citations
This article belongs to the Special Issue on Fruit and Vegetables

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