Constant Elasticity of Variance Model - Articles - Scientific Research Publishing

Malliavin Differentiability of CEV-Type Heston Model (Articles)

Shota Tsumurai

Journal of Mathematical Finance Vol.10 No.1, February 26, 2020

DOI: 10.4236/jmf.2020.101012 764 Downloads 1,818 Views Citations
Optimal Investment Problem with Multiple Risky Assets under the Constant Elasticity of Variance (CEV) Model (Articles)

Hui Zhao, Ximin Rong, Weiqin Ma, Bo Gao

Modern Economy Vol.3 No.6, October 31, 2012

DOI: 10.4236/me.2012.36092 4,600 Downloads 8,019 Views Citations
The Effects of Transaction Cost and Correlation of Brownian Motions on an Insurer’s Optimal Investment Strategy through Logarithmic Utility Optimization under Modified Constant Elasticity of Variance (M-CEV) Model (Articles)

Silas A. Ihedioha, Gbenga M. Ogungbenle, Philip T. Ajai

Open Access Library Journal Vol.7 No.7, July 13, 2020

DOI: 10.4236/oalib.1106488 246 Downloads 1,142 Views Citations
The Quantification of Model Risk According to the Principle of Relative Entropy with Case Studies (Articles)

Michael Jacobs Jr.

Journal of Financial Risk Management Vol.14 No.2, April 15, 2025

DOI: 10.4236/jfrm.2025.142007 136 Downloads 1,172 Views Citations
The Sum and Difference of Two Constant Elasticity of Variance Stochastic Variables (Articles)

Chi-Fai Lo

Applied Mathematics Vol.4 No.11, November 5, 2013

DOI: 10.4236/am.2013.411203 4,690 Downloads 7,037 Views Citations
Correlation of Brownian Motions and Its Impact on a Reinsurer’s Optimal Investment Strategy and Reinsured Proportion under Exponential Utility Maximization and Constant Elasticity of Variance Model (Articles)

Silas A. Ihedioha

Open Access Library Journal Vol.5 No.10, October 30, 2018

DOI: 10.4236/oalib.1104954 428 Downloads 1,284 Views Citations
A Unified Stochastic Volatility—Stochastic Correlation Model (Articles)

Xiang Lu, Gunter Meissner, Hong Sherwin

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

DOI: 10.4236/jmf.2020.104039 785 Downloads 3,017 Views Citations
This article belongs to the Special Issue on Financial Statistics
The Impact of Asset Price Bubbles on Credit Risk Measures (Articles)

Michael Jacobs Jr.

Journal of Financial Risk Management Vol.4 No.4, November 30, 2015

DOI: 10.4236/jfrm.2015.44019 5,062 Downloads 7,007 Views Citations
Revealing the Essence of Electric Permittivity Constant (Articles)

Nader Butto

Journal of High Energy Physics, Gravitation and Cosmology Vol.7 No.1, January 18, 2021

DOI: 10.4236/jhepgc.2021.71011 1,307 Downloads 4,193 Views Citations
The Mean-Variance Model Revisited with a Cash Account (Articles)

Chonghui Jiang, Yongkai Ma, Yunbi An

Journal of Mathematical Finance Vol.2 No.1, February 28, 2012

DOI: 10.4236/jmf.2012.21006 6,038 Downloads 11,225 Views Citations
Indirect Inference—A Methodological Essay on Its Role and Applications (Articles)

Patrick Minford, Yongdeng Xu

Theoretical Economics Letters Vol.14 No.2, April 18, 2024

DOI: 10.4236/tel.2024.142028 165 Downloads 654 Views Citations
The Essence and Nature of the Speed of Light: A Fundamental Constant Emerging from Vacuum Structure (Articles)

Nader Butto

Journal of High Energy Physics, Gravitation and Cosmology Vol.11 No.3, July 28, 2025

DOI: 10.4236/jhepgc.2025.113069 102 Downloads 898 Views Citations
Price and Income Elasticities of Gasoline Demand in Iran: Using Static, ECM, and Dynamic Models in Short, Intermediate, and Long Run (Articles)

Vahid Mohamad Taghvaee, Parviz Hajiani

Modern Economy Vol.5 No.9, August 7, 2014

DOI: 10.4236/me.2014.59087 4,693 Downloads 6,597 Views Citations
Estimating Elasticities for Freight Transport Using a Network Model: An Applied Methodological Framework (Articles)

Bart Jourquin

Journal of Transportation Technologies Vol.9 No.1, November 8, 2018

DOI: 10.4236/jtts.2019.91001 1,225 Downloads 2,691 Views Citations
Identifying Unusual Observations in Ridge Regression Linear Model Using Box-Cox Power Transformation Technique (Articles)

Aboobacker Jahufer

Open Journal of Statistics Vol.4 No.1, January 27, 2014

DOI: 10.4236/ojs.2014.41003 9,722 Downloads 17,599 Views Citations
Euler-Lagrange Elasticity: Differential Equations for Elasticity without Stress or Strain (Articles)

H. H. Hardy

Journal of Applied Mathematics and Physics Vol.1 No.7, December 17, 2013

DOI: 10.4236/jamp.2013.17004 9,850 Downloads 13,736 Views Citations
Euler-Lagrange Elasticity with Dynamics (Articles)

H. H. Hardy

Journal of Applied Mathematics and Physics Vol.2 No.13, December 23, 2014

DOI: 10.4236/jamp.2014.213138 7,004 Downloads 9,068 Views Citations
Study of the Influence of Nanoparticles on the Molecular Model of an Ideal Fluid (Articles)

Mahammadali Ahmad oglu Ramazanov, Mammad Samad oglu Aslanov

Applied Mathematics Vol.7 No.9, May 27, 2016

DOI: 10.4236/am.2016.79080 1,612 Downloads 2,488 Views Citations
A Model Study on the Effect of Housing Supply Elasticity on Labor Market (Articles)

Yihui Zhong

Open Journal of Business and Management Vol.5 No.3, July 20, 2017

DOI: 10.4236/ojbm.2017.53044 1,204 Downloads 2,459 Views Citations
The Age of the Universe Predicted by a Time-Varying G Model? (Articles)

Christopher Pilot

Journal of High Energy Physics, Gravitation and Cosmology Vol.5 No.3, July 31, 2019

DOI: 10.4236/jhepgc.2019.53048 1,159 Downloads 2,536 Views Citations

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