Modified Constant Elasticity of Variance M-CEV Model - Articles

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 248 Downloads 1,171 Views Citations
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 778 Downloads 1,863 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 4,645 Downloads 8,101 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 182 Downloads 1,268 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 4,721 Downloads 7,120 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 437 Downloads 1,327 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 830 Downloads 3,136 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 5,118 Downloads 7,114 Views Citations
Modeling and Adaptive Self-Tuning MVC Control of PAM Manipulator Using Online Observer Optimized with Modified Genetic Algorithm (Articles)

Ho Pham Huy Anh, Nguyen Thanh Nam

Engineering Vol.3 No.2, March 18, 2011

DOI: 10.4236/eng.2011.32016 6,178 Downloads 10,908 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 1,362 Downloads 4,404 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 6,085 Downloads 11,332 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 179 Downloads 712 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 116 Downloads 1,091 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 4,745 Downloads 6,692 Views Citations
A Cyclic Cosmological Model Based on the f(ρ) Modified Theory of Gravity (Articles)

Yaoming Shi

Journal of Modern Physics Vol.4 No.8A, August 20, 2013

DOI: 10.4236/jmp.2013.48A004 4,472 Downloads 6,649 Views Citations
This article belongs to the Special Issue on Gravitation, Astrophysics and Cosmology
Some Inequalities Involving the Exponential Transform (Articles)

Alex Kyriakis, Marios Kyriakis

Advances in Pure Mathematics Vol.14 No.12, December 25, 2024

DOI: 10.4236/apm.2024.1412047 156 Downloads 692 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 1,286 Downloads 2,789 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 9,734 Downloads 17,655 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 9,898 Downloads 13,831 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 7,120 Downloads 9,253 Views Citations

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