SABR Model; Calibration Problems; FX Data - Articles

Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Open Journal of Applied Sciences Vol.3 No.6, October 16, 2013

DOI: 10.4236/ojapps.2013.36045 3,885 Downloads 6,908 Views Citations
The SABR Model: Explicit Formulae of the Moments of the Forward Prices/Rates Variable and Series Expansions of the Transition Probability Density and of the Option Prices (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Journal of Applied Mathematics and Physics Vol.2 No.7, June 13, 2014

DOI: 10.4236/jamp.2014.27062 5,447 Downloads 8,265 Views Citations
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Journal of Mathematical Finance Vol.3 No.1, February 26, 2013

DOI: 10.4236/jmf.2013.31002 6,829 Downloads 13,007 Views Citations
A Full Asymptotic Series of European Call Option Prices in the SABR Model with Beta = 1 (Articles)

Z. Guo, H. Schellhorn

Applied Mathematics Vol.10 No.6, June 28, 2019

DOI: 10.4236/am.2019.106034 813 Downloads 2,025 Views Citations
This article belongs to the Special Issue on Stochastic Process and Stochastic Calculus
Fourth-Order Predictive Modelling: I. General-Purpose Closed-Form Fourth-Order Moments-Constrained MaxEnt Distribution (Articles)

Dan Gabriel Cacuci

American Journal of Computational Mathematics Vol.13 No.4, October 16, 2023

DOI: 10.4236/ajcm.2023.134024 212 Downloads 842 Views Citations
Calibration and Validation of Decision Support System for Agro-Technology Transfer Model for Simulating Growth and Yield of Maize in Bangladesh (Articles)

F. Ahmed, Apurba K. Choudhury, S. Akhter, M. A. Aziz, Jatish C. Biswas, M. Maniruzzaman, M. Main Uddin Miah, M. M. Rahman, M. A. H. S. Jahan, Imrul Mosaddek Ahmed, R. Sen, S. Ishtiaque, A. F. M. Tariqul Islam, M. M. Haque, M. Belal Hossain, Naveen Kalra, M. Hafijur Rahman

American Journal of Plant Sciences Vol.8 No.7, June 23, 2017

DOI: 10.4236/ajps.2017.87113 2,176 Downloads 5,552 Views Citations
Calibration of Hydrognomon Model for Simulating the Hydrology of Urban Catchment (Articles)

Haruna Garba, Abubakar Ismail, Folagbade Olusoga Peter Oriola

Open Journal of Modern Hydrology Vol.3 No.2, April 29, 2013

DOI: 10.4236/ojmh.2013.32010 5,106 Downloads 8,825 Views Citations
Validation of PSIAC Model for Sediment Yields Estimation in Ungauged Catchments of Tanzania (Articles)

P. M. Ndomba

International Journal of Geosciences Vol.4 No.7, September 27, 2013

DOI: 10.4236/ijg.2013.47104 5,768 Downloads 9,055 Views Citations
Evaluation of Mid-Plane Dose by Flat Panel Transit Dosimetry Method and by EBT2 Film Incident Dosimetry (Articles)

Kalliopi Mandourari, Christos Antypas, Christina Armpilia, Ioannis Floros, Pantelis Karaiskos, Panagiotis Sandilos

International Journal of Medical Physics, Clinical Engineering and Radiation Oncology Vol.4 No.3, August 11, 2015

DOI: 10.4236/ijmpcero.2015.43029 3,304 Downloads 4,388 Views Citations
Sensitivity Analysis and Calibration of Hydrological Modeling of the Watershed Northeast Brazil (Articles)

Marinoé Gonzaga da Silva, Antenor de Oliveira de Aguiar Netto, Ramiro Joaquim de Jesus Neves, Anderson Nascimento do Vasco, Carina Almeida, Gregório Guirado Faccioli

Journal of Environmental Protection Vol.6 No.8, August 21, 2015

DOI: 10.4236/jep.2015.68076 6,009 Downloads 9,238 Views Citations
This article belongs to the Special Issue on Environmental Modelling
Assessment of the Sensitivity of Streamflow Simulations to Changes in Patch Resolution Using GIS Based Hydro-Ecologic Model (Articles)

Samson G. Mengistu, Melkamu A. Ali, Fuad A. Yassin

Open Journal of Modern Hydrology Vol.6 No.2, April 6, 2016

DOI: 10.4236/ojmh.2016.62007 2,987 Downloads 4,558 Views Citations
Challenges of Groundwater Flow Model Calibration Using MODFLOW in Ethiopia: With Particular Emphasis to the Upper Awash River Basin (Articles)

Behailu Berehanu, Tenalem Ayenew, Tilahun Azagegn

Journal of Geoscience and Environment Protection Vol.5 No.3, February 16, 2017

DOI: 10.4236/gep.2017.53005 5,571 Downloads 9,013 Views Citations
A Robust Estimation Method for Camera Calibration with Known Rotation (Articles)

Amir Egozi, Dov Eilot, Peter Maass, Chen Sagiv

Applied Mathematics Vol.6 No.9, August 12, 2015

DOI: 10.4236/am.2015.69137 3,236 Downloads 4,691 Views Citations
Calibration of the Infiltration Rate Curve from the LN Trend Line at Eight Sites of Interest, Based on Infiltration Tests Carried out (Articles)

Victor Rogelio Tirado Picado

Open Journal of Applied Sciences Vol.12 No.7, July 7, 2022

DOI: 10.4236/ojapps.2022.127075 266 Downloads 1,287 Views Citations
The Quantification of Intra-Fractional Tumour Motion Errors in Lung Stereotactic Ablative Radiotherapy Patients (Articles)

Ibrahem H. Kanbayti, Qamar Ghafoor, Gareth Webster, Saddig Jastaniah

International Journal of Medical Physics, Clinical Engineering and Radiation Oncology Vol.6 No.2, May 10, 2017

DOI: 10.4236/ijmpcero.2017.62010 1,750 Downloads 3,408 Views Citations
The Future of FX Trading: Exploring the Intersection of AI, Open Innovation, and Industry Evolution (Articles)

Krissy Jones

Technology and Investment Vol.15 No.2, May 29, 2024

DOI: 10.4236/ti.2024.152007 266 Downloads 1,394 Views Citations
Modelling of Streamflow of a Catchment in Kenya (Articles)

John P. O. Obiero, Mohammed A. Hassan, Lawrence O. M. Gumbe

Journal of Water Resource and Protection Vol.3 No.9, September 29, 2011

DOI: 10.4236/jwarp.2011.39077 6,741 Downloads 12,532 Views Citations
Calibration of HEC-RAS Model on Prediction of Flood for Lower Tapi River, India (Articles)

Prafulkumar V. Timbadiya, Prem Lal Patel, Prakash D. Porey

Journal of Water Resource and Protection Vol.3 No.11, November 24, 2011

DOI: 10.4236/jwarp.2011.311090 10,728 Downloads 20,972 Views Citations
Calibration of Channel Roughness for Mahanadi River, (India) Using HEC-RAS Model (Articles)

Prabeer Kumar Parhi, R. N. Sankhua, G. P. Roy

Journal of Water Resource and Protection Vol.4 No.10, October 30, 2012

DOI: 10.4236/jwarp.2012.410098 5,964 Downloads 10,454 Views Citations
Modeling Camera Image Formation Using a Feedforward Neural Network (Articles)

Yongtae Do

Open Journal of Applied Sciences Vol.3 No.1B, January 22, 2013

DOI: 10.4236/ojapps.2013.31B015 4,507 Downloads 7,188 Views Citations

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