Stochastic Data - Articles - Scientific Research Publishing

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 6,865 Downloads 13,080 Views Citations
Determining the Technical Efficiency of Specialty Ophthalmology Hospital Using SFA and DEA: 2009-2011 (Articles)

Majid Heydari, Azadeh Ahmadzadeh Ghasab, Haleh Mousavi Isfahani, Mehdi Raadabadi, Mohsen Barouni

Health Vol.6 No.9, March 28, 2014

DOI: 10.4236/health.2014.69102 4,213 Downloads 6,210 Views Citations
This article belongs to the Special Issue on Health Economics
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 5,472 Downloads 8,360 Views Citations
Construction and Update of an Online Ensemble Score Involving Linear Discriminant Analysis and Logistic Regression (Articles)

Benoît Lalloué, Jean-Marie Monnez, Eliane Albuisson

Applied Mathematics Vol.13 No.2, February 28, 2022

DOI: 10.4236/am.2022.132018 349 Downloads 1,239 Views Citations
The Analysis of Real Data Using a Stochastic Dynamical System Able to Model Spiky Prices (Articles)

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

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

DOI: 10.4236/jmf.2012.21001 5,476 Downloads 9,732 Views Citations
Adaptive Filter for High Dimensional Inverse Engineering Problems: From Theory to Practical Implementation (Articles)

Hong Son Hoang, Rémy Barailles

Engineering Vol.5 No.5A, May 24, 2013

DOI: 10.4236/eng.2013.55A010 4,577 Downloads 6,860 Views Citations
This article belongs to the Special Issue on Mathematical Problems in Engineering
Performance of the Heston’s Stochastic Volatility Model: A Study in Indian Index Options Market (Articles)

Shivam Singh, Alok Dixit

Theoretical Economics Letters Vol.6 No.2, April 6, 2016

DOI: 10.4236/tel.2016.62018 2,701 Downloads 5,584 Views Citations
Nonlinear Properties of the Rice Statistical Distribution: Theory and Applications in Stochastic Data Analysis (Articles)

Tatiana Yakovleva

Journal of Applied Mathematics and Physics Vol.7 No.11, November 13, 2019

DOI: 10.4236/jamp.2019.711190 717 Downloads 2,405 Views Citations
Performance and Availability Evaluation of Big Data Environments in the Private Cloud (Articles)

Tarcísio Rolim, Erica Sousa

Journal of Computer and Communications Vol.12 No.12, December 31, 2024

DOI: 10.4236/jcc.2024.1212015 160 Downloads 754 Views Citations
Randomized Constraint Limit Linear Programming in Risk Management (Articles)

Dennis Ridley, Abdullah Khan

Journal of Applied Mathematics and Physics Vol.8 No.11, November 30, 2020

DOI: 10.4236/jamp.2020.811199 580 Downloads 1,991 Views Citations
Statistical Methods of SNP Data Analysis and Applications (Articles)

Alexander Bulinski, Oleg Butkovsky, Victor Sadovnichy, Alexey Shashkin, Pavel Yaskov, Alexander Balatskiy, Larisa Samokhodskaya, Vsevolod Tkachuk

Open Journal of Statistics Vol.2 No.1, January 6, 2012

DOI: 10.4236/ojs.2012.21008 11,394 Downloads 27,452 Views Citations
Statistical Wave Equation for Nonrelativistic Rigid Body Motions (Articles)

George H. Goedecke

Journal of Modern Physics Vol.8 No.12, November 10, 2017

DOI: 10.4236/jmp.2017.812114 909 Downloads 2,069 Views Citations
Statistical Description of Nonrelativistic Classical Systems (Articles)

George H. Goedecke

Journal of Modern Physics Vol.8 No.5, April 25, 2017

DOI: 10.4236/jmp.2017.85050 1,762 Downloads 3,218 Views Citations
General Closed-Form Solutions to the Dynamic Optimization Problem in Incomplete Markets (Articles)

Moawia Alghalith

Applied Mathematics Vol.2 No.4, March 31, 2011

DOI: 10.4236/am.2011.24054 4,625 Downloads 9,002 Views Citations
An Alternative Method of Stochastic Optimization: The Portfolio Model (Articles)

Moawia Alghalith

Applied Mathematics Vol.2 No.7, July 15, 2011

DOI: 10.4236/am.2011.27123 4,927 Downloads 9,498 Views Citations
Generalized Stochastic Processes: The Portfolio Model (Articles)

Moawia Alghalith

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

DOI: 10.4236/jmf.2012.22022 4,372 Downloads 8,662 Views Citations
Construction of Zero Autocorrelation Stochastic Waveforms (Articles)

Somantika Datta

Advances in Pure Mathematics Vol.2 No.6, November 29, 2012

DOI: 10.4236/apm.2012.26065 4,618 Downloads 7,399 Views Citations
Calculating First Moments and Confidence Intervals for Generalized Stochastic Dividend Discount Models (Articles)

William J. Hurley

Journal of Mathematical Finance Vol.3 No.2, May 24, 2013

DOI: 10.4236/jmf.2013.32027 5,912 Downloads 9,449 Views Citations
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance (Articles)

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

Open Journal of Applied Sciences Vol.4 No.2, February 20, 2014

DOI: 10.4236/ojapps.2014.42004 7,540 Downloads 11,829 Views Citations
Density Functions and Descriptive Statistics for Distance Measures in Cartesian Space (Articles)

Patrick R. McMullen

American Journal of Operations Research Vol.15 No.5, August 29, 2025

DOI: 10.4236/ajor.2025.155008 122 Downloads 707 Views Citations

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