Stochastic Volatility Model - Articles - Scientific Research Publishing

The Evolution of Contestable Markets: A Computing Simulation (Articles)

Zhenguo Han, Hui Zhang, Minrong He

iBusiness Vol.2 No.3, September 30, 2010

DOI: 10.4236/ib.2010.23037 5,151 Downloads 8,602 Views Citations
Harmonic Oscillator with Fluctuating Mass (Articles)

Moshe Gitterman

Journal of Modern Physics Vol.2 No.10, October 19, 2011

DOI: 10.4236/jmp.2011.210140 6,280 Downloads 12,211 Views Citations
Optimal Portfolio Control with Unknown Horizon (Articles)

Moawia Alghalith

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

DOI: 10.4236/jmf.2012.21005 4,132 Downloads 8,338 Views Citations
Asset Pricing with Stochastic Habit Formation (Articles)

Masao Nakagawa

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

DOI: 10.4236/jmf.2012.22018 5,130 Downloads 9,755 Views Citations
An Upper Bound for Conditional Second Moment of the Solution of a SDE (Articles)

Andriy Yurachkivsky

Applied Mathematics Vol.4 No.1, January 28, 2013

DOI: 10.4236/am.2013.41023 3,077 Downloads 5,175 Views Citations
Risk-Sensitive Asset Management under a Wishart Autoregressive Factor Model (Articles)

Hiroaki Hata, Jun Sekine

Journal of Mathematical Finance Vol.3 No.1A, March 29, 2013

DOI: 10.4236/jmf.2013.31A021 4,971 Downloads 8,753 Views Citations
This article belongs to the Special Issue on Forecasting and Portfolio Construction
Breast Cancer Screening: A Stochastic DEA Study (Articles)

Maria Elena Bruni

American Journal of Operations Research Vol.3 No.6, October 31, 2013

DOI: 10.4236/ajor.2013.36049 3,880 Downloads 6,929 Views Citations
On DFT Molecular Simulation for Non-Adaptive Kernel Approximation (Articles)

Maharavo Randrianarivony

Advances in Materials Physics and Chemistry Vol.4 No.6, June 18, 2014

DOI: 10.4236/ampc.2014.46013 2,563 Downloads 3,812 Views Citations
Erratum to “On DFT Molecular Simulation for Non-Adaptive Kernel Approximation” [Advances in Materials Physics and Chemistry Vol. 4 No. 6 (June 2014) 105-115] (Articles)

Maharavo Randrianarivony

Advances in Materials Physics and Chemistry Vol.5 No.3, March 6, 2015

DOI: 10.4236/ampc.2015.53012 1,997 Downloads 3,320 Views Citations
A Literature Review of Stochastic Programming and Unit Commitment (Articles)

Hang Dai, Ni Zhang, Wencong Su

Journal of Power and Energy Engineering Vol.3 No.4, April 14, 2015

DOI: 10.4236/jpee.2015.34029 6,983 Downloads 9,597 Views Citations
A Review of Wavelets Solution to Stochastic Heat Equation with Random Inputs (Articles)

Anthony Y. Aidoo, Matilda Wilson

Applied Mathematics Vol.6 No.14, December 23, 2015

DOI: 10.4236/am.2015.614196 3,535 Downloads 4,813 Views Citations
Unemployment Rate in ECCAS Countries: Structural Changes and Stochastic Convergence (Articles)

Jean Roméo Félix Kouika Bouanza, Mathias Marie Adrien Ndinga

Modern Economy Vol.11 No.11, November 20, 2020

DOI: 10.4236/me.2020.1111123 501 Downloads 1,878 Views Citations
Mutual Fund Management Fees and Returns: A Stochastic Dominance Analysis (Articles)

Ayfer Gurun

Theoretical Economics Letters Vol.13 No.6, December 19, 2023

DOI: 10.4236/tel.2023.136084 190 Downloads 887 Views Citations
Numerical Methods in Financial and Actuarial Applications: A Stochastic Maximum Principle Approach (Articles)

Marina Di Giacinto

Journal of Mathematical Finance Vol.8 No.2, April 4, 2018

DOI: 10.4236/jmf.2018.82019 1,368 Downloads 4,305 Views Citations
This article belongs to the Special Issue on Actuarial Science and Finance
Stochastic Viscosity Solutions for SPDEs with Discontinuous Coefficients (Articles)

Yidong Zhang

Applied Mathematics Vol.11 No.11, November 30, 2020

DOI: 10.4236/am.2020.1111083 777 Downloads 1,672 Views Citations
Ant Colony Optimization Based on Adaptive Volatility Rate of Pheromone Trail (Articles)

Zhaoquan CAI, Han HUANG, Yong QIN, Xianheng MA

International Journal of Communications, Network and System Sciences Vol.2 No.8, November 17, 2009

DOI: 10.4236/ijcns.2009.28092 5,756 Downloads 10,513 Views Citations
Revisiting Characteristics of Ionic Liquids: A Review for Further Application Development (Articles)

Rusen Feng, Dongbin Zhao, Yongjun Guo

Journal of Environmental Protection Vol.1 No.2, June 29, 2010

DOI: 10.4236/jep.2010.12012 10,636 Downloads 23,295 Views Citations
Volatility Spillover from Oil to Food and Agricultural Raw Material Markets (Articles)

Muge Kaltalioglu, Ugur Soytas

Modern Economy Vol.2 No.2, May 17, 2011

DOI: 10.4236/me.2011.22011 6,122 Downloads 12,574 Views Citations
The Effect of Tick Size on Testing for Nonlinearity in Financial Markets Data (Articles)

Heather Mitchell, Michael McKenzie

Journal of Mathematical Finance Vol.1 No.1, June 1, 2011

DOI: 10.4236/jmf.2011.11001 6,310 Downloads 12,876 Views Citations
On the Consistency of a Firm’s Value with a Lognormal Diffusion Process (Articles)

Andrew M. K. Cheung, Van Son Lai

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

DOI: 10.4236/jmf.2012.21003 5,089 Downloads 8,998 Views Citations

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