Stochastic Volatility; Markov Switching; Local Risk Minimization; Hedging; Volatility Derivative - Articles

Modeling Solid Waste Minimization Performance at Source in Dar es Salaam City, Tanzania (Articles)

Abdon Salim Mapunda, Richard Joseph Kimwaga, Shaaban Ally Kassuwi

Journal of Geoscience and Environment Protection Vol.12 No.9, September 9, 2024

DOI: 10.4236/gep.2024.129002 169 Downloads 1,005 Views Citations
Risk Return Relationship in the Portfolio Selection Models (Articles)

Ken Hung, C. W. Yang, Yifan Zhao, Kuo-Hao Lee

Theoretical Economics Letters Vol.8 No.3, February 12, 2018

DOI: 10.4236/tel.2018.83025 1,269 Downloads 4,060 Views Citations
Fuzzy Stochastic Differential Equations Driven by a Fuzzy Brownian Motion (Articles)

Kumwimba S. Didier, Walo O. Rebecca, Mabela M. Rostin, Badibi O. Christopher, Kankolongo K. Patient, Marcel Remon

Journal of Applied Mathematics and Physics Vol.10 No.3, March 8, 2022

DOI: 10.4236/jamp.2022.103046 390 Downloads 1,636 Views Citations
Risk Identification based on Hidden Semi-Markov Model in Smart Distribution Network (Articles)

Fangyuan Chang, Wanxing Sheng, Tianshu Zhang, Yu Zhang, Xiaohui Song

Energy and Power Engineering Vol.5 No.4B, November 12, 2013

DOI: 10.4236/epe.2013.54B183 5,061 Downloads 6,481 Views Citations
Optimal Investment under Dual Risk Model and Markov Modulated Financial Market (Articles)

Lin Xu, Liming Zhang, Dongjin Zhu

Journal of Mathematical Finance Vol.5 No.2, May 12, 2015

DOI: 10.4236/jmf.2015.52015 3,607 Downloads 4,817 Views Citations
Stochastic Modelling of Vulnerability Life Cycle and Security Risk Evaluation (Articles)

Sasith M. Rajasooriya, Chris P. Tsokos, Pubudu Kalpani Kaluarachchi

Journal of Information Security Vol.7 No.4, July 21, 2016

DOI: 10.4236/jis.2016.74022 2,394 Downloads 4,565 Views Citations
A Game Theoretic Approach on an Optimal Investment-Consumption-Insurance Strategy (Articles)

Gaoganwe Sophie Moagi, Obonye Doctor

Journal of Mathematical Finance Vol.12 No.4, November 21, 2022

DOI: 10.4236/jmf.2022.124038 303 Downloads 1,614 Views Citations
Analysis and Research on Local Government Debt Problems in China (Articles)

Fan Zou

Modern Economy Vol.10 No.1, January 18, 2019

DOI: 10.4236/me.2019.101013 1,959 Downloads 4,405 Views Citations
Risks and Countermeasures of Local Government Debt in China (Articles)

Siyuan Dai

Modern Economy Vol.11 No.10, October 29, 2020

DOI: 10.4236/me.2020.1110112 932 Downloads 2,834 Views Citations
Optimal Variational Portfolios with Inflation Protection Strategy and Efficient Frontier of Expected Value of Wealth for a Defined Contributory Pension Scheme (Articles)

Joshua O. Okoro, Charles I. Nkeki

Journal of Mathematical Finance Vol.3 No.4, November 27, 2013

DOI: 10.4236/jmf.2013.34050 3,681 Downloads 6,215 Views Citations
RLS Wiener Predictor with Uncertain Observations in Linear Discrete-Time Stochastic Systems (Articles)

Seiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez

Journal of Signal and Information Processing Vol.2 No.3, August 31, 2011

DOI: 10.4236/jsip.2011.23019 4,771 Downloads 8,136 Views Citations
Identifying the dependency pattern of daily rainfall of Dhaka station in Bangladesh using Markov chain and logistic regression model (Articles)

Mina Mahbub Hossain, Sayedul Anam

Agricultural Sciences Vol.3 No.3, May 15, 2012

DOI: 10.4236/as.2012.33045 6,145 Downloads 10,464 Views Citations
Convergence of Invariant Measures of Truncation Approximations to Markov Processes (Articles)

Andrew G. Hart, Richard L. Tweedie

Applied Mathematics Vol.3 No.12A, December 31, 2012

DOI: 10.4236/am.2012.312A301 5,599 Downloads 8,802 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
A Stochastic SIVS Epidemic Model Based on Birth and Death Process (Articles)

Lin Zhu, Tiansi Zhang

Journal of Applied Mathematics and Physics Vol.4 No.9, September 29, 2016

DOI: 10.4236/jamp.2016.49186 2,033 Downloads 4,034 Views Citations
Robust Finite-Time H_∞ Filtering for Discrete-Time Markov Jump Stochastic Systems (Articles)

Aiqing Zhang

Journal of Applied Mathematics and Physics Vol.6 No.11, November 26, 2018

DOI: 10.4236/jamp.2018.611201 856 Downloads 1,847 Views Citations
Origin of Dynamic Correlations of Words in Written Texts (Articles)

Hiroshi Ogura, Hiromi Amano, Masato Kondo

Journal of Data Analysis and Information Processing Vol.7 No.4, October 15, 2019

DOI: 10.4236/jdaip.2019.74014 762 Downloads 1,762 Views Citations
Approximations of Quasi-Stationary Distributions of the Stochastic SVIR Model for the Measles (Articles)

Moussa Seydou, Moussa Tessa

Journal of Applied Mathematics and Physics Vol.9 No.9, September 16, 2021

DOI: 10.4236/jamp.2021.99145 360 Downloads 1,417 Views Citations
Analysis of a POMDP Model for an Optimal Maintenance Problem with Multiple Imperfect Repairs (Articles)

Nobuyuki Tamura

American Journal of Operations Research Vol.13 No.6, November 3, 2023

DOI: 10.4236/ajor.2023.136008 248 Downloads 1,010 Views Citations
Applications of Dynamic-Equilibrium Continuous Markov Stochastic Processes to Elements of Survival Analysis (Articles)

Eugen Mamontov, Ziad Taib

Journal of Applied Mathematics and Physics Vol.7 No.1, January 14, 2019

DOI: 10.4236/jamp.2019.71006 802 Downloads 1,837 Views Citations
Relative Performance Evaluation of Competing Crude Oil Prices’ Volatility Forecasting Models: A Slacks-Based Super-Efficiency DEA Model (Articles)

Jamal Ouenniche, Bing Xu, Kaoru Tone

American Journal of Operations Research Vol.4 No.4, July 10, 2014

DOI: 10.4236/ajor.2014.44023 3,739 Downloads 5,797 Views Citations

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