Multivariate Stochastic Volatility - Articles - Scientific Research Publishing

Are Mispricings Long-Lasting or Short-Lived? Evidence from S & P 500 Index ETF Options (Articles)

Feng Jiao

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

DOI: 10.4236/tel.2018.83027 1,051 Downloads 3,085 Views Citations
This article belongs to the Special Issue on Financial Derivatives
Measurement and Analysis of China’s Industrial Technical Efficiency (Articles)

Bing Li

Journal of Financial Risk Management Vol.7 No.1, March 30, 2018

DOI: 10.4236/jfrm.2018.71007 1,244 Downloads 2,768 Views Citations
Solution of Stochastic Quadratic Programming with Imperfect Probability Distribution Using Nelder-Mead Simplex Method (Articles)

Xinshun Ma, Xin Liu

Journal of Applied Mathematics and Physics Vol.6 No.5, May 31, 2018

DOI: 10.4236/jamp.2018.65095 935 Downloads 2,653 Views Citations
Modeling Election Problem by a Stochastic Differential Equation (Articles)

Nguyen Thanh Trung

American Journal of Operations Research Vol.8 No.6, October 30, 2018

DOI: 10.4236/ajor.2018.86024 1,144 Downloads 3,414 Views Citations
Periodic Solution for a Stochastic Predator-Prey Model with Impulses and Holling-II Functional Response (Articles)

Yafei Yang, Yuanfu Shao, Mengwei Li

Journal of Applied Mathematics and Physics Vol.7 No.10, October 8, 2019

DOI: 10.4236/jamp.2019.710152 667 Downloads 1,805 Views Citations
Stochastic Simulation of Emission Spectra and Classical Photon Statistics of Quantum Dot Superluminescent Diodes (Articles)

Kai Niklas Hansmann, Reinhold Walser

Journal of Modern Physics Vol.12 No.1, January 8, 2021

DOI: 10.4236/jmp.2021.121003 528 Downloads 1,846 Views Citations
This article belongs to the Special Issue on Quantum Physics and Its Applications
Impact of Dual Stock Holding and Stochastic Income on the Investor’s Remuneration Package (Articles)

Kebareng I. Moalosi-Court, Edward M. Lungu, Elias R. Offen

Journal of Mathematical Finance Vol.11 No.2, April 6, 2021

DOI: 10.4236/jmf.2021.112011 493 Downloads 1,326 Views Citations
Hedging “Sudden Stops” and Emergent Recessions through International Reserves in Egypt—An Application of the Martingale Optimality Principle Approach (Articles)

Ahmed S. Abutaleb, Michael G. Papaioannou

Journal of Mathematical Finance Vol.11 No.3, August 3, 2021

DOI: 10.4236/jmf.2021.113024 284 Downloads 1,106 Views Citations
Stochastic Model of Rural Agribusiness Supply Chain: A Case Study of Gatsibo District (Articles)

Exode Rukundo

Modern Economy Vol.13 No.3, March 21, 2022

DOI: 10.4236/me.2022.133021 426 Downloads 1,720 Views Citations
Dynamic Reinsurance Strategy (Articles)

Miwaka Yamashita

Journal of Mathematical Finance Vol.13 No.3, August 9, 2023

DOI: 10.4236/jmf.2023.133018 324 Downloads 1,261 Views Citations
This article belongs to the Special Issue on Mathematical Finance and Applications
Whither Greece? Productivity before and after the Subprime Crisis (Articles)

Mike G. Tsionas, Mara E. Vidali, George N. Leledakis, Anastasios E. Tasiopoulos

Theoretical Economics Letters Vol.13 No.7, December 29, 2023

DOI: 10.4236/tel.2023.137103 283 Downloads 1,194 Views Citations
This article belongs to the Special Issue on Research, Innovation, New Technologies, and Institutions
Financial Modeling with Geometric Brownian Motion (Articles)

Chelsea Peng, Colette Simon

Open Journal of Business and Management Vol.12 No.2, March 28, 2024

DOI: 10.4236/ojbm.2024.122065 564 Downloads 4,770 Views Citations
Application of Stochastic Control Technique in Production and Inventory Model for a Fixed or Constant Demand Rate (Articles)

Nathaniel Kayode Oladejo

Open Journal of Optimization Vol.14 No.2, June 13, 2025

DOI: 10.4236/ojop.2025.142003 140 Downloads 566 Views Citations
EURIBOR Market Modeling and Monte Carlo Pricing of Caps Interest Rate Derivatives (Articles)

Enock N. Mokaya

Journal of Mathematical Finance Vol.16 No.2, May 14, 2026

DOI: 10.4236/jmf.2026.162007 45 Downloads 284 Views Citations
Quantification of Imaging Doses from Cone Beam Computed Tomography System at Steve Biko Academic Hospital (Articles)

Precious Mathebula, Lutendo Christopher Nethwadzi, Sonwabile Ngcezu

Open Access Library Journal Vol.13 No.7, July 8, 2026

DOI: 10.4236/oalib.1115571 32 Downloads 120 Views Citations
Construction and Control of Genetic Regulatory Networks:A Multivariate Markov Chain Approach (Articles)

Shu-Qin Zhang, Ling-Yun Wu, Wai-Ki Ching, Yue Jiao, Raymond, H. Chan

Journal of Biomedical Science and Engineering Vol.1 No.1, June 6, 2008

DOI: 10.4236/jbise.2008.11003 6,256 Downloads 12,224 Views Citations
Geostatistical Modeling of Uncertainty for the Risk Analysis of a Contaminated Site (Articles)

Enrico Guastaldi

Journal of Water Resource and Protection Vol.3 No.8, August 24, 2011

DOI: 10.4236/jwarp.2011.38066 5,544 Downloads 10,722 Views Citations
Exploring the Priced Factors in ICAPM in Japan (Articles)

Chikashi TSUJI

Modern Economy Vol.2 No.4, September 21, 2011

DOI: 10.4236/me.2011.24078 5,514 Downloads 10,081 Views Citations
Analysis of the Suitability of Surface Water for Irrigation Purposes: The Southwestern and Coastal River Systems in Ghana (Articles)

Sandow Mark Yidana, Patrick Asamoah Sakyi, Gareth Stamp

Journal of Water Resource and Protection Vol.3 No.10, October 24, 2011

DOI: 10.4236/jwarp.2011.310080 5,505 Downloads 10,352 Views Citations
Discrete-Time Langevin Motion in a Gibbs Potential (Articles)

Reza Rastegar, Alexander Roitershtein, Vadim Roytershteyn, Jiyeon Suh

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

DOI: 10.4236/am.2012.312A280 4,621 Downloads 7,334 Views Citations
This article belongs to the Special Issue on Probability and Its Applications

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