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

A Co-Integration Analysis of the Interdependencies between Crude Oil and Distillate Fuel Prices (Articles)

Jane Aduda, Patrick Weke, Philip Ngare

Journal of Mathematical Finance Vol.8 No.2, May 31, 2018

DOI: 10.4236/jmf.2018.82030 1,058 Downloads 2,674 Views Citations
Asset Pricing Models and the Performance of European Energy Indices (Articles)

Georgios Galyfianakis

Theoretical Economics Letters Vol.14 No.2, April 7, 2024

DOI: 10.4236/tel.2024.142022 236 Downloads 1,003 Views Citations
Local Discontinuous Galerkin Method for the Time-Fractional KdV Equation with the Caputo-Fabrizio Fractional Derivative (Articles)

Huanhuan Wang, Xiaoyan Xu, Junmei Dou, Ting Zhang, Leilei Wei

Journal of Applied Mathematics and Physics Vol.10 No.6, June 24, 2022

DOI: 10.4236/jamp.2022.106132 299 Downloads 1,328 Views Citations
Optimal Control and Dynamic Analysis of a New Caputo Fractional Rumor Propagation Prediction Model (Articles)

Lijie You, Sijie Yu

Journal of Applied Mathematics and Physics Vol.14 No.5, May 29, 2026

DOI: 10.4236/jamp.2026.145096 5 Downloads 63 Views Citations
VaR-Optimal Risk Management in Regime-Switching Jump-Diffusion Models (Articles)

Alessandro Ramponi

Journal of Mathematical Finance Vol.3 No.1, February 28, 2013

DOI: 10.4236/jmf.2013.31009 5,849 Downloads 10,404 Views Citations
Managing Real Estate Exposure: An Empirical Analysis on Interest Rate Risk (Articles)

Cem Berk

Journal of Financial Risk Management Vol.6 No.3, August 16, 2017

DOI: 10.4236/jfrm.2017.63019 2,071 Downloads 5,517 Views Citations
Local Binary Patterns and Its Variants for Finger Knuckle Print Recognition in Multi-Resolution Domain (Articles)

D. R. Arun, C. Christopher Columbus, K. Meena

Circuits and Systems Vol.7 No.10, August 22, 2016

DOI: 10.4236/cs.2016.710267 1,950 Downloads 3,547 Views Citations
Conditional Value-at-Risk for Random Immediate Reward Variables in Markov Decision Processes (Articles)

Masayuki Kageyama, Takayuki Fujii, Koji Kanefuji, Hiroe Tsubaki

American Journal of Computational Mathematics Vol.1 No.3, September 19, 2011

DOI: 10.4236/ajcm.2011.13021 5,023 Downloads 9,903 Views Citations
Impacts of Improved Supplemental Irrigation on Farm Income, Productive Efficiency and Risk Management in Dry Areas (Articles)

Tamer El-Shater, Yigezu A. Yigezu, Kamil Shideed, Aden Aw-Hassan

Journal of Water Resource and Protection Vol.9 No.13, December 29, 2017

DOI: 10.4236/jwarp.2017.913106 1,251 Downloads 2,601 Views Citations
Shipping Firms’ Efficiency Evaluation through Stochastic Frontier Analysis (Articles)

Dimitris Gavalas

Modern Economy Vol.7 No.8, July 28, 2016

DOI: 10.4236/me.2016.78090 1,748 Downloads 3,209 Views Citations
Optimal Portfolio Selection of Wind Power Plants Using a Stochastic Risk-Averse Optimization Model, Considering the Wind Complementarity of the Sites and a Budget Constraint (Articles)

Luiz A. S. Camargo, Laís D. Leonel, Pedro S. Rosa, Dorel S. Ramos

Energy and Power Engineering Vol.12 No.8, August 12, 2020

DOI: 10.4236/epe.2020.128028 810 Downloads 1,896 Views Citations
This article belongs to the Special Issue on Wind Energy
Management of a Complex Portfolio of Assets with Stochastic Drifts and Volatilities (Articles)

Wendkouni Yaméogo, Korotimi Ouédraogo, Diakarya Barro

Open Journal of Statistics Vol.12 No.6, December 30, 2022

DOI: 10.4236/ojs.2022.126047 237 Downloads 1,010 Views Citations
Optimal Insurance Design under Different Dependency Structures of Insurable Risk and Background Risk (Articles)

Xiaohan Wang

Journal of Financial Risk Management Vol.13 No.3, August 16, 2024

DOI: 10.4236/jfrm.2024.133022 117 Downloads 653 Views Citations
Numeric Solution of the Fokker-Planck-Kolmogorov Equation (Articles)

Claudio Floris

Engineering Vol.5 No.12, November 26, 2013

DOI: 10.4236/eng.2013.512119 7,879 Downloads 12,921 Views Citations
Non-Homogeneous Stochastic Model for Cyber Security Predictions (Articles)

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

Journal of Information Security Vol.9 No.1, November 30, 2017

DOI: 10.4236/jis.2018.91002 1,123 Downloads 2,790 Views Citations
Stochastic Model for Multiple Classes and Subclasses Simple Documents Processing (Articles)

Pierre Moukeli Mbindzoukou, Arsène Roland Moukoukou, Marius Massala

Intelligent Information Management Vol.13 No.2, March 9, 2021

DOI: 10.4236/iim.2021.132006 524 Downloads 1,508 Views Citations
Optimizing Mobile Payment Systems Using the Tabu Search Algorithm: Towards Increased Security and Efficiency (Articles)

Dieudonné Nijimbere, Vincent Mbonigaba

Open Journal of Applied Sciences Vol.16 No.4, April 28, 2026

DOI: 10.4236/ojapps.2026.164073 15 Downloads 141 Views Citations
Reactive Search Optimization; Application to Multiobjective Optimization Problems (Articles)

Amir Mosavi, Atieh Vaezipour

Applied Mathematics Vol.3 No.10A, November 1, 2012

DOI: 10.4236/am.2012.330217 6,679 Downloads 11,358 Views Citations
This article belongs to the Special Issue on Optimization
Does the Method of Amalgamation Affect Cost Inefficiency of the New Municipalities? (Articles)

Katsuyoshi Nakazawa

Open Journal of Applied Sciences Vol.4 No.4, March 21, 2014

DOI: 10.4236/ojapps.2014.44015 4,392 Downloads 7,648 Views Citations
Credit Rating Modelled with Reflected Stochastic Differential Equations (Articles)

Adeyemi Adewale Sonubi

Journal of Mathematical Finance Vol.4 No.5, November 26, 2014

DOI: 10.4236/jmf.2014.45031 3,661 Downloads 5,219 Views Citations

First <...141516 ...>Last

	[email protected]
	+86 18163351462 (WhatsApp)
	1655362766
	SCIRP WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	[email protected]
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies