Spot Volatility - Articles - Scientific Research Publishing

Optimal Investment Problem with Multiple Risky Assets under the Constant Elasticity of Variance (CEV) Model (Articles)

Hui Zhao, Ximin Rong, Weiqin Ma, Bo Gao

Modern Economy Vol.3 No.6, October 31, 2012

DOI: 10.4236/me.2012.36092 4,600 Downloads 8,019 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 5,792 Views Citations
A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models with Dependent Volatility and Return Processes (Articles)

Raj Jagannathan

Journal of Mathematical Finance Vol.6 No.2, May 19, 2016

DOI: 10.4236/jmf.2016.62026 3,173 Downloads 5,101 Views Citations
Stochastic Ito-Calculus and Numerical Approximations for Asset Price Forecasting in the Nigerian Stock Market (Articles)

Thomas Chinwe Urama, Patrick Oseloka Ezepue

Journal of Mathematical Finance Vol.8 No.4, November 12, 2018

DOI: 10.4236/jmf.2018.84041 2,513 Downloads 4,782 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
Study of Volatility Stochastic Processes in the Context of Solvency Forecasting for Sri Lankan Life Insurers (Articles)

Ashika Mendis

Open Journal of Statistics Vol.11 No.1, January 20, 2021

DOI: 10.4236/ojs.2021.111004 968 Downloads 4,120 Views Citations
This article belongs to the Special Issue on Statistical Modeling and Analysis
A Theoretical Appraisal of Elaborating a Stock Market Prudential Surveillance System Based on a Conceptual Model of Integration of the Financial Sectors and Market Risk Mitigation (Articles)

Mohamed Miras Marzouki, Hella Guerchi Mehri

Modern Economy Vol.13 No.12, December 27, 2022

DOI: 10.4236/me.2022.1312084 245 Downloads 1,108 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 234 Downloads 990 Views Citations
Pricing Multi-Strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates (Articles)

Boris Ter-Avanesov, Gunter Meissner

Applied Mathematics Vol.16 No.1, January 27, 2025

DOI: 10.4236/am.2025.161005 88 Downloads 746 Views Citations
Knowledge Management of Software Productivity and Development Time (Articles)

James A. Rodger, Pankaj Pankaj, Ata Nahouraii

Journal of Software Engineering and Applications Vol.4 No.11, November 21, 2011

DOI: 10.4236/jsea.2011.411072 4,977 Downloads 9,389 Views Citations
Intrinsic Prices of Risk (Articles)

Truc Le

Journal of Mathematical Finance Vol.4 No.5, November 19, 2014

DOI: 10.4236/jmf.2014.45029 5,000 Downloads 6,812 Views Citations
Geometric Fractional Brownian Motion Perturbed by Fractional Ornstein-Uhlenbeck Process and Application on KLCI Option Pricing (Articles)

Mohammed Alhagyan, Masnita Misiran, Zurni Omar

Open Access Library Journal Vol.3 No.8, August 19, 2016

DOI: 10.4236/oalib.1102863 1,636 Downloads 3,336 Views Citations
Microarray Analysis Using Rank Order Statistics for ARCH Residual Empirical Process (Articles)

Hiroko Kato Solvang, Masanobu Taniguchi

Open Journal of Statistics Vol.7 No.1, February 20, 2017

DOI: 10.4236/ojs.2017.71005 1,638 Downloads 3,124 Views Citations
Fast Fourier Transform Based Computation of American Options under Economic Recession Induced Volatility Uncertainty (Articles)

Philip Ajibola Bankole, Olabisi O. Ugbebor

Journal of Mathematical Finance Vol.9 No.3, August 22, 2019

DOI: 10.4236/jmf.2019.93026 858 Downloads 2,598 Views Citations
Impact of Economic Uncertainty Related to Stock Market Uncertainty during the COVID-19 Pandemic Epidemic (Articles)

Yue Jin

Journal of Financial Risk Management Vol.11 No.4, December 30, 2022

DOI: 10.4236/jfrm.2022.114038 693 Downloads 2,613 Views Citations
Multidimensional Trade and Golden Rule in Africa West: Analogical Econometrics versus Numerical Econometrics (Articles)

Kcodgoh L. Edgeweblime

Theoretical Economics Letters Vol.15 No.1, December 30, 2024

DOI: 10.4236/tel.2025.151002 91 Downloads 518 Views Citations
Dynamic Volatility Spillovers among Green Bonds, Green Stocks and Carbon Markets under the COVID-19: Evidence from China (Articles)

Siya Ye, Haomin Zhang, Qiao Lou

American Journal of Industrial and Business Management Vol.15 No.1, January 21, 2025

DOI: 10.4236/ajibm.2025.151004 141 Downloads 812 Views Citations
Mean Reversion and Self-Valuation of European Common Stocks (Articles)

Moon Hoe Lee

Journal of Mathematical Finance Vol.15 No.3, July 16, 2025

DOI: 10.4236/jmf.2025.153020 86 Downloads 560 Views Citations
On Two Transform Methods for the Valuation of Contingent Claims (Articles)

Chuma Raphael Nwozo, Sunday Emmanuel Fadugba

Journal of Mathematical Finance Vol.5 No.2, March 30, 2015

DOI: 10.4236/jmf.2015.52009 4,080 Downloads 5,723 Views Citations
KELEA: A Natural Energy That Seemingly Reduces Intermolecular Hydrogen Bonding in Water and Other Liquids (Articles)

W. John Martin

Open Journal of Biophysics Vol.5 No.3, July 17, 2015

DOI: 10.4236/ojbiphy.2015.53006 4,708 Downloads 6,659 Views Citations
Shipping: How a Low-Earnings Industry Has Created Very Rich Owners? The Stopford’s Paradox (Articles)

Alexandros M. Goulielmos

Modern Economy Vol.13 No.10, October 31, 2022

DOI: 10.4236/me.2022.1310076 301 Downloads 1,848 Views Citations

First <...151617 >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