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

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 4,978 Downloads 9,397 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 1,639 Downloads 3,129 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 859 Downloads 2,605 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 715 Downloads 2,650 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 92 Downloads 522 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 818 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 88 Downloads 568 Views Citations
Dynamic Mechanism Analysis of Local Public Debts Based on Financial Potential Theory (Articles)

Jiarou Shi, Qinghuan Zheng

Modern Economy Vol.13 No.10, September 30, 2022

DOI: 10.4236/me.2022.1310067 247 Downloads 1,015 Views Citations
Integrating the Local and Indigenous Knowledge (LiNK) of Barangays Dolo and Manzana in Local Disaster Risk Reduction and Climate Change Adaptation Planning (Articles)

Mericia Mila A. Amador, Cristy V. Naldoza

Open Access Library Journal Vol.10 No.12, December 28, 2023

DOI: 10.4236/oalib.1109598 156 Downloads 1,562 Views Citations
An Analytic Hedging Model of Energy Quanto Contracts (Articles)

Sang Baum Kang, Jialin Zhao

Theoretical Economics Letters Vol.7 No.4, June 7, 2017

DOI: 10.4236/tel.2017.74053 1,539 Downloads 3,282 Views Citations
Dividend Payments and Related Problems in a Markov-Dependent Insurance Risk Model under Absolute Ruin (Articles)

Wenguang Yu, Yujuan Huang

American Journal of Industrial and Business Management Vol.1 No.1, October 20, 2011

DOI: 10.4236/ajibm.2011.11001 4,608 Downloads 9,644 Views Citations
Currency Derivatives Pricing for Markov-Modulated Merton Jump-Diffusion Spot Forex Rate (Articles)

Anatoliy Swishchuk, Maksym Tertychnyi, Winsor Hoang

Journal of Mathematical Finance Vol.4 No.4, August 28, 2014

DOI: 10.4236/jmf.2014.44024 3,616 Downloads 5,312 Views Citations
Markov-Dependent Risk Model with Multi-Layer Dividend Strategy and Investment Interest under Absolute Ruin (Articles)

Bangling Li, Shixia Ma

Journal of Mathematical Finance Vol.6 No.2, March 9, 2016

DOI: 10.4236/jmf.2016.62022 2,792 Downloads 3,908 Views Citations
Spatial Modeling and Mapping of Tuberculosis Using Bayesian Hierarchical Approaches (Articles)

Abdul-Karim Iddrisu, Yaw Ampem Amoako

Open Journal of Statistics Vol.6 No.3, June 22, 2016

DOI: 10.4236/ojs.2016.63043 3,002 Downloads 5,703 Views Citations
This article belongs to the Special Issue on Spatial Statistics Research
Gerber Shiu Function of Markov Modulated Delayed By-Claim Type Risk Model with Random Incomes (Articles)

G. Shija, M. J. Jacob

Journal of Mathematical Finance Vol.6 No.4, September 30, 2016

DOI: 10.4236/jmf.2016.64039 1,742 Downloads 3,077 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
Nonhomogeneous Risk Rank Analysis Method for Security Network System (Articles)

Pubudu Kalpani Hitigala Kaluarachchilage, Chris P. Tsokos, Sasith M. Rajasooriya

International Journal of Communications, Network and System Sciences Vol.12 No.1, January 25, 2019

DOI: 10.4236/ijcns.2019.121001 912 Downloads 2,099 Views Citations
Cardiometabolic Risk Factors, Health Trajectories, and Frailty Progression in Older Adults: A Narrative Review (Articles)

Ruiqi Huo

Journal of Biosciences and Medicines Vol.14 No.5, May 28, 2026

DOI: 10.4236/jbm.2026.145030 6 Downloads 60 Views Citations
Study on the Systemic Risk of China’s Stock Markets under Risk-Neutral Conditions (Articles)

Shibo Dai, Handong Li

Journal of Mathematical Finance Vol.9 No.1, February 27, 2019

DOI: 10.4236/jmf.2019.91005 980 Downloads 2,170 Views Citations
Research on Hedging Strategies for the CSI A500 Index from the Perspective of Combined Futures Hedging (Articles)

Zhilan Liu, Enqi Liu, Lei Chen

Journal of Financial Risk Management Vol.15 No.1, March 18, 2026

DOI: 10.4236/jfrm.2026.151003 50 Downloads 366 Views Citations
Pricing a European Option in a Black-Scholes Quanto Market When Stock Price is a Semimartingale (Articles)

E. R. Offen, E. M. Lungu

Journal of Mathematical Finance Vol.5 No.3, July 30, 2015

DOI: 10.4236/jmf.2015.53025 6,617 Downloads 9,014 Views Citations

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