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

Minimizing the Variance of a Weighted Average (Articles)

Doron J. Shahar

Open Journal of Statistics Vol.7 No.2, April 24, 2017

DOI: 10.4236/ojs.2017.72017 6,076 Downloads 13,532 Views Citations
Maximum Quasi-likelihood Estimation in Fractional Levy Stochastic Volatility Model (Articles)

Jaya Prakasah Narayan Bishwal

Journal of Mathematical Finance Vol.1 No.3, November 8, 2011

DOI: 10.4236/jmf.2011.13008 5,684 Downloads 10,628 Views Citations
The Markovian Regime-Switching Risk Model with Constant Dividend Barrier under Absolute Ruin (Articles)

Wenguang Yu, Yujuan Huang

Journal of Mathematical Finance Vol.1 No.3, November 8, 2011

DOI: 10.4236/jmf.2011.13011 4,707 Downloads 9,093 Views Citations
Structural Reliability Assessment by a Modified Spectral Stochastic Meshless Local Petrov-Galerkin Method (Articles)

Guang Yih Sheu

World Journal of Mechanics Vol.3 No.2, April 30, 2013

DOI: 10.4236/wjm.2013.32008 4,657 Downloads 7,687 Views Citations
Investigating Spatio-Temporal Pattern of Relative Risk of Tuberculosis in Kenya Using Bayesian Hierarchical Approaches (Articles)

Abdul-Karim Iddrisu, Abukari Alhassan, Nafiu Amidu

Journal of Tuberculosis Research Vol.6 No.2, June 29, 2018

DOI: 10.4236/jtr.2018.62017 1,271 Downloads 2,945 Views Citations
Option Portfolio Management in a Risk-Neutral World (Articles)

Dmitry Jurievich Golembiovsky, Anatoly Markovich Abramov

Journal of Mathematical Finance Vol.8 No.4, November 28, 2018

DOI: 10.4236/jmf.2018.84044 1,360 Downloads 3,450 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
A New Class of Time-Consistent Dynamic Risk Measures and its Application (Articles)

Rui Gao, Zhiping Chen

Technology and Investment Vol.4 No.1B, January 17, 2013

DOI: 10.4236/ti.2013.41B008 5,227 Downloads 7,293 Views Citations
Optimal Investment and Proportional Reinsurance with Risk Constraint (Articles)

Jingzhen Liu, Ka Fai Cedric Yiu, Ryan C. Loxton, Kok Lay Teo

Journal of Mathematical Finance Vol.3 No.4, October 17, 2013

DOI: 10.4236/jmf.2013.34046 4,426 Downloads 8,224 Views Citations
Optimal Dividend Problem for a Compound Poisson Risk Model (Articles)

Ying Shen, Chuancun Yin

Applied Mathematics Vol.5 No.10, June 3, 2014

DOI: 10.4236/am.2014.510142 3,367 Downloads 5,048 Views Citations
Implementation of Stochastic Yield Curve Duration and Portfolio Immunization Strategies (Articles)

Sindre Duedahl

Journal of Mathematical Finance Vol.6 No.3, August 24, 2016

DOI: 10.4236/jmf.2016.63032 2,038 Downloads 3,361 Views Citations
CVA under Bates Model with Stochastic Default Intensity (Articles)

Yaqin Feng

Journal of Mathematical Finance Vol.7 No.3, July 31, 2017

DOI: 10.4236/jmf.2017.73036 1,669 Downloads 3,717 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 4,710 Downloads 6,671 Views Citations
Fractional Versions of the Fundamental Theorem of Calculus (Articles)

Eliana Contharteze Grigoletto, Edmundo Capelas de Oliveira

Applied Mathematics Vol.4 No.7A, July 8, 2013

DOI: 10.4236/am.2013.47A006 10,700 Downloads 16,543 Views Citations
This article belongs to the Special Issue on Fractional Calculus Theory and Application
Scope of Injury Minimization in Garments Industry: An Analysis (Articles)

Sadia Mehrin, Md. Razib Sheikh, Md. Yousuf Ali, Mohammad Mahmudur Rahman Khan, Nurul Ebne Alam, Md. Mafizul Rahman

Open Journal of Safety Science and Technology Vol.12 No.3, September 28, 2022

DOI: 10.4236/ojsst.2022.123007 284 Downloads 2,088 Views Citations
Risk Measures and Nonlinear Expectations (Articles)

Zengjing Chen, Kun He, Reg Kulperger

Journal of Mathematical Finance Vol.3 No.3, August 22, 2013

DOI: 10.4236/jmf.2013.33039 4,595 Downloads 8,038 Views Citations
Community Based Flood Risk Management: Local Knowledge and Actor’s Involvement Approach from Lower Karnali River Basin of Nepal (Articles)

Rabin Sharma

Journal of Geoscience and Environment Protection Vol.9 No.6, June 17, 2021

DOI: 10.4236/gep.2021.96003 2,313 Downloads 7,523 Views Citations
Socioenvironmental Drivers of Farmers’ Perceptions of Climate Change Risk in Agroforestry Parklands of West Atacora in Benin (West Africa) (Articles)

Amos Baninwain Nambima, Thierry Dèhouégnon Houehanou, Narcisse Yehouenou, Dowo Michée Adjacou, Abdul Sodick Alassiri, Gérard Gouwakinnou

Open Journal of Ecology Vol.14 No.1, January 25, 2024

DOI: 10.4236/oje.2024.141003 281 Downloads 968 Views Citations
Analysis of Studies from 2000-2010 in Real Option Theory and Application to OM (Articles)

Hui-Chuan Chen

American Journal of Operations Research Vol.1 No.1, March 25, 2011

DOI: 10.4236/ajor.2011.11003 5,855 Downloads 12,659 Views Citations
A Review of Corporate Hedging Models and Their Relevance in Corporate Finance (Articles)

Pankaj Gupta

Theoretical Economics Letters Vol.7 No.2, February 3, 2017

DOI: 10.4236/tel.2017.72010 3,238 Downloads 8,880 Views Citations
Fourier-Cosine Method for Pricing and Hedging Insurance Derivatives (Articles)

Ludovic Goudenège, Andrea Molent, Xiao Wei, Antonino Zanette

Theoretical Economics Letters Vol.8 No.3, February 9, 2018

DOI: 10.4236/tel.2018.83020 891 Downloads 2,219 Views Citations
This article belongs to the Special Issue on Financial Derivatives

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