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European Option Pricing for a Stochastic Volatility Lévy Model with Stochastic Interest Rates
(Articles)
Sarisa Pinkham
,
Pairote Sattayatham
Journal of Mathematical Finance
Vol.1 No.3
, November 25, 2011
DOI:
10.4236/jmf.2011.13013
5,190
Downloads
11,702
Views
Citations
Inference for Interest Rate Models Using Milstein’s Approximation
(Articles)
Theodoro Koulis
,
Aera Thavaneswaran
Journal of Mathematical Finance
Vol.3 No.1
, February 28, 2013
DOI:
10.4236/jmf.2013.31010
3,826
Downloads
7,740
Views
Citations
Interest-Rate Modeling Conundrums
(Articles)
Peter C. L. Lin
Journal of Mathematical Finance
Vol.4 No.5
, November 26, 2014
DOI:
10.4236/jmf.2014.45030
4,313
Downloads
5,648
Views
Citations
Interest Rate Volatility: A Consol Rate Approach
(Articles)
Vincent Brousseau
,
Alain Durré
Journal of Mathematical Finance
Vol.5 No.1
, February 13, 2015
DOI:
10.4236/jmf.2015.51006
5,058
Downloads
7,217
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
2,039
Downloads
3,365
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
2,072
Downloads
5,522
Views
Citations
Effect of Extra Contribution on Stochastic Optimal Investment Strategies for DC Pension with Stochastic Salary under the Affine Interest Rate Model
(Articles)
K. N. C. Njoku
,
Bright O. Osu
,
Edikan E. Akpanibah
,
Rosemary N. Ujumadu
Journal of Mathematical Finance
Vol.7 No.4
, October 25, 2017
DOI:
10.4236/jmf.2017.74043
1,088
Downloads
2,515
Views
Citations
Effect of an Excess of Loss Reinsurance on Upper Bounds of Ruin Probabilities
(Articles)
Nguyen Quang Chung
Journal of Mathematical Finance
Vol.7 No.4
, November 29, 2017
DOI:
10.4236/jmf.2017.74053
1,098
Downloads
2,532
Views
Citations
Money and Economic Growth Revisited: A Note
(Articles)
Eric Kam
,
John Smithin
Theoretical Economics Letters
Vol.12 No.1
, January 6, 2022
DOI:
10.4236/tel.2022.121001
352
Downloads
1,489
Views
Citations
Cyclical Consumption, Real Interest Rate Deviations and Output Gaps in a Large Emerging Economy: Expected and Unexpected Responses under Different Regimes
(Articles)
Ricardo Ramalhete Moreira
Modern Economy
Vol.15 No.5
, May 11, 2024
DOI:
10.4236/me.2024.155025
210
Downloads
888
Views
Citations
Term Structure of Defaultable Bonds with Recovery of Market Value
(Articles)
Ruidong Wang
,
Xiyue Tan
,
Jianping Fu
Journal of Mathematical Finance
Vol.15 No.3
, August 8, 2025
DOI:
10.4236/jmf.2025.153022
94
Downloads
482
Views
Citations
A Model of Manufacturers and Buyers of Cars over the Business Cycle Illustrating Competitive Manufacturing
(Articles)
Gerald Aranoff
Theoretical Economics Letters
Vol.4 No.7
, August 5, 2014
DOI:
10.4236/tel.2014.47070
3,012
Downloads
4,084
Views
Citations
A Numerical Example Illustrating Cost of Idle Capacity in Manufacturing
(Articles)
Gerald Aranoff
Theoretical Economics Letters
Vol.4 No.9
, December 9, 2014
DOI:
10.4236/tel.2014.49105
4,563
Downloads
6,430
Views
Citations
Optimum Maintenance Policy for a One-Shot System with Series Structure Considering Minimal Repair
(Articles)
Tomohiro Kitagawa
,
Tetsushi Yuge
,
Shigeru Yanagi
Applied Mathematics
Vol.6 No.2
, February 5, 2015
DOI:
10.4236/am.2015.62031
3,766
Downloads
4,932
Views
Citations
This article belongs to the Special Issue on
Mathematical Theory of Reliability
Globalization: Alternative Pricing in a Peak-Load Pricing Model
(Articles)
Gerald Aranoff
Modern Economy
Vol.8 No.7
, July 19, 2017
DOI:
10.4236/me.2017.87062
1,227
Downloads
2,356
Views
Citations
This article belongs to the Special Issue on
International Economics and Trade
Optimization of Ore Production in Copper Mine
(Articles)
Eugenie Musonda Nyandwe
,
Qinli Zhang
,
Daolin Wang
American Journal of Industrial and Business Management
Vol.10 No.1
, January 9, 2020
DOI:
10.4236/ajibm.2020.101005
960
Downloads
2,897
Views
Citations
Elaboration of Ceramic Pot Filter from Kaolinite (Cameroon Clay) for the Elimination of Suspended Particles from Domestic Drinking Water
(Articles)
Celestine Asobo Yanu
,
Ngiongboung Nguiamba
,
Joseph Marie Sieliechi
,
Martin Benoit Ngassoum
Journal of Materials Science and Chemical Engineering
Vol.11 No.8
, August 30, 2023
DOI:
10.4236/msce.2023.118004
316
Downloads
1,413
Views
Citations
Will Green Development Increase the Cost of Debt Financing for Heavily Polluting Companies?
(Articles)
Yanfei Xiong
,
Yunxuan Luo
Modern Economy
Vol.13 No.4
, April 22, 2022
DOI:
10.4236/me.2022.134029
404
Downloads
1,413
Views
Citations
The Impact of Monetary Policy Uncertainty on Corporate Financialization—Evidence from China
(Articles)
Wenzhen Yan
Open Journal of Business and Management
Vol.11 No.2
, March 14, 2023
DOI:
10.4236/ojbm.2023.112026
257
Downloads
1,412
Views
Citations
On Transportation Cost and Product Differentiation in Hotelling’s Model
(Articles)
Youping Li
Theoretical Economics Letters
Vol.2 No.1
, February 23, 2012
DOI:
10.4236/tel.2012.21014
7,324
Downloads
13,194
Views
Citations
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