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

Some Results on Prime Labeling (Articles)

U. M. Prajapati, S. J. Gajjar

Open Journal of Discrete Mathematics Vol.4 No.3, June 27, 2014

DOI: 10.4236/ojdm.2014.43009 6,741 Downloads 10,296 Views Citations
Spatio-Temporal Patterns for a Generalized Innovation Diffusion Model (Articles)

Fariba Hashemi, Max-Olivier Hongler, Olivier Gallay

Theoretical Economics Letters Vol.2 No.1, February 23, 2012

DOI: 10.4236/tel.2012.21001 6,102 Downloads 11,510 Views Citations
Multiobjective Stochastic Linear Programming: An Overview (Articles)

A. Segun Adeyefa, Monga K. Luhandjula

American Journal of Operations Research Vol.1 No.4, December 5, 2011

DOI: 10.4236/ajor.2011.14023 6,840 Downloads 16,133 Views Citations
Applications of Mogulskii, and Kurtz-Feng Large Deviation Results to Risk Reserve Processes with Aggregate Claims (Articles)

Jorge Garcia, Ana Meda

Applied Mathematics Vol.3 No.12A, December 31, 2012

DOI: 10.4236/am.2012.312A291 4,941 Downloads 7,534 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Is the Great Moderation Ending?——UK and US Evidence (Articles)

Giorgio Canarella, Wen-Shwo Fang, Stephen M. Miller, Stephen K. Pollard

Modern Economy Vol.1 No.1, June 7, 2010

DOI: 10.4236/me.2010.11002 4,891 Downloads 9,483 Views Citations
Bayesian Markov Regime-Switching Models for Cointegration (Articles)

Kai Cui, Wenshan Cui

Applied Mathematics Vol.3 No.12, December 14, 2012

DOI: 10.4236/am.2012.312259 7,497 Downloads 12,357 Views Citations
Identification and Estimation of Gaussian Affine Term Structure Models with Regime Switching (Articles)

Gang Wang

Journal of Mathematical Finance Vol.4 No.3, April 22, 2014

DOI: 10.4236/jmf.2014.43014 4,950 Downloads 7,284 Views Citations
Quasi-Square Wave Mode Phase-Shifted PWM LCC Resonant Converter for Regulated Power Supply (Articles)

S. PADMANABHAN, Y. SUKHI, Y. JEYASHREE

Engineering Vol.1 No.3, November 25, 2009

DOI: 10.4236/eng.2009.13024 10,489 Downloads 18,408 Views Citations
The Impact of the Offshore Wind Farm Switching Transient Operation on Power System (Articles)

Tingting Wang, Elham Makram, Ramtin Hadidi, Xufeng Xu

Journal of Power and Energy Engineering Vol.2 No.8, August 14, 2014

DOI: 10.4236/jpee.2014.28002 3,318 Downloads 4,759 Views Citations
Shape and Topological Derivative Using Minmax Method: Application to Linear Thermoelasticity Problem (Articles)

Malick Fall, Bakary Kourouma, Moussa Gaye, Ibrahima Faye, Alassane Sy, Diaraf Seck

Open Journal of Optimization Vol.14 No.2, June 17, 2025

DOI: 10.4236/ojop.2025.142004 90 Downloads 486 Views Citations
Local Governance and Local Knowledge (Articles)

Deqing Wang

Open Journal of Business and Management Vol.5 No.3, June 19, 2017

DOI: 10.4236/ojbm.2017.53035 1,670 Downloads 5,625 Views Citations
Fourth Derivative Spectrophotometric Method for the Determination of Fungicide Maneb Using Sodium Molybdate (Articles)

Manpreet Kaur, Ashok Kumar Malik, Baldev Singh

American Journal of Analytical Chemistry Vol.2 No.2, May 24, 2011

DOI: 10.4236/ajac.2011.22018 6,817 Downloads 12,899 Views Citations
Evaluation of Positive Inotropic Activity Induced bya Danazol Derivative in Isolated Rat Heart Model (Articles)

L. Figueroa-Valverde, F. Díaz-Cedillo, E. García-Cervera, E. Pool Gómez, M. López-Ramos, M. Rosas-Nexticapa, R. Mendoza-López, I. May-Gil, A. Sarao

Pharmacology & Pharmacy Vol.4 No.4, July 8, 2013

DOI: 10.4236/pp.2013.44058 4,590 Downloads 7,027 Views Citations
Synthesis and Crystal Structure of the Hydrogen Bromide Salt of 1,4,7,10-Tetrakis(2-((4-methoxy)phenoxy) ethyl)-1,4,7,10-tetraazacyclododecane (Articles)

Wei Zhao, Yun Wang, Aijian Wang

Journal of Materials Science and Chemical Engineering Vol.5 No.10, October 25, 2017

DOI: 10.4236/msce.2017.510001 1,742 Downloads 2,827 Views Citations
The Use of Edge Enhancement Methods and Euler Deconvolution to Estimate an Ore Deposit Depth from Gravity Data (Articles)

Meriem Lghoul

Open Journal of Geology Vol.12 No.11, November 16, 2022

DOI: 10.4236/ojg.2022.1211043 651 Downloads 1,680 Views Citations
Software Metric Analysis of Open-Source Business Software (Articles)

Charles W. Butler

Journal of Software Engineering and Applications Vol.16 No.5, May 31, 2023

DOI: 10.4236/jsea.2023.165008 330 Downloads 1,361 Views Citations
A Markov Model for Human Resources Supply Forecast Dividing the HR System into Subgroups (Articles)

Rachid Belhaj, Mohamed Tkiouat

Journal of Service Science and Management Vol.6 No.3, August 6, 2013

DOI: 10.4236/jssm.2013.63023 20,361 Downloads 34,320 Views Citations
Forecasting the Convergence State of per Capital Income in Vietnam (Articles)

Nguyen Khac Minh, Pham Van Khanh

American Journal of Operations Research Vol.3 No.6, October 24, 2013

DOI: 10.4236/ajor.2013.36047 4,397 Downloads 7,255 Views Citations
Evaluation of Growth Area Foliar Red Tomato Crop Using Markov Chains (Articles)

Luz E. Marín Vaca, Miguel Aguilar Cortes, Oscar G. Villegas Torres, Nadia Lara Ruiz, Martha Lilia Domínguez Patiño

Agricultural Sciences Vol.7 No.6, June 29, 2016

DOI: 10.4236/as.2016.76043 2,336 Downloads 3,668 Views Citations
This article belongs to the Special Issue on Fruit and Vegetables
Statistical Wave Equation for Nonrelativistic Rigid Body Motions (Articles)

George H. Goedecke

Journal of Modern Physics Vol.8 No.12, November 10, 2017

DOI: 10.4236/jmp.2017.812114 868 Downloads 1,986 Views Citations

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