Volatility Models - Articles - Scientific Research Publishing

Survival Modelling for Credit Risk Assessment in Microfinance Lending: Estimating Time-to-Default and Probability of Default (Articles)

Shelmith Wanjiru Nderi, Samuel Mwalili, Damaris Mulwa

Open Journal of Statistics Vol.16 No.3, May 8, 2026

DOI: 10.4236/ojs.2026.163008 42 Downloads 285 Views Citations
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 4,643 Downloads 8,095 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 3,765 Downloads 5,844 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 3,212 Downloads 5,179 Views Citations
A Co-Integration Analysis of the Interdependencies between Crude Oil and Distillate Fuel Prices (Articles)

Jane Aduda, Patrick Weke, Philip Ngare

Journal of Mathematical Finance Vol.8 No.2, May 31, 2018

DOI: 10.4236/jmf.2018.82030 1,087 Downloads 2,735 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 2,538 Downloads 4,859 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
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 283 Downloads 1,170 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 95 Downloads 803 Views Citations
Numerical Simulation of Pesticide Transport and Fate for Water Management in the Fucino Plain, Italy (Articles)

Marco PETITTA, Miguel A. MARINO

Journal of Water Resource and Protection Vol.2 No.1, January 21, 2010

DOI: 10.4236/jwarp.2010.21004 8,904 Downloads 15,654 Views Citations
Evaluation of Social Risk Using Structural Equation Model (Articles)

Wei Shan, Hengwen Liu, Yichao Pan, Hengqing Tong

iBusiness Vol.2 No.2, June 12, 2010

DOI: 10.4236/ib.2010.22023 4,585 Downloads 8,388 Views Citations
Modeling Customer Reactions to Congestion in Competitive Service Facilities (Articles)

Mohammad Saidi-Mehrabad, Ebrahim Teimory, Ali Pahlavani

Journal of Service Science and Management Vol.3 No.2, June 29, 2010

DOI: 10.4236/jssm.2010.32024 6,009 Downloads 10,699 Views Citations
Comparison between Non-Gaussian Puff Model and a Model Based on a Time-Dependent Solution of Advection-Diffusion Equation (Articles)

Tiziano Tirabassi, Davidson M. Moreira, Marco Tullio Vilhena, Camila Pinto da Costa

Journal of Environmental Protection Vol.1 No.2, June 29, 2010

DOI: 10.4236/jep.2010.12021 6,596 Downloads 12,325 Views Citations
A Novel Regression Based Model for Detecting Anemia Using Color Microscopic Blood Images (Articles)

Saif AlZahir, Han Donker

Journal of Software Engineering and Applications Vol.3 No.8, August 26, 2010

DOI: 10.4236/jsea.2010.38087 6,273 Downloads 11,042 Views Citations
Kasner Universe in Creation-Field Cosmology (Articles)

Kishor S. Adhav, Meena V. Dawande, Maya S. Desale, Ranjita B. Raut

Journal of Modern Physics Vol.1 No.3, September 8, 2010

DOI: 10.4236/jmp.2010.13028 4,882 Downloads 9,362 Views Citations
A Review of the Impact of Requirements on Software Project Development Using a Control Theoretic Model (Articles)

Anthony White

Journal of Software Engineering and Applications Vol.3 No.9, September 30, 2010

DOI: 10.4236/jsea.2010.39099 7,337 Downloads 12,039 Views Citations
Optimization of Biodynamic Seated Human Models Using Genetic Algorithms (Articles)

Wael Abbas, Ossama B. Abouelatta, Magdi El-Azab, Mamdouh Elsaidy, Adel A. Megahed

Engineering Vol.2 No.9, October 15, 2010

DOI: 10.4236/eng.2010.29092 7,802 Downloads 14,473 Views Citations
Generation Rules in POMA Architecture (Articles)

Mohamed Taleb, Ahmed Seffah, Alain Abran

Journal of Software Engineering and Applications Vol.3 No.11, November 29, 2010

DOI: 10.4236/jsea.2010.311122 4,796 Downloads 9,319 Views Citations
Representations in Genetic Algorithm for the Job Shop Scheduling Problem: A Computational Study (Articles)

Tamer F. Abdelmaguid

Journal of Software Engineering and Applications Vol.3 No.12, December 31, 2010

DOI: 10.4236/jsea.2010.312135 10,430 Downloads 20,037 Views Citations
Diagnostic accuracy of biochemical markers of fibrosis in black African patients with chronic hepatitis B (Articles)

Alassan Kouamé Mahassadi, Alain Koffi Attia, Fulgence M. Yao Bathaix, Narcisse Baudouin Agbé, Stanislas Doffou, Henriette Ya Kissi, Isidore Mouhenou Diomandé, Paul Cales, Thérese Ndri-Yoman

Health Vol.2 No.12, December 31, 2010

DOI: 10.4236/health.2010.212210 5,575 Downloads 10,267 Views Citations
Integer Programming Formulations for Maximum Lifetime Broadcasting Problems in Wireless Sensor Networks (Articles)

Roberto Montemanni

Wireless Sensor Network Vol.2 No.12, January 10, 2011

DOI: 10.4236/wsn.2010.212111 7,633 Downloads 12,859 Views Citations

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