Stochastic Volatility - Articles - Scientific Research Publishing

Management of a Complex Portfolio of Assets with Stochastic Drifts and Volatilities (Articles)

Wendkouni Yaméogo, Korotimi Ouédraogo, Diakarya Barro

Open Journal of Statistics Vol.12 No.6, December 30, 2022

DOI: 10.4236/ojs.2022.126047 235 Downloads 997 Views Citations
Modeling the Dynamics of the Random Demand Inventory Management System (Articles)

Jeremie Ndikumagenge, Jean Pierre Ntayagabiri

Journal of Applied Mathematics and Physics Vol.11 No.2, February 13, 2023

DOI: 10.4236/jamp.2023.112026 268 Downloads 1,237 Views Citations
The Stochastic Asymptotic Stability Analysis in Two Species Lotka-Volterra Model (Articles)

Yuqin Li, Yuehua He

Applied Mathematics Vol.14 No.7, July 27, 2023

DOI: 10.4236/am.2023.147028 258 Downloads 1,031 Views Citations
Adaptive Stochastic Synchronization of Uncertain Delayed Neural Networks (Articles)

Enli Wu, Yao Wang, Fei Luo

Journal of Applied Mathematics and Physics Vol.11 No.9, September 4, 2023

DOI: 10.4236/jamp.2023.119164 220 Downloads 722 Views Citations
Deterministic and Stochastic Analysis of a New Rumor Propagation Model with Nonlinear Propagation Rate in Social Network (Articles)

Chunxin Liu

Journal of Applied Mathematics and Physics Vol.11 No.11, November 16, 2023

DOI: 10.4236/jamp.2023.1111219 185 Downloads 725 Views Citations
Measuring the Efficiency of China’s Foreign Direct Investment in Ghana (Articles)

Abban Priscilla Nyamekye, Tian Ze

Open Journal of Business and Management Vol.12 No.2, March 26, 2024

DOI: 10.4236/ojbm.2024.122055 221 Downloads 884 Views Citations
Decentralized Semi-Supervised Learning for Stochastic Configuration Networks Based on the Mean Teacher Method (Articles)

Kaijing Li, Wu Ai

Journal of Computer and Communications Vol.12 No.4, April 30, 2024

DOI: 10.4236/jcc.2024.124017 216 Downloads 876 Views Citations
Optimal Insurance Design under Different Dependency Structures of Insurable Risk and Background Risk (Articles)

Xiaohan Wang

Journal of Financial Risk Management Vol.13 No.3, August 16, 2024

DOI: 10.4236/jfrm.2024.133022 117 Downloads 644 Views Citations
Economic Efficiency of Maize Production in the Context of Climate Change Adaptation in the Okpara Sub-Basin (Articles)

Kassimou Issaka

Agricultural Sciences Vol.15 No.11, November 21, 2024

DOI: 10.4236/as.2024.1511068 122 Downloads 655 Views Citations
Controllability of Non-Linear Stochastic Systems with Bilinear Mode and Delays in Control (Articles)

Murugesan Sathya, Emmanuel Hagenimana

Journal of Applied Mathematics and Physics Vol.13 No.4, April 10, 2025

DOI: 10.4236/jamp.2025.134061 95 Downloads 401 Views Citations
Semi-Supervised Stochastic Configuration Networks Based on Manifold Regularization Framework (Articles)

Haimei Meng, Wu Ai

Journal of Computer and Communications Vol.13 No.4, April 27, 2025

DOI: 10.4236/jcc.2025.134011 91 Downloads 570 Views Citations
Law of Probability Equilibrium (LPE) and Bounded Randomness: Light in the Universe, Photon Emission and Black Holes (Articles)

Ignacio Traversa

Open Access Library Journal Vol.12 No.6, June 5, 2025

DOI: 10.4236/oalib.1113091 44 Downloads 636 Views Citations
A Perspective on Stochastic Search Efficiency via Quasigradient Techniques in Constrained Models (Articles)

Gilberto Pérez-Lechuga

American Journal of Operations Research Vol.15 No.6, November 7, 2025

DOI: 10.4236/ajor.2025.156010 80 Downloads 473 Views Citations
Stackelberg Differential Game for Target Benefit Pension Plans (Articles)

Jiachen Chen, Jianting Qie

Modern Economy Vol.16 No.11, November 12, 2025

DOI: 10.4236/me.2025.1611082 54 Downloads 335 Views Citations
A Stochastic Optimal Control Theory to Model Spontaneous Breathing (Articles)

Kyongyob Min

Applied Mathematics Vol.4 No.11, November 5, 2013

DOI: 10.4236/am.2013.411208 4,297 Downloads 6,540 Views Citations
Event-Triggered Finite-Time H_∞ Control for Switched Stochastic Systems (Articles)

Aiqing Zhang

Journal of Applied Mathematics and Physics Vol.8 No.10, October 20, 2020

DOI: 10.4236/jamp.2020.810157 422 Downloads 1,266 Views Citations
Almost Sure Convergence of Proximal Stochastic Accelerated Gradient Methods (Articles)

Xin Xiang, Haoming Xia

Journal of Applied Mathematics and Physics Vol.12 No.4, April 30, 2024

DOI: 10.4236/jamp.2024.124081 180 Downloads 856 Views Citations
A General Method for Construction of Bivariate Stochastic Processes Given Two Marginal Processes (Articles)

Jerzy K. Filus, Lidia Z. Filus

Journal of Applied Mathematics and Physics Vol.13 No.4, April 16, 2025

DOI: 10.4236/jamp.2025.134066 70 Downloads 441 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 3,739 Downloads 5,792 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 3,173 Downloads 5,102 Views Citations

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