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

Hölder Derivative of Harmonic Functions on Sierpinski Gasket (Articles)

Guangjun Yang, Ping Wang

Journal of Applied Mathematics and Physics Vol.13 No.2, February 19, 2025

DOI: 10.4236/jamp.2025.132025 91 Downloads 442 Views Citations
The Simplest Scale-Invariant Solutions of the Vlasov-Einstein Equations and Their Cosmological Consequences (Articles)

Nikolay N. Fimin

Journal of Applied Mathematics and Physics Vol.13 No.5, May 8, 2025

DOI: 10.4236/jamp.2025.135088 87 Downloads 393 Views Citations
Constrained Shape Derivative for the Spectral Laplace-Dirichlet Problem Using the Minimax Method (Articles)

Mame Gor Ngom, Bakary Kourouma, Ibrahima Faye

Journal of Applied Mathematics and Physics Vol.13 No.7, July 29, 2025

DOI: 10.4236/jamp.2025.137136 90 Downloads 578 Views Citations
A Novel Half-Bridge Power Supply for High Speed Drilling Electrical Discharge Machining (Articles)

He Huang, Jicheng Bai, Zesheng Lu, Yongfeng Guo

Journal of Electromagnetic Analysis and Applications Vol.1 No.2, June 25, 2009

DOI: 10.4236/jemaa.2009.12017 10,913 Downloads 19,715 Views Citations
A State Space Modeling of Non-Isolated Bidirectional DC-DC Converter with Active Switch (Articles)

J. Barsana Banu, M. Balasingh Moses

Circuits and Systems Vol.7 No.4, April 19, 2016

DOI: 10.4236/cs.2016.74018 3,494 Downloads 6,604 Views Citations
Closed Loop Control of Bi-Directional Soft Switched Quasi Z-Source DC-DC Converter (Articles)

A. Suresh, M. R. Rashmi, V. Madusuthanan, P. Vinoth Kumar

Circuits and Systems Vol.7 No.5, April 29, 2016

DOI: 10.4236/cs.2016.75049 3,211 Downloads 5,329 Views Citations
This article belongs to the Special Issue on Circuit Design
Improve Communication Quality by Understanding Customer Switching Behavior in China’s Telecom Sector (Articles)

Salman Awan, Yanxia Cheng

iBusiness Vol.8 No.4, November 14, 2016

DOI: 10.4236/ib.2016.84008 2,306 Downloads 5,469 Views Citations
Voice Quality for Internet Protocol Based on Neural Network Model (Articles)

Hassan Al-Wahshat, Mohammed Al-Maitah, Takialddin Al-Smadi

Journal of Signal and Information Processing Vol.8 No.4, November 10, 2017

DOI: 10.4236/jsip.2017.84013 1,416 Downloads 3,074 Views Citations
The Influence of Market Dynamics on Switching Intention in the Mobile Telecommunication Industry in Ghana: Exploring the Mediating Role of Competitive Intensity (Articles)

Francis Osei, George Ofori, Alfred Owusu, Joyce Dankwah Owusu

Open Journal of Business and Management Vol.12 No.4, July 24, 2024

DOI: 10.4236/ojbm.2024.124136 189 Downloads 1,137 Views Citations
Modelling the Performance of a Cross-Layer TCP NewReno-HARQ System (Articles)

Nimbe L. EWALD-AROSTEGUI, Andrew H. KEMP

International Journal of Communications, Network and System Sciences Vol.3 No.1, January 20, 2010

DOI: 10.4236/ijcns.2010.31002 5,055 Downloads 9,531 Views Citations
A Reward Functional to Solve the Replacement Problem (Articles)

Eva Selene Hernández Gress, Oscar Montaño Arango, José Ramón Corona Armenta, Antonio Oswaldo Ortega Reyes

Intelligent Control and Automation Vol.3 No.4, November 28, 2012

DOI: 10.4236/ica.2012.34045 7,124 Downloads 9,549 Views Citations
A HMM-Based System To Diacritize Arabic Text (Articles)

M. S. Khorsheed

Journal of Software Engineering and Applications Vol.5 No.12B, January 25, 2013

DOI: 10.4236/jsea.2012.512B024 4,926 Downloads 6,930 Views Citations
The Stationary Distributions of a Class of Markov Chains (Articles)

Chris Cannings

Applied Mathematics Vol.4 No.5, May 13, 2013

DOI: 10.4236/am.2013.45105 4,072 Downloads 7,024 Views Citations
Modeling the Customer Satisfaction Influence on the Long Term Sales: Example with Leading OTC Analgesics INN on National Market (Articles)

Guenka Petrova, Nikolay Mateev, Dimitar Barumov, Lily Peikova, Maria Dimitrova, Manoela Manova

Modern Economy Vol.4 No.9, September 5, 2013

DOI: 10.4236/me.2013.49060 4,244 Downloads 6,992 Views Citations
Sensitivity Analysis of the Replacement Problem (Articles)

Eva Selene Hernández Gress, Gilberto Pérez Lechuga, Neil Hernández Gress

Intelligent Control and Automation Vol.5 No.2, May 8, 2014

DOI: 10.4236/ica.2014.52006 5,129 Downloads 7,056 Views Citations
The Prognosis of Delayed Reactions in Rats Using Markov Chains Method (Articles)

Sulkhan N. Tsagareli, Nino G. Archvadze, Otar Tavdishvili, Marika Gvajaia

Journal of Behavioral and Brain Science Vol.6 No.1, January 15, 2016

DOI: 10.4236/jbbs.2016.61003 4,212 Downloads 5,578 Views Citations
Transition Modeling of Land-Use Dynamics in the Pipestem Creek, North Dakota, USA (Articles)

Papia F. Rozario, Peter Oduor, Larry Kotchman, Michael Kangas

Journal of Geoscience and Environment Protection Vol.5 No.3, March 29, 2017

DOI: 10.4236/gep.2017.53013 4,058 Downloads 6,580 Views Citations
Properties of the Estimators for the Effective Bandwidth in a Generalized Markov Fluid Model (Articles)

José Bavio, Beatriz Marrón

Open Journal of Statistics Vol.8 No.1, February 2, 2018

DOI: 10.4236/ojs.2018.81006 971 Downloads 2,044 Views Citations
This article belongs to the Special Issue on Modeling Methods in Statistics
Facebook Dynamics: Modelling and Statistical Testing (Articles)

José Bavio, Melina Guardiola, Gonzalo Perera

Advances in Pure Mathematics Vol.8 No.4, April 18, 2018

DOI: 10.4236/apm.2018.84021 905 Downloads 2,066 Views Citations
An Algorithm for Estimating the Expected Number of Customers for a Class of Markovian Queueing Systems (Articles)

Hung-Yuan Tu, Hillel Kumin

American Journal of Operations Research Vol.10 No.4, July 24, 2020

DOI: 10.4236/ajor.2020.104009 474 Downloads 1,187 Views Citations

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