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

Markov Models for the Tipsy Cop and Robber Game on Graph (Articles)

Viktoriya Bardenova, Vincent Ciarcia, Erik Insko

Open Journal of Discrete Mathematics Vol.11 No.3, July 12, 2021

DOI: 10.4236/ojdm.2021.113006 348 Downloads 1,652 Views Citations
A Maintenance Service Improvement Approach Based on Queue Networks: Application (Articles)

Aslain Brisco Ngnassi Djami, Wolfgang Nzié, Boukar Ousman, Joseph Nkongho Anyi, Ulrich Ngnassi Nguelcheu

Open Journal of Applied Sciences Vol.14 No.2, February 27, 2024

DOI: 10.4236/ojapps.2024.142030 212 Downloads 831 Views Citations
Evaluation of the Reliability of a System: Approach by Monte Carlo Simulation and Application (Articles)

Aslain Brisco Ngnassi Djami, Jean Bosco Samon, Boukar Ousman, Ulrich Ngnassi Nguelcheu, Wolfgang Nzié, Guy Edgar Ntamack, Bienvenu Kenmeugne

Open Journal of Applied Sciences Vol.14 No.3, March 29, 2024

DOI: 10.4236/ojapps.2024.143051 256 Downloads 1,325 Views Citations
The Moment of Continuous-Time Markov Branching Process with Immigration (Articles)

Juan Wang, Yan Luo

Journal of Applied Mathematics and Physics Vol.13 No.4, April 22, 2025

DOI: 10.4236/jamp.2025.134071 78 Downloads 406 Views Citations
The equation and the parameter of the spur system (Articles)

Galina B. Anisimova, Rahil B. Shatsova

Natural Science Vol.2 No.9, October 8, 2010

DOI: 10.4236/ns.2010.29129 7,221 Downloads 11,260 Views Citations
The Constitutionalization of Local Government in Developing Countries—Analysis of African Experiences in Global Perspective (Articles)

Dele Olowu

Beijing Law Review Vol.3 No.2, June 28, 2012

DOI: 10.4236/blr.2012.32006 6,253 Downloads 13,158 Views Citations
Borderland Theory as a Conceptual Framework for Comparative Local US and Canadian History (Review)

Claire Parham

Advances in Historical Studies Vol.2 No.2, June 20, 2013

DOI: 10.4236/ahs.2013.22013 5,393 Downloads 9,554 Views Citations
Urbanization and Public Policy Research: How Should Local Think Tanks Act? (Articles)

Lingling Peng

Open Journal of Social Sciences Vol.7 No.7, July 30, 2019

DOI: 10.4236/jss.2019.77030 660 Downloads 1,797 Views Citations
New Anesthetic Technique for Dacryocystorhinostomy: 218 Cases with Local-Anesthesia Ultrasonographic Guided and Blunt Cannula (Articles)

Hugo C. T. Siqueira, Clarissa M. M. Stoffel de Siqueira, Marlon Miguel Bianchi de Lima, Leonardo T. C. Lins

Open Journal of Ophthalmology Vol.11 No.4, November 16, 2021

DOI: 10.4236/ojoph.2021.114023 275 Downloads 1,952 Views Citations
Cure of Varicocele under Local Anesthesia: Impact on Sperm Parameters (Articles)

Babacar Sine, Arsen Ngoie Mudiangombe, Ndeye Aissatou Bagayogo, Amath Thiam, Omar Cissokho, Moustaf Cheikh Ahmed, Abdoulaye Ndiath, Ibrahima Cisse, Babacar Diao, Khassim Ndoye Alain

Open Journal of Urology Vol.14 No.10, October 11, 2024

DOI: 10.4236/oju.2024.1410052 104 Downloads 746 Views Citations
The Impact of Local Government Power Reform on Local Public Services: Evidence from Suzhou, China (Articles)

Ximing Yang

Chinese Studies Vol.15 No.1, January 13, 2026

DOI: 10.4236/chnstd.2026.151005 83 Downloads 455 Views Citations
Fractal and Fractional Diffusion Equations of Price Changing of Commodity (Articles)

Tianquan Yun

Applied Mathematics Vol.4 No.7A, July 5, 2013

DOI: 10.4236/am.2013.47A005 3,702 Downloads 5,733 Views Citations
This article belongs to the Special Issue on Fractional Calculus Theory and Application
Non-Parametric Local Maxima and Minima Finder with Filtering Techniques for Bioprocess (Articles)

K. K. L. B. Adikaram, M. A. Hussein, M. Effenberger, T. Becker

Journal of Signal and Information Processing Vol.7 No.4, October 11, 2016

DOI: 10.4236/jsip.2016.74018 1,805 Downloads 4,311 Views Citations
Fractional Calculus, Fractional Differential Equations and Applications (Articles)

Mariam Almahdi Mohammed Mu’lla

Open Access Library Journal Vol.7 No.6, June 23, 2020

DOI: 10.4236/oalib.1106244 2,067 Downloads 8,108 Views Citations
Two Implicit Runge-Kutta Methods for Stochastic Differential Equation (Articles)

Fuwen Lu, Zhiyong Wang

Applied Mathematics Vol.3 No.10, October 12, 2012

DOI: 10.4236/am.2012.310162 5,693 Downloads 9,633 Views Citations
Oscillator Subject to Periodic and Random Forces (Articles)

Moshe Gitterman

Journal of Modern Physics Vol.4 No.1, January 28, 2013

DOI: 10.4236/jmp.2013.41015 4,374 Downloads 6,989 Views Citations
Brownian Motion & the Stochastic Behavior of Stocks (Articles)

Pantelis Tassopoulos, Yorgos Protonotarios

Journal of Mathematical Finance Vol.12 No.1, February 15, 2022

DOI: 10.4236/jmf.2022.121009 446 Downloads 3,919 Views Citations
Modelling and Simulating Dynamics Efficiency of Rural-Community Banks (RCBs) in Ghana (Articles)

Pascal Gidigah, Joseph Acquah, Akyene Tetteh

Open Journal of Modelling and Simulation Vol.10 No.4, August 25, 2022

DOI: 10.4236/ojmsi.2022.104019 258 Downloads 933 Views Citations
Effective Finite-Difference Techniques for Estimating Sensitivities for Stochastic Biochemical Systems (Articles)

Fauzia Jabeen, Silvana Ilie

Applied Mathematics Vol.13 No.11, November 24, 2022

DOI: 10.4236/am.2022.1311056 219 Downloads 1,163 Views Citations
Stochastic Maximum Principle for Optimal Advertising Models with Delay and Non-Convex Control Spaces (Articles)

Giuseppina Guatteri, Federica Masiero

Advances in Pure Mathematics Vol.14 No.6, June 18, 2024

DOI: 10.4236/apm.2024.146025 119 Downloads 581 Views Citations

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