Stochastic Control; Three-Asset Model; Vasicek Interest Rate Model; Optimal Fraction - Articles

Are Mispricings Long-Lasting or Short-Lived? Evidence from S & P 500 Index ETF Options (Articles)

Feng Jiao

Theoretical Economics Letters Vol.8 No.3, February 12, 2018

DOI: 10.4236/tel.2018.83027 1,018 Downloads 3,009 Views Citations
This article belongs to the Special Issue on Financial Derivatives
Measurement and Analysis of China’s Industrial Technical Efficiency (Articles)

Bing Li

Journal of Financial Risk Management Vol.7 No.1, March 30, 2018

DOI: 10.4236/jfrm.2018.71007 1,198 Downloads 2,693 Views Citations
Solution of Stochastic Quadratic Programming with Imperfect Probability Distribution Using Nelder-Mead Simplex Method (Articles)

Xinshun Ma, Xin Liu

Journal of Applied Mathematics and Physics Vol.6 No.5, May 31, 2018

DOI: 10.4236/jamp.2018.65095 899 Downloads 2,596 Views Citations
Modeling Election Problem by a Stochastic Differential Equation (Articles)

Nguyen Thanh Trung

American Journal of Operations Research Vol.8 No.6, October 30, 2018

DOI: 10.4236/ajor.2018.86024 1,118 Downloads 3,364 Views Citations
Periodic Solution for a Stochastic Predator-Prey Model with Impulses and Holling-II Functional Response (Articles)

Yafei Yang, Yuanfu Shao, Mengwei Li

Journal of Applied Mathematics and Physics Vol.7 No.10, October 8, 2019

DOI: 10.4236/jamp.2019.710152 654 Downloads 1,772 Views Citations
Stochastic Simulation of Emission Spectra and Classical Photon Statistics of Quantum Dot Superluminescent Diodes (Articles)

Kai Niklas Hansmann, Reinhold Walser

Journal of Modern Physics Vol.12 No.1, January 8, 2021

DOI: 10.4236/jmp.2021.121003 503 Downloads 1,791 Views Citations
This article belongs to the Special Issue on Quantum Physics and Its Applications
Impact of Dual Stock Holding and Stochastic Income on the Investor’s Remuneration Package (Articles)

Kebareng I. Moalosi-Court, Edward M. Lungu, Elias R. Offen

Journal of Mathematical Finance Vol.11 No.2, April 6, 2021

DOI: 10.4236/jmf.2021.112011 474 Downloads 1,295 Views Citations
An Option Valuation Formula for Stochastic Volatility Driven by GARCH Processes (Articles)

Zhongmin Qian, Xingcheng Xu

Journal of Mathematical Finance Vol.13 No.2, May 31, 2023

DOI: 10.4236/jmf.2023.132015 369 Downloads 1,707 Views Citations
Whither Greece? Productivity before and after the Subprime Crisis (Articles)

Mike G. Tsionas, Mara E. Vidali, George N. Leledakis, Anastasios E. Tasiopoulos

Theoretical Economics Letters Vol.13 No.7, December 29, 2023

DOI: 10.4236/tel.2023.137103 272 Downloads 1,167 Views Citations
This article belongs to the Special Issue on Research, Innovation, New Technologies, and Institutions
Financial Modeling with Geometric Brownian Motion (Articles)

Chelsea Peng, Colette Simon

Open Journal of Business and Management Vol.12 No.2, March 28, 2024

DOI: 10.4236/ojbm.2024.122065 524 Downloads 4,636 Views Citations
In vivo testing of a bone graft containing chitosan, calcium sulfate and osteoblasts in a paste form in a critical size defect model in rats (Articles)

Jerome G. Saltarrelli Jr., Debi P. Mukherjee

Journal of Biomedical Science and Engineering Vol.2 No.1, February 13, 2009

DOI: 10.4236/jbise.2009.21005 5,498 Downloads 11,075 Views Citations
Research on Software Production Support Structure (Articles)

Jiangping WAN

Journal of Software Engineering and Applications Vol.2 No.3, October 23, 2009

DOI: 10.4236/jsea.2009.23025 8,763 Downloads 14,391 Views Citations
Basic Experimental Pancreatitis Models for Beginners (Articles)

Baris D. Yildiz, Erhan Hamaloglu

Surgical Science Vol.1 No.2, November 18, 2010

DOI: 10.4236/ss.2010.12007 4,946 Downloads 9,326 Views Citations
A Study on the Factors That Influence Innovation Activities of Spanish Big Firms (Articles)

Alvaro Gómez Vieites, José Luis Calvo

Technology and Investment Vol.2 No.1, February 25, 2011

DOI: 10.4236/ti.2011.21002 13,961 Downloads 22,600 Views Citations
Modeling and Adaptive Self-Tuning MVC Control of PAM Manipulator Using Online Observer Optimized with Modified Genetic Algorithm (Articles)

Ho Pham Huy Anh, Nguyen Thanh Nam

Engineering Vol.3 No.2, March 18, 2011

DOI: 10.4236/eng.2011.32016 6,119 Downloads 10,803 Views Citations
Supervised Fuzzy Mixture of Local Feature Models (Articles)

Mingyang Xu, Michael Golay

Intelligent Information Management Vol.3 No.3, April 29, 2011

DOI: 10.4236/iim.2011.33011 4,251 Downloads 8,028 Views Citations
A Study of Bilinear Models in Voice Conversion (Articles)

Victor Popa, Jani Nurminen, Moncef Gabbouj

Journal of Signal and Information Processing Vol.2 No.2, May 26, 2011

DOI: 10.4236/jsip.2011.22017 4,764 Downloads 8,931 Views Citations
A theoretical analysis of the growth process of an organism and its dependence on various allometric relations (Articles)

Sudipto Roy, Priyadarshi Majumdar, Subhankar Ghosh

Natural Science Vol.3 No.9, September 30, 2011

DOI: 10.4236/ns.2011.39105 4,592 Downloads 9,781 Views Citations
Revisit the Two Sample t-Test with a Known Ratio of Variances (Articles)

Yongxiu She, Augustine Wong, Xiaofeng Zhou

Open Journal of Statistics Vol.1 No.3, October 20, 2011

DOI: 10.4236/ojs.2011.13018 5,463 Downloads 9,541 Views Citations
LMI Approach to Suboptimal Guaranteed Cost Control for 2-D Discrete Uncertain Systems (Articles)

Amit Dhawan, Haranath Kar

Journal of Signal and Information Processing Vol.2 No.4, November 16, 2011

DOI: 10.4236/jsip.2011.24042 5,642 Downloads 9,680 Views Citations

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