Stochastic Volatility Model - Articles - Scientific Research Publishing

Stochastic Restricted Maximum Likelihood Estimator in Logistic Regression Model (Articles)

Varathan Nagarajah, Pushpakanthie Wijekoon

Open Journal of Statistics Vol.5 No.7, December 30, 2015

DOI: 10.4236/ojs.2015.57082 4,509 Downloads 6,579 Views Citations
Evaluation the Price of Multi-Asset Rainbow Options Using Monte Carlo Method (Articles)

A. Rasulov, R. Rakhmatov, A. Nafasov

Journal of Applied Mathematics and Physics Vol.4 No.1, January 29, 2016

DOI: 10.4236/jamp.2016.41021 5,456 Downloads 8,465 Views Citations
LPM Density Functions for the Computation of the SD Efficient Set (Articles)

Fred Viole, David Nawrocki

Journal of Mathematical Finance Vol.6 No.1, February 26, 2016

DOI: 10.4236/jmf.2016.61012 2,918 Downloads 5,028 Views Citations
This article belongs to the Special Issue on Stochastic Dominance
Rectification of RF Fields in Load Dependent Coupled Systems: Application to Non-Invasive Electroceuticals (Articles)

Sree N. Koneru, Charles R. Westgate, Kenneth J. McLeod

Journal of Biomedical Science and Engineering Vol.9 No.2, February 29, 2016

DOI: 10.4236/jbise.2016.92007 2,700 Downloads 4,279 Views Citations
Multiyear Discrete Stochastic Programming with a Fuzzy Semi-Markov Process (Articles)

C. S. Kim, Richard M. Adams, Dannele E. Peck

Applied Mathematics Vol.7 No.6, March 24, 2016

DOI: 10.4236/am.2016.76044 2,668 Downloads 3,925 Views Citations
A New Conjugate Gradient Projection Method for Solving Stochastic Generalized Linear Complementarity Problems (Articles)

Zhimin Liu, Shouqiang Du, Ruiying Wang

Journal of Applied Mathematics and Physics Vol.4 No.6, June 13, 2016

DOI: 10.4236/jamp.2016.46107 1,857 Downloads 3,069 Views Citations
Gray Level Image Edge Detection Using a Hybrid Model of Cellular Learning Automata and Stochastic Cellular Automata (Articles)

Nasim Vatani, Rasul Enayatifar

Open Access Library Journal Vol.2 No.1, January 23, 2015

DOI: 10.4236/oalib.1101203 921 Downloads 1,965 Views Citations
Razumikhin-Type Theorems on p-th Moment Stability for Stochastic Switching Nonlinear Systems with Delay (Articles)

Haibo Gu, Caixia Gao

Journal of Applied Mathematics and Physics Vol.4 No.7, July 22, 2016

DOI: 10.4236/jamp.2016.47129 1,446 Downloads 2,462 Views Citations
On Steady Dividend Payment under Functional Mean Reversion Speed (Articles)

Adeline Peter Mtunya, Philip Ngare, Yaw Nkansah-Gyekye

Journal of Mathematical Finance Vol.6 No.3, August 2, 2016

DOI: 10.4236/jmf.2016.63030 1,915 Downloads 3,710 Views Citations
Implementation of Stochastic Yield Curve Duration and Portfolio Immunization Strategies (Articles)

Sindre Duedahl

Journal of Mathematical Finance Vol.6 No.3, August 24, 2016

DOI: 10.4236/jmf.2016.63032 2,036 Downloads 3,350 Views Citations
Freidlin-Wentzell’s Large Deviations for Stochastic Evolution Equations with Poisson Jumps (Articles)

Huiyan Zhao, Siyan Xu

Advances in Pure Mathematics Vol.6 No.10, September 19, 2016

DOI: 10.4236/apm.2016.610056 1,728 Downloads 3,042 Views Citations
A Target Zone Model Where the Fundamentals Follow a Geometric Brownian Motion (Articles)

Jean René Cupidon, Judex Hyppolite

Journal of Mathematical Finance Vol.6 No.5, November 18, 2016

DOI: 10.4236/jmf.2016.65058 1,829 Downloads 3,931 Views Citations
Least Squares Solution for Discrete Time Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences (Articles)

Sie Long Kek, Jiao Li, Kok Lay Teo

Applied Mathematics Vol.8 No.1, January 11, 2017

DOI: 10.4236/am.2017.81001 1,681 Downloads 3,224 Views Citations
This article belongs to the Special Issue on Fixed Point Theory and Optimization
Finite Temperature Lanczos Method with the Stochastic State Selection and Its Application to Study of the Higgs Mode in the Antiferromagnet at Finite Temperature (Articles)

Tomo Munehisa

World Journal of Condensed Matter Physics Vol.7 No.1, February 9, 2017

DOI: 10.4236/wjcmp.2017.71002 1,669 Downloads 2,615 Views Citations
A Simple Model to Explain Expensive Index Call Options (Articles)

Sang Baum Kang

Theoretical Economics Letters Vol.7 No.3, March 16, 2017

DOI: 10.4236/tel.2017.73024 1,673 Downloads 3,539 Views Citations
Cyber Security: Nonlinear Stochastic Models for Predicting the Exploitability (Articles)

Sasith M. Rajasooriya, Chris. P. Tsokos, Pubudu Kalpani Kaluarachchi

Journal of Information Security Vol.8 No.2, April 30, 2017

DOI: 10.4236/jis.2017.82009 1,774 Downloads 3,979 Views Citations
Optimal Investment Strategy under Stochastic Interest Rates (Articles)

Adeline Peter Mtunya, Philip Ngare, Yaw Nkansah-Gyekye

Journal of Mathematical Finance Vol.7 No.2, May 19, 2017

DOI: 10.4236/jmf.2017.72017 1,856 Downloads 3,427 Views Citations
Towards a Field Theoretical Stochastic Model for Description of Tumour Growth (Articles)

Leonardo Mondaini

Journal of Applied Mathematics and Physics Vol.5 No.5, May 26, 2017

DOI: 10.4236/jamp.2017.55095 1,271 Downloads 2,179 Views Citations
The Global Analysis of a Stochastic Two-Scale Network Epidemic Dynamic Model with Varying Immunity Period (Articles)

Divine Wanduku, G. S. Ladde

Journal of Applied Mathematics and Physics Vol.5 No.5, May 27, 2017

DOI: 10.4236/jamp.2017.55101 1,334 Downloads 2,306 Views Citations
The Effects of Negative Nominal Rates on the Pricing of American Calls: Some Theoretical and Numerical Insights (Articles)

Alessia Cafferata, Pier Giuseppe Giribone, Marina Resta

Modern Economy Vol.8 No.7, July 13, 2017

DOI: 10.4236/me.2017.87061 2,495 Downloads 4,541 Views Citations
This article belongs to the Special Issue on Financial Investment

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