Long Memory Stochastic Volatility - Articles - Scientific Research Publishing

Forecasting Diabetes Patients Attendance at Al-Baha Hospitals Using Autoregressive Fractional Integrated Moving Average (ARFIMA) Models (Articles)

Salem Al Zahrani, Fath Al Rahman Al Sameeh, Abdulaziz C. M. Musa, Ashaikh A. A. Shokeralla

Journal of Data Analysis and Information Processing Vol.8 No.3, August 18, 2020

DOI: 10.4236/jdaip.2020.83011 805 Downloads 2,242 Views Citations
The Long Memory of the Jump Intensity of the Price Process (Articles)

Yizhuang Tian, Dongyang Shi, Handong Li

Journal of Mathematical Finance Vol.11 No.2, April 1, 2021

DOI: 10.4236/jmf.2021.112009 581 Downloads 1,651 Views Citations
Predicting Malaria Dynamics in Burundi Using Deep Learning Models (Articles)

Daxelle Sakubu, Kelly Joelle Gatore Sinigirira, David Niyukuri

Journal of Applied Mathematics and Physics Vol.12 No.8, August 22, 2024

DOI: 10.4236/jamp.2024.128173 178 Downloads 1,408 Views Citations
Multilingual Text Recognition and Assistance for Low-Resource Languages Using Computer Vision (Articles)

Franck Senu Binunya, Huabing Zhou

Open Access Library Journal Vol.12 No.6, June 30, 2025

DOI: 10.4236/oalib.1113574 95 Downloads 876 Views Citations
Random Attractors of Stochastic Non-Autonomous Nonclassical Diffusion Equations with Linear Memory on a Bounded Domain (Articles)

Ahmed Eshag Mohamed, Qiaozhen Ma, Mohamed Y. A. Bakhet

Applied Mathematics Vol.9 No.11, November 30, 2018

DOI: 10.4236/am.2018.911085 1,007 Downloads 2,182 Views Citations
Forecasting High-Frequency Long Memory Series with Long Periods Using the SARFIMA Model (Articles)

Handong Li, Xunyu Ye

Open Journal of Statistics Vol.5 No.1, February 17, 2015

DOI: 10.4236/ojs.2015.51009 3,314 Downloads 4,776 Views Citations
The Effects of Long Memory in Price Volatility of Inventories Pledged on Portfolio Optimization of Supply Chain Finance (Articles)

Juan He, Jian Wang, Xianglin Jiang

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

DOI: 10.4236/jmf.2016.61014 4,570 Downloads 6,682 Views Citations
Bayesian Testing for Asset Volatility Persistence on Multivariate Stochastic Volatility Models (Articles)

Yong Li, Fang-Ping Peng, Hao-Feng Xu

Journal of Mathematical Finance Vol.2 No.1, February 28, 2012

DOI: 10.4236/jmf.2012.21010 5,634 Downloads 10,115 Views Citations
Optimal Investment Problem with Multiple Risky Assets under the Constant Elasticity of Variance (CEV) Model (Articles)

Hui Zhao, Ximin Rong, Weiqin Ma, Bo Gao

Modern Economy Vol.3 No.6, October 31, 2012

DOI: 10.4236/me.2012.36092 4,643 Downloads 8,095 Views Citations
A New Procedure to Test for Fractional Integration (Articles)

William Rea, Chris Price, Les Oxley, Marco Reale, Jennifer Brown

Open Journal of Statistics Vol.6 No.4, August 23, 2016

DOI: 10.4236/ojs.2016.64055 1,887 Downloads 3,289 Views Citations
Recent Developments in Option Pricing (Articles)

Hui Gong, You Liang, Aerambamoorthy Thavaneswaran

Journal of Mathematical Finance Vol.1 No.3, November 25, 2011

DOI: 10.4236/jmf.2011.13009 7,034 Downloads 14,520 Views Citations
Bayesian Estimation of Non-Gaussian Stochastic Volatility Models (Articles)

Asma Graja Elabed, Afif Masmoudi

Journal of Mathematical Finance Vol.4 No.2, February 19, 2014

DOI: 10.4236/jmf.2014.42009 5,234 Downloads 8,286 Views Citations
Uncertain Volatility Derivative Model Based on the Polynomial Chaos (Articles)

Stefanos Drakos

Journal of Mathematical Finance Vol.6 No.1, February 19, 2016

DOI: 10.4236/jmf.2016.61007 3,869 Downloads 5,409 Views Citations
Multivariate Stochastic Volatility Estimation with Sparse Grid Integration (Articles)

Halil Erturk Esen

Journal of Mathematical Finance Vol.6 No.1, February 19, 2016

DOI: 10.4236/jmf.2016.61009 3,887 Downloads 5,209 Views Citations
An Explicit Solution for a Portfolio Selection Problem with Stochastic Volatility (Articles)

Albert N. Sandjo, Fabrice Colin, Salissou Moutari

Journal of Mathematical Finance Vol.7 No.1, February 28, 2017

DOI: 10.4236/jmf.2017.71011 2,116 Downloads 4,566 Views Citations
Mathematical Analysis of Financial Model on Market Price with Stochastic Volatility (Articles)

Mitun Kumar Mondal, Md. Abdul Alim, Md. Faizur Rahman, Md. Haider Ali Biswas

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

DOI: 10.4236/jmf.2017.72019 3,163 Downloads 6,868 Views Citations
Optimal Investment Strategy for Defined Contribution Pension Scheme under the Heston Volatility Model (Articles)

Chidi U. Okonkwo, Bright O. Osu, Silas A. Ihedioha, Chigozie Chibuisi

Journal of Mathematical Finance Vol.8 No.4, September 30, 2018

DOI: 10.4236/jmf.2018.84039 1,374 Downloads 3,418 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
Optimal Portfolio Choice in a Jump-Diffusion Model with Self-Exciting (Articles)

Baojun Bian, Xinfu Chen, Xudong Zeng

Journal of Mathematical Finance Vol.9 No.3, August 20, 2019

DOI: 10.4236/jmf.2019.93020 1,075 Downloads 2,824 Views Citations
This article belongs to the Special Issue on Financial Econometrics
Malliavin Differentiability of CEV-Type Heston Model (Articles)

Shota Tsumurai

Journal of Mathematical Finance Vol.10 No.1, February 26, 2020

DOI: 10.4236/jmf.2020.101012 778 Downloads 1,860 Views Citations
Evaluating Energy Forward Dynamics Modeled as a Subordinated Hilbert-Space Linear Functional (Articles)

Victor Alexander Okhuese, Jane Akinyi Aduda, Joseph Mung’atu

Journal of Mathematical Finance Vol.10 No.3, August 25, 2020

DOI: 10.4236/jmf.2020.103025 570 Downloads 1,388 Views Citations
This article belongs to the Special Issue on Pricing Strategy, Model and Price Analysis

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