Fuzzy Stochastic Volatility - Articles - Scientific Research Publishing

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 3,128 Downloads 6,744 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 1,344 Downloads 3,341 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 1,026 Downloads 2,719 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 765 Downloads 1,826 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 555 Downloads 1,350 Views Citations
This article belongs to the Special Issue on Pricing Strategy, Model and Price Analysis
The Asymmetry of Shanghai Composite Index Volatility—Stochastic Volatility Models Based on GHST Distribution (Articles)

Xu Han, Jihong Kong

Open Journal of Social Sciences Vol.8 No.12, December 28, 2020

DOI: 10.4236/jss.2020.812028 410 Downloads 1,335 Views Citations
Pricing Bitcoin under Double Exponential Jump-Diffusion Model with Asymmetric Jumps Stochastic Volatility (Articles)

Ndeye Fatou Sene, Mamadou Abdoulaye Konte, Jane Aduda

Journal of Mathematical Finance Vol.11 No.2, May 31, 2021

DOI: 10.4236/jmf.2021.112018 642 Downloads 3,673 Views Citations
This article belongs to the Special Issue on Mathematical Finance and Application
Fractional Stochastic Volatility Pricing of European Option Based on Self-Adaptive Differential Evolution (Articles)

Yue Hu, Hongling Dong, Le Fu, Jiayang Zhai

Journal of Mathematical Finance Vol.12 No.3, August 25, 2022

DOI: 10.4236/jmf.2022.123029 360 Downloads 1,566 Views Citations
Yield Curve and the Business Cycle in Conventional Times (Articles)

Roman Šustek

Journal of Mathematical Finance Vol.14 No.1, February 27, 2024

DOI: 10.4236/jmf.2024.141004 269 Downloads 1,165 Views Citations
Modeling Exchange Rate Volatility Dynamics of the Great Britain Pound to Ethiopian Birr Using the Semi-Parametric Non-Linear Fuzzy-EGARCH-ANN Model (Articles)

Geleta T. Mohammed, Jane A. Aduda, Ananda O. Kube

Journal of Mathematical Finance Vol.10 No.4, October 23, 2020

DOI: 10.4236/jmf.2020.104035 889 Downloads 2,198 Views Citations
Application of Multifractional Brownian Motion to Modeling Volatility and Risk in Financial Markets (Articles)

Bou Diop

Journal of Applied Mathematics and Physics Vol.13 No.11, November 17, 2025

DOI: 10.4236/jamp.2025.1311216 58 Downloads 426 Views Citations
Stochastic Ito-Calculus and Numerical Approximations for Asset Price Forecasting in the Nigerian Stock Market (Articles)

Thomas Chinwe Urama, Patrick Oseloka Ezepue

Journal of Mathematical Finance Vol.8 No.4, November 12, 2018

DOI: 10.4236/jmf.2018.84041 2,517 Downloads 4,796 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
Study of Volatility Stochastic Processes in the Context of Solvency Forecasting for Sri Lankan Life Insurers (Articles)

Ashika Mendis

Open Journal of Statistics Vol.11 No.1, January 20, 2021

DOI: 10.4236/ojs.2021.111004 973 Downloads 4,174 Views Citations
This article belongs to the Special Issue on Statistical Modeling and Analysis
A Novel Stochastic Algorithm Using Pythagorean Means for Minimization (Articles)

Mona Subramaniam, Manju Senthil, Madhav Nigam

Intelligent Control and Automation Vol.1 No.2, November 26, 2010

DOI: 10.4236/ica.2010.12009 5,534 Downloads 8,284 Views Citations
An Interactive Fuzzy Satisficing Method for Multiobjective Stochastic Integer Programming with Simple Recourse (Articles)

Masatoshi Sakawa, Takeshi Matsui

Applied Mathematics Vol.3 No.10A, November 1, 2012

DOI: 10.4236/am.2012.330180 5,925 Downloads 9,305 Views Citations
This article belongs to the Special Issue on Optimization
Multicut L-Shaped Algorithm for Stochastic Convex Programming with Fuzzy Probability Distribution (Articles)

Miaomiao Han, Xinshun MA

Open Journal of Applied Sciences Vol.2 No.4B, January 16, 2013

DOI: 10.4236/ojapps.2012.24B050 4,037 Downloads 5,683 Views Citations
Functional Enrichment of Utopian Distribution of Plant Life-Forms (Articles)

James N. Furze, Quanmin Zhu, Feng Qiao, Jennifer Hill

American Journal of Plant Sciences Vol.4 No.12A, November 12, 2013

DOI: 10.4236/ajps.2013.412A1006 4,196 Downloads 6,975 Views Citations
This article belongs to the Special Issue on Plant Morphology Research
Type 2 Possibility Factor Rotation in No-Data Problem (Articles)

Houju Hori Jr.

Applied Mathematics Vol.14 No.10, October 8, 2023

DOI: 10.4236/am.2023.1410039 226 Downloads 803 Views Citations
This article belongs to the Special Issue on Fuzzy Mathematics
Geometric Fractional Brownian Motion Perturbed by Fractional Ornstein-Uhlenbeck Process and Application on KLCI Option Pricing (Articles)

Mohammed Alhagyan, Masnita Misiran, Zurni Omar

Open Access Library Journal Vol.3 No.8, August 19, 2016

DOI: 10.4236/oalib.1102863 1,636 Downloads 3,337 Views Citations
On Two Transform Methods for the Valuation of Contingent Claims (Articles)

Chuma Raphael Nwozo, Sunday Emmanuel Fadugba

Journal of Mathematical Finance Vol.5 No.2, March 30, 2015

DOI: 10.4236/jmf.2015.52009 4,082 Downloads 5,734 Views Citations

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