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

Reconstruct the Heat Conduction Model with Memory Dependent Derivative (Articles)

Wenwen Sun, Jinliang Wang

Applied Mathematics Vol.9 No.9, September 27, 2018

DOI: 10.4236/am.2018.99072 1,165 Downloads 2,656 Views Citations
An Estimate on Linear Functionals’ Kernels in Banach Spaces, and Regularity of Convex Functionals (Articles)

Hiroko Okochi

Applied Mathematics Vol.13 No.9, September 19, 2022

DOI: 10.4236/am.2022.139047 200 Downloads 799 Views Citations
Discrete Time Markov Reward Processes a Motor Car Insurance Example (Articles)

Guglielmo D’ Amico, Jacques Janssen, Raimondo Manca

Technology and Investment Vol.1 No.2, May 25, 2010

DOI: 10.4236/ti.2010.12016 6,268 Downloads 11,857 Views Citations
Stationary Distribution of Random Motion with Delay in Reflecting Boundaries (Articles)

Anatoliy A. Pogorui, Ramón M. Rodríguez-Dagnino

Applied Mathematics Vol.1 No.1, June 2, 2010

DOI: 10.4236/am.2010.11004 5,079 Downloads 9,027 Views Citations
Runs and Patterns in a Sequence of Markov Dependent Bivariate Trials (Articles)

Kirtee K. Kamalja, Ramkrishna L. Shinde

Open Journal of Statistics Vol.1 No.2, July 21, 2011

DOI: 10.4236/ojs.2011.12014 3,856 Downloads 7,778 Views Citations
Side-Channel Analysis for Detecting Protocol Tunneling (Articles)

Harakrishnan Bhanu, Jason Schwier, Ryan Craven, Richard R. Brooks, Kathryn Hempstalk, Daniele Gunetti, Christopher Griffin

Advances in Internet of Things Vol.1 No.2, July 26, 2011

DOI: 10.4236/ait.2011.12003 6,734 Downloads 16,677 Views Citations
Traffic Modeling of a Finite-Source Power Line Communication Network (Articles)

Shensheng Tang

Smart Grid and Renewable Energy Vol.2 No.3, August 8, 2011

DOI: 10.4236/sgre.2011.23029 7,312 Downloads 11,425 Views Citations
Segmentation of MS lesions using entropy-based EM algorithm and Markov random fields (Articles)

Ahmad Bijar, Mahdi Mohamad Khanloo, Antonio Peñalver Benavent, Rasoul Khayati

Journal of Biomedical Science and Engineering Vol.4 No.8, August 22, 2011

DOI: 10.4236/jbise.2011.48071 4,551 Downloads 8,876 Views Citations
Prediction of Landscape Pattern of Soft Sandstone Area (SSA) after Seabuckthorn Planting (Articles)

Jianzhong Hu

American Journal of Plant Sciences Vol.3 No.1, December 31, 2011

DOI: 10.4236/ajps.2012.31020 4,667 Downloads 7,743 Views Citations
Levinthal’s Paradox Revisited, and Dismissed (Articles)

Arieh Ben-Naim

Open Journal of Biophysics Vol.2 No.2, April 27, 2012

DOI: 10.4236/ojbiphy.2012.22004 8,469 Downloads 18,301 Views Citations
Development of Application Specific Continuous Speech Recognition System in Hindi (Articles)

Gaurav Gaurav, Devanesamoni Shakina Deiv, Gopal Krishna Sharma, Mahua Bhattacharya

Journal of Signal and Information Processing Vol.3 No.3, August 31, 2012

DOI: 10.4236/jsip.2012.33052 6,838 Downloads 11,586 Views Citations
Parameter Estimation in Logistic Regression for Transition, Reverse Transition and Repeated Transition from Repeated Outcomes (Articles)

Rafiqul I. Chowdhury, M. Ataharul Islam, Shahariar Huda, Laurent Briollais

Applied Mathematics Vol.3 No.11A, November 27, 2012

DOI: 10.4236/am.2012.331240 5,819 Downloads 9,261 Views Citations
This article belongs to the Special Issue on Computing
Validation of CA-Markov for Simulation of Land Use and Cover Change in the Langat Basin, Malaysia (Articles)

Hadi Memarian, Siva Kumar Balasundram, Jamal Bin Talib, Christopher Teh Boon Sung, Alias Mohd Sood, Karim Abbaspour

Journal of Geographic Information System Vol.4 No.6, December 31, 2012

DOI: 10.4236/jgis.2012.46059 10,318 Downloads 18,018 Views Citations
A Study on the Control Technique of Construction Project Process (Articles)

Changming Hu, Shaoping Zhang, Xueyan Wang

Engineering Vol.5 No.3, March 21, 2013

DOI: 10.4236/eng.2013.53041 4,295 Downloads 6,952 Views Citations
Modified Maximum Likelihood Estimation of the Spatial Resolution for the Elliptical Gamma Camera SPECT Imaging Using Binary Inhomogeneous Markov Random Fields Models (Articles)

Stelios Zimeras

Advances in Computed Tomography Vol.2 No.2, June 20, 2013

DOI: 10.4236/act.2013.22013 2,866 Downloads 6,000 Views Citations
Performance Analysis of an Autoconfiguration Addressing Protocol for Ad Hoc Networks (Articles)

Hassan Al-Mahdi, Hamed Nassar, SafaAbd El-Aziz

Journal of Computer and Communications Vol.1 No.4, October 29, 2013

DOI: 10.4236/jcc.2013.14006 3,438 Downloads 6,353 Views Citations
Adaptive Strategies for Accelerating the Convergence of Average Cost Markov Decision Processes Using a Moving Average Digital Filter (Articles)

Edilson F. Arruda, Fabrício Ourique

American Journal of Operations Research Vol.3 No.6, October 31, 2013

DOI: 10.4236/ajor.2013.36050 3,780 Downloads 6,403 Views Citations
Topological Order Value Iteration Algorithm for Solving Probabilistic Planning (Articles)

Xiaofei Liu, Mingjie Li, Qingxin Nie

Communications and Network Vol.5 No.1B, November 7, 2013

DOI: 10.4236/cn.2013.51B020 2,811 Downloads 4,285 Views Citations
A health economic analysis of combination therapy with infliximab plus elemental diet for moderately to severely active Crohn’s disease (Articles)

Shota Saito, Utako Shimizu, Zhang Nan, Junji Yokoyama, Mayumi Watanabe, Kenshi Terajima, Kohei Akazawa

Health Vol.6 No.1, January 26, 2014

DOI: 10.4236/health.2014.61017 6,327 Downloads 8,407 Views Citations
Markov Model Based Jamming and Anti-Jamming Performance Analysis for Cognitive Radio Networks (Articles)

Wednel Cadeau, Xiaohua Li, Chengyu Xiong

Communications and Network Vol.6 No.2, May 8, 2014

DOI: 10.4236/cn.2014.62010 4,454 Downloads 6,518 Views Citations

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