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

Stable Isotope Sourcing Using Sampling (Articles)

Erik B. Erhardt, Blair O. Wolf, Merav Ben-David, Edward J. Bedrick

Open Journal of Ecology Vol.4 No.6, May 23, 2014

DOI: 10.4236/oje.2014.46027 5,095 Downloads 7,363 Views Citations
Modeling and Design of Real-Time Pricing Systems Based on Markov Decision Processes (Articles)

Koichi Kobayashi, Ichiro Maruta, Kazunori Sakurama, Shun-ichi Azuma

Applied Mathematics Vol.5 No.10, June 3, 2014

DOI: 10.4236/am.2014.510141 4,096 Downloads 5,950 Views Citations
Expanded Barro Regression in Studying Convergence Problem (Articles)

Nguyen Khac Minh, Nguyen Khac Minh, Pham Van Khanh

American Journal of Operations Research Vol.4 No.5, September 15, 2014

DOI: 10.4236/ajor.2014.45029 4,305 Downloads 5,661 Views Citations
A Co-Evolution Model for Dynamic Social Network and Behavior (Articles)

Liping Tong, David Shoham, Richard S. Cooper

Open Journal of Statistics Vol.4 No.9, October 28, 2014

DOI: 10.4236/ojs.2014.49072 4,553 Downloads 5,931 Views Citations
Using Cellular Automata-Markov Analysis and Multi Criteria Evaluation for Predicting the Shape of the Dead Sea (Articles)

Maher A. El-Hallaq, Mohammed O. Habboub

Advances in Remote Sensing Vol.4 No.1, March 26, 2015

DOI: 10.4236/ars.2015.41008 5,298 Downloads 7,577 Views Citations
Habitat Suitability Modeling of Endangered Primates in Nigeria: Integrating Satellite Remote Sensing and Spatial Modeling Techniques (Articles)

Alex O. Onojeghuo, Alan G. Blackburn, Francis Okeke, Ajoke R. Onojeghuo

Journal of Geoscience and Environment Protection Vol.3 No.8, October 13, 2015

DOI: 10.4236/gep.2015.38003 3,994 Downloads 5,803 Views Citations
Mathematical Physics in Diffusion Problems (Articles)

Takahisa Okino

Journal of Modern Physics Vol.6 No.14, November 27, 2015

DOI: 10.4236/jmp.2015.614217 4,221 Downloads 6,536 Views Citations
Energy-States of Particles with Representational Spin (Articles)

Ricardo Suarez, Gregory G. Wood

Applied Mathematics Vol.7 No.7, April 28, 2016

DOI: 10.4236/am.2016.77060 2,074 Downloads 3,245 Views Citations
A Prediction of Future Land Use/Land Cover in Amman Area Using GIS-Based Markov Model and Remote Sensing (Articles)

Hamzah Ali Khawaldah

Journal of Geographic Information System Vol.8 No.3, June 21, 2016

DOI: 10.4236/jgis.2016.83035 4,419 Downloads 9,818 Views Citations
Network Coding for Wireless Sensor Network Cluster over Rayleigh Fading Channel: Finite State Markov Chain (Articles)

Mohammad Alhihi

International Journal of Communications, Network and System Sciences Vol.10 No.1, January 17, 2017

DOI: 10.4236/ijcns.2017.101001 1,830 Downloads 3,320 Views Citations
Cybersecurity: A Stochastic Predictive Model to Determine Overall Network Security Risk Using Markovian Process (Articles)

Nawa Raj Pokhrel, Chris P. Tsokos

Journal of Information Security Vol.8 No.2, April 28, 2017

DOI: 10.4236/jis.2017.82007 2,525 Downloads 7,122 Views Citations
Minimizing the Loss Probability in M/M/2/1 Queueing System with Ordered Entry (Articles)

Eman Ahmed Kamel

American Journal of Operations Research Vol.8 No.1, January 17, 2018

DOI: 10.4236/ajor.2018.81003 1,092 Downloads 3,698 Views Citations
Renormalization of Hierarchy and Semantic Computing (Articles)

Maria K. Koleva

Journal of Modern Physics Vol.9 No.3, February 5, 2018

DOI: 10.4236/jmp.2018.93024 825 Downloads 1,768 Views Citations
Implementing Trade Strategy with HMM Model: A Practice on Some Telecommunication Companies (Articles)

Chuanzhong Sun

Open Journal of Social Sciences Vol.6 No.3, March 13, 2018

DOI: 10.4236/jss.2018.63002 1,995 Downloads 9,422 Views Citations
Quantum Effect on Elementary Process of Diffusion and Collective Motion of Brown Particles (Articles)

Takahisa Okino

Journal of Modern Physics Vol.9 No.5, April 25, 2018

DOI: 10.4236/jmp.2018.95063 1,082 Downloads 2,462 Views Citations
Markov Chain Approach to Projection of Secondary School Enrolment and Projection of Teachers (Articles)

M. N. Egbo, D. C. Bartholomew, J. U. Okeke, E. N. Okeke

Open Journal of Statistics Vol.8 No.3, June 15, 2018

DOI: 10.4236/ojs.2018.83035 1,523 Downloads 5,344 Views Citations
Interaction Dynamics in a Social Network Using Hidden Markov Model (Articles)

Davis Bundi Ntwiga, Carolyne Ogutu

Social Networking Vol.7 No.3, July 18, 2018

DOI: 10.4236/sn.2018.73012 979 Downloads 2,771 Views Citations
Mine Gas Emission Prediction Based on Grey Markov Prediction Model (Articles)

Yan Wang, Duoxi Yao, Haifeng Lu

Open Journal of Geology Vol.8 No.10, September 19, 2018

DOI: 10.4236/ojg.2018.810056 1,003 Downloads 2,369 Views Citations
An Examination of Male and Female Monthly Employment Rates over Time in Canada and the United States Using Hidden Markov Probability Models (Articles)

William H. Laverty, Ivan W. Kelly

Open Journal of Statistics Vol.8 No.5, September 29, 2018

DOI: 10.4236/ojs.2018.85055 1,131 Downloads 2,186 Views Citations
Edge-Cloud Collaborative Optimization Scheduling with Micro-Service Architecture (Articles)

Qiuyan Liu, Jiajun Li, Huazhang Lv, Zhonghao Zhang, Mingxuan Li, Yi Feng

Journal of Computer and Communications Vol.7 No.10, October 16, 2019

DOI: 10.4236/jcc.2019.710009 715 Downloads 1,937 Views Citations

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