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

Probabilistic Model of Cumulative Damage in Pipelines Using Markov Chains (Articles)

Francisco Casanova-del-Angel, Esteban Flores-Méndez, Karina Guadalupe Cortes-Yah

Journal of Applied Mathematics and Physics Vol.8 No.4, April 1, 2020

DOI: 10.4236/jamp.2020.84048 673 Downloads 1,980 Views Citations
A Gaussian Multivariate Hidden Markov Model for Breast Tumor Diagnosis (Articles)

Angelo Raherinirina, Adore Randriamandroso, Aimé Richard Hajalalaina, Rivo Andry Rakotoarivelo, Fontaine Rafamatantantsoa

Applied Mathematics Vol.12 No.8, August 16, 2021

DOI: 10.4236/am.2021.128048 423 Downloads 1,872 Views Citations
Approximation of an Integral Markov Process Arising in the Approximation of Stochastic Differential Equation (Articles)

Mohammad Rahman

Advances in Pure Mathematics Vol.12 No.1, January 26, 2022

DOI: 10.4236/apm.2022.121003 380 Downloads 1,447 Views Citations
This article belongs to the Special Issue on Nonlinear Analysis and Differential Equations
A Comparison of PPO, TD3 and SAC Reinforcement Algorithms for Quadruped Walking Gait Generation (Articles)

James W. Mock, Suresh S. Muknahallipatna

Journal of Intelligent Learning Systems and Applications Vol.15 No.1, February 28, 2023

DOI: 10.4236/jilsa.2023.151003 1,218 Downloads 10,547 Views Citations
Management Tools for Random Demand Inventory and Supply (Articles)

Jeremie Ndikumagenge, Jean Pierre Ntayagabiri, Vercus Ntirandekura

Journal of Applied Mathematics and Physics Vol.11 No.3, March 15, 2023

DOI: 10.4236/jamp.2023.113044 208 Downloads 1,137 Views Citations
Land Use/Land Cover Changes Detection in Lagos City of Nigeria Using Remote Sensing and GIS (Articles)

Katabarwa Murenzi Gilbert, Yishao Shi

Advances in Remote Sensing Vol.12 No.4, December 29, 2023

DOI: 10.4236/ars.2023.124008 593 Downloads 3,179 Views Citations
Report for Type 2 Bayes-Fuzzy Estimation in No-Data Problem (Articles)

Houju Hori Jr., Kazuhisa Takemura, Yukio Matsumoto

Applied Mathematics Vol.15 No.1, January 25, 2024

DOI: 10.4236/am.2024.151005 214 Downloads 706 Views Citations
Aggregation and Establishment of Onerous Contracts as Required by IFRS17 Based on a Stochastic Matrix and the Lumpability Concept of a Markov Chain (Articles)

Alexandros A. Zimbidis, Ioannis Gkounopoulos

Journal of Financial Risk Management Vol.13 No.2, May 28, 2024

DOI: 10.4236/jfrm.2024.132013 231 Downloads 778 Views Citations
Non-Recursive Base Conversion Using a Deterministic Markov Process (Articles)

Louis M. Houston

Journal of Applied Mathematics and Physics Vol.12 No.6, June 21, 2024

DOI: 10.4236/jamp.2024.126129 82 Downloads 481 Views Citations
Emoti-Shing: Detecting Vishing Attacks by Learning Emotion Dynamics through Hidden Markov Models (Articles)

Virgile Simé Nyassi, Franklin Tchakounté, Blaise Omer Yenké, Duplex Elvis Houpa Danga, Magnuss Dufe Ngoran, Jean Louis Kedieng Ebongue Fendji

Journal of Intelligent Learning Systems and Applications Vol.16 No.3, August 30, 2024

DOI: 10.4236/jilsa.2024.163015 186 Downloads 1,262 Views Citations
A Closed Form Probability Mass Function for Occupation Times in a Three-State Markov Chain (Articles)

James Evans, Andrzej Korzeniowski

Advances in Pure Mathematics Vol.15 No.8, August 28, 2025

DOI: 10.4236/apm.2025.158029 86 Downloads 409 Views Citations
An Infinite Series Expression for the Joint Probability Density Function of OccupationTimes in a Three-State Markov Chain (Articles)

James Evans, Andrzej Korzeniowski

Advances in Pure Mathematics Vol.15 No.11, November 18, 2025

DOI: 10.4236/apm.2025.1511038 43 Downloads 271 Views Citations
Spatiotemporal Dynamics of Land Use Change in Narayanganj Sadar (2002-2023) and Forecasting for 2035 Using CA-Markov Modeling (Articles)

Eyanur Hossain, Fardina Jahid Tahia, Al Rabby Siemens, Md Shahariar Islam, Zobaer Rahman, Istiak Ahmad

Journal of Geographic Information System Vol.17 No.3, June 27, 2025

DOI: 10.4236/jgis.2025.173008 133 Downloads 908 Views Citations
Operational Risk Management in Moroccan Public Universities: An Exploratory Study (Articles)

Sarra Gazoulit, Khadija Oubal

Creative Education Vol.17 No.5, May 27, 2026

DOI: 10.4236/ce.2026.175050 7 Downloads 78 Views Citations
Sparse Representation by Frames with Signal Analysis (Articles)

Christopher Baker

Journal of Signal and Information Processing Vol.7 No.1, February 29, 2016

DOI: 10.4236/jsip.2016.71006 3,857 Downloads 5,216 Views Citations
A Generalized Elastic Net Regularization with Smoothed l₀ Penalty (Articles)

Sisu Li, Wanzhou Ye

Advances in Pure Mathematics Vol.7 No.1, January 24, 2017

DOI: 10.4236/apm.2017.71006 1,657 Downloads 2,940 Views Citations
A Novel Topology of Single-Phase AC-DC Integrated Boost-SEPIC (IBS) Converter Using Common Part Sharing Method (CPSM) for High Step-Up Applications (Articles)

Mohammad Bazlur Rashid, Mohammad Abdul Moin Oninda, Fahim Faisal, Mirza Muntasir Nishat, Golam Sarowar, Md. Ashraful Hoque

Journal of Power and Energy Engineering Vol.6 No.6, June 28, 2018

DOI: 10.4236/jpee.2018.66003 1,081 Downloads 3,221 Views Citations
Smart Boilers: Grid Support Services from Non-Critical Loads (Articles)

Panagis N. Vovos, Konstantinos G. Georgakas

Journal of Power and Energy Engineering Vol.8 No.12, December 29, 2020

DOI: 10.4236/jpee.2020.812003 593 Downloads 2,155 Views Citations
This article belongs to the Special Issue on New and Renewable Energy Sources
Image Dehazing with Hybrid λ2-λ0 Penalty Mode (Articles)

Yuxuan Zhou, Dongjiang Ji, Chunyu Xu

Journal of Computer and Communications Vol.12 No.10, October 25, 2024

DOI: 10.4236/jcc.2024.1210010 67 Downloads 438 Views Citations
Implied Bond and Derivative Prices Based on Non-Linear Stochastic Interest Rate Models (Articles)

Ghulam Sorwar, Sharif Mozumder

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

DOI: 10.4236/am.2010.11006 5,771 Downloads 10,540 Views Citations

First <...343536 ...>Last

	[email protected]
	+86 18163351462 (WhatsApp)
	1655362766
	SCIRP WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	[email protected]
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies