Arbitrage Free Interest Rate Model - Articles - Scientific Research Publishing

Management of a Complex Portfolio of Assets with Stochastic Drifts and Volatilities (Articles)

Wendkouni Yaméogo, Korotimi Ouédraogo, Diakarya Barro

Open Journal of Statistics Vol.12 No.6, December 30, 2022

DOI: 10.4236/ojs.2022.126047 235 Downloads 996 Views Citations
Keynes’ General Theory of Employment, Interest and Money Re-Stated (Articles)

Alexandros M. Goulielmos

Modern Economy Vol.16 No.12, December 24, 2025

DOI: 10.4236/me.2025.1612092 27 Downloads 273 Views Citations
The British Binary Option (Articles)

Min Gao

Journal of Mathematical Finance Vol.9 No.4, November 14, 2019

DOI: 10.4236/jmf.2019.94038 969 Downloads 2,505 Views Citations
Option Pricing with Economic Feasibility (Articles)

Yi-Jang Yu

Modern Economy Vol.4 No.1, January 31, 2013

DOI: 10.4236/me.2013.41009 4,312 Downloads 6,760 Views Citations
An Implicit-Explicit Computational Method Based on Time Semi-Discretization for Pricing Financial Derivatives with Jumps (Articles)

Yang Wang

Open Journal of Statistics Vol.8 No.2, April 24, 2018

DOI: 10.4236/ojs.2018.82022 849 Downloads 1,946 Views Citations
The Statistical Arbitrage Study of CSI 500 Stock Index Futures Based on Intraday Effect (Articles)

Jianwen Zhang, Guoqiang Tang, Qiaofen Miao, Jingling Yang

Open Journal of Business and Management Vol.7 No.3, May 6, 2019

DOI: 10.4236/ojbm.2019.73075 1,049 Downloads 3,214 Views Citations
Unraveling Market Inefficiencies: Weak Arbitrage and the Information-Based Model for Option Pricing (Articles)

Matabel Odin, Jane Akinyi Aduda, Cyprian Ondieki Omari

Journal of Mathematical Finance Vol.13 No.4, November 7, 2023

DOI: 10.4236/jmf.2023.134027 344 Downloads 1,514 Views Citations
Crude Oil Prices: An Asset Class Analysis on Monetary Policy, Currency Exchange Rate and Nifty 500 with Respect to the Indian Economy (Articles)

Sunny Oswal, Kushagra Goel

Theoretical Economics Letters Vol.9 No.7, October 24, 2019

DOI: 10.4236/tel.2019.97168 1,034 Downloads 3,801 Views Citations
A Generalized Gibbs Potential Model for Materials Degradation (Articles)

J. W. McPherson

World Journal of Condensed Matter Physics Vol.14 No.4, November 28, 2024

DOI: 10.4236/wjcmp.2024.144010 130 Downloads 863 Views Citations
Mathematical Model of Housing Loans (Articles)

Xiangrong Li

Modern Economy Vol.1 No.3, November 19, 2010

DOI: 10.4236/me.2010.13019 6,829 Downloads 12,781 Views Citations
Models of the Short Interest Rate in Discrete Processes (Articles)

Naoyuki Ishimura, Bold Javkhlan, MasaAki Nakamura, Zheng Wei

Open Journal of Applied Sciences Vol.3 No.1B1, July 11, 2013

DOI: 10.4236/ojapps.2013.31B1003 4,827 Downloads 6,550 Views Citations
The Effectiveness of the ECB Announcement Channel (Articles)

Ahmed Hachicha, Afif Masmoudi

Applied Mathematics Vol.5 No.6, April 8, 2014

DOI: 10.4236/am.2014.56097 3,568 Downloads 5,259 Views Citations
Evaluation of Different Treatment Regimens for Relapsed and Refractory NHL: Single Institute Experience (Articles)

Heba Sheha, Mohamed Mekkawy, Hoda Hassan, Ola Nabih

Journal of Cancer Therapy Vol.10 No.8, August 13, 2019

DOI: 10.4236/jct.2019.108053 1,092 Downloads 2,404 Views Citations
Assessment of Monitor Units and Gamma Pass Rate for 6 MV and Flattening Filter Free (FFF) Beams in Volumetric Modulated Arc Therapy (VMAT) (Articles)

Kwame Anokye Amoabeng, Anne Beate Langeland Marthinsen, Francis Hasford, Samuel Nii Adu Tagoe, Evelyn Anaafi, Mark Pokoo-Aikins, Theresa Bebaaku Dery

International Journal of Medical Physics, Clinical Engineering and Radiation Oncology Vol.12 No.1, February 6, 2023

DOI: 10.4236/ijmpcero.2023.121001 304 Downloads 1,447 Views Citations
Effect of Strain Rate on Tensile Behavior of Sn-9Zn-xAg-ySb; {(x, y) = (0.2, 0.6), (0.2, 0.8), (0.6, 0.2), (0.8, 0.2)} Lead-Free Solder Alloys (Articles)

Shihab Uddin, Md. Abdul Gafur, Mohammad Obaidur Rahman

Materials Sciences and Applications Vol.14 No.4, April 13, 2023

DOI: 10.4236/msa.2023.144016 268 Downloads 1,052 Views Citations
A Comment on Reis (Articles)

Kenji Miyazaki

Theoretical Economics Letters Vol.1 No.3, November 3, 2011

DOI: 10.4236/tel.2011.13019 5,977 Downloads 10,606 Views Citations
European Option Pricing for a Stochastic Volatility Lévy Model with Stochastic Interest Rates (Articles)

Sarisa Pinkham, Pairote Sattayatham

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

DOI: 10.4236/jmf.2011.13013 5,187 Downloads 11,691 Views Citations
Inference for Interest Rate Models Using Milstein’s Approximation (Articles)

Theodoro Koulis, Aera Thavaneswaran

Journal of Mathematical Finance Vol.3 No.1, February 28, 2013

DOI: 10.4236/jmf.2013.31010 3,824 Downloads 7,731 Views Citations
Interest Rate Volatility: A Consol Rate Approach (Articles)

Vincent Brousseau, Alain Durré

Journal of Mathematical Finance Vol.5 No.1, February 13, 2015

DOI: 10.4236/jmf.2015.51006 5,055 Downloads 7,206 Views Citations
Implementation of Stochastic Yield Curve Duration and Portfolio Immunization Strategies (Articles)

Sindre Duedahl

Journal of Mathematical Finance Vol.6 No.3, August 24, 2016

DOI: 10.4236/jmf.2016.63032 2,036 Downloads 3,349 Views Citations

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