Decomposition of Stock Volatility - Articles - Scientific Research Publishing

Optimal Investment Problem with Multiple Risky Assets under the Constant Elasticity of Variance (CEV) Model (Articles)

Hui Zhao, Ximin Rong, Weiqin Ma, Bo Gao

Modern Economy Vol.3 No.6, October 31, 2012

DOI: 10.4236/me.2012.36092 4,600 Downloads 8,019 Views Citations
Relative Performance Evaluation of Competing Crude Oil Prices’ Volatility Forecasting Models: A Slacks-Based Super-Efficiency DEA Model (Articles)

Jamal Ouenniche, Bing Xu, Kaoru Tone

American Journal of Operations Research Vol.4 No.4, July 10, 2014

DOI: 10.4236/ajor.2014.44023 3,739 Downloads 5,792 Views Citations
A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models with Dependent Volatility and Return Processes (Articles)

Raj Jagannathan

Journal of Mathematical Finance Vol.6 No.2, May 19, 2016

DOI: 10.4236/jmf.2016.62026 3,173 Downloads 5,101 Views Citations
A Co-Integration Analysis of the Interdependencies between Crude Oil and Distillate Fuel Prices (Articles)

Jane Aduda, Patrick Weke, Philip Ngare

Journal of Mathematical Finance Vol.8 No.2, May 31, 2018

DOI: 10.4236/jmf.2018.82030 1,056 Downloads 2,664 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 2,513 Downloads 4,782 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 968 Downloads 4,120 Views Citations
This article belongs to the Special Issue on Statistical Modeling and Analysis
A Theoretical Appraisal of Elaborating a Stock Market Prudential Surveillance System Based on a Conceptual Model of Integration of the Financial Sectors and Market Risk Mitigation (Articles)

Mohamed Miras Marzouki, Hella Guerchi Mehri

Modern Economy Vol.13 No.12, December 27, 2022

DOI: 10.4236/me.2022.1312084 245 Downloads 1,108 Views Citations
Asset Pricing Models and the Performance of European Energy Indices (Articles)

Georgios Galyfianakis

Theoretical Economics Letters Vol.14 No.2, April 7, 2024

DOI: 10.4236/tel.2024.142022 234 Downloads 990 Views Citations
Pricing Multi-Strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates (Articles)

Boris Ter-Avanesov, Gunter Meissner

Applied Mathematics Vol.16 No.1, January 27, 2025

DOI: 10.4236/am.2025.161005 89 Downloads 747 Views Citations
Wave Turbulence of Exponential Oscillons and Pulsons (Articles)

Victor A. Miroshnikov

American Journal of Computational Mathematics Vol.14 No.1, March 29, 2024

DOI: 10.4236/ajcm.2024.141004 238 Downloads 786 Views Citations
Scheme for Secure Communication via Information Hiding Based on Key Exchange and Decomposition Protocols (Articles)

Boris S. Verkhovsky

International Journal of Communications, Network and System Sciences Vol.4 No.2, February 26, 2011

DOI: 10.4236/ijcns.2011.42009 4,435 Downloads 8,226 Views Citations
Optimization on Water Resource System Operation Policy during Drought (Articles)

Hongyuan Fang, Yi Cheng, Songkai Yan

Journal of Water Resource and Protection Vol.3 No.2, February 28, 2011

DOI: 10.4236/jwarp.2011.32017 5,757 Downloads 12,006 Views Citations
Analytic algorithms for Some Models of Nonlinear Age–Structured Population Dynamics and Epidemiology (Articles)

Vipul K. Baranwal, Ram K. Pandey, Manoj P. Tripathi, Om. P. Singh

Journal of Modern Physics Vol.2 No.4, April 22, 2011

DOI: 10.4236/jmp.2011.24033 5,422 Downloads 10,776 Views Citations
Adomian Decomposition Method for Solving Goursat's Problems (Articles)

Mariam A. Al-Mazmumy

Applied Mathematics Vol.2 No.8, August 8, 2011

DOI: 10.4236/am.2011.28134 6,487 Downloads 12,853 Views Citations
Discrete wavelet and modified PCA decompositions for postural stability analysis in biometric applications (Articles)

Dhouha Maatar, Regis Fournier, Zied Lachiri, Amine Nait-Ali

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

DOI: 10.4236/jbise.2011.48070 4,675 Downloads 9,105 Views Citations
The effect of the feedback cycle between the soil organic carbon and the soil hydrologic and thermal dynamics (Articles)

Kensuke Mori, Takeshi Ise, Miyuki Kondo, Yongwon Kim, Hiroyuki Enomoto

Open Journal of Ecology Vol.2 No.2, May 30, 2012

DOI: 10.4236/oje.2012.22011 4,464 Downloads 9,280 Views Citations
The M^X/M/1 Queue with Multiple Working Vacation (Articles)

Yutaka Baba

American Journal of Operations Research Vol.2 No.2, June 20, 2012

DOI: 10.4236/ajor.2012.22025 6,411 Downloads 12,718 Views Citations
Simple Detection Method of Biogenic Amines in Decomposed Fish by Intramolecular Excimer Fluorescence (Articles)

Hirofumi Nishikawa, Tatsuya Tabata, Seiichi Kitani

Food and Nutrition Sciences Vol.3 No.7, July 2, 2012

DOI: 10.4236/fns.2012.37135 7,307 Downloads 12,328 Views Citations
Production of Hydrogen: Photocatalytic Decomposition of Dimethyl Ether over Metal-Promoted TiO₂ Catalysts (Articles)

Gyula Halasi, Gábor Schubert, Frigyes Solymosi

American Journal of Analytical Chemistry Vol.5 No.8, June 5, 2014

DOI: 10.4236/ajac.2014.58054 3,884 Downloads 5,992 Views Citations
This article belongs to the Special Issue on Advances in Photocatalysis
A Comparative Study of Adomain Decompostion Method and He-Laplace Method (Articles)

Badradeen A. A. Adam

Applied Mathematics Vol.5 No.21, December 1, 2014

DOI: 10.4236/am.2014.521312 5,838 Downloads 7,370 Views Citations

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