Volatility Models - Articles - Scientific Research Publishing

Forecasting Crude Oil Price Volatility by Heston Model (Articles)

Patrick Kandege Mwanakatwe, Joanitha Daniel, Kulwa Roberth Nzungu

Journal of Mathematical Finance Vol.13 No.3, August 29, 2023

DOI: 10.4236/jmf.2023.133026 400 Downloads 1,848 Views Citations
Efficient Frontiers and Volatility Spreads of Convertible Bonds: Evidence from the Chinese Financial Market (Articles)

Yutong Wu

Modern Economy Vol.16 No.8, August 15, 2025

DOI: 10.4236/me.2025.168058 114 Downloads 725 Views Citations
A Survey of Wind Power Ramp Forecasting (Articles)

Tinghui Ouyang, Xiaoming Zha, Liang Qin

Energy and Power Engineering Vol.5 No.4B, October 16, 2013

DOI: 10.4236/epe.2013.54B071 7,453 Downloads 10,859 Views Citations
Evaluation of Models for Longevity in a Closed Nucleus Breeding Programme: A Case Study Kenyan Sahiwal (Articles)

Benjamin Musyimi Musingi, Leah Mumbi Mahianyu, E. Dorcas Mutheu Musingi

Open Journal of Animal Sciences Vol.11 No.2, April 28, 2021

DOI: 10.4236/ojas.2021.112021 617 Downloads 1,783 Views Citations
Exploring the Taxonomy of Survey Papers on Large Language Models Using Classical Machine Learning (Articles)

Maqsudur Rahman, Md. Shahjahan

Journal of Intelligent Learning Systems and Applications Vol.17 No.2, April 30, 2025

DOI: 10.4236/jilsa.2025.172006 202 Downloads 841 Views Citations
A Comment on Link Dynamics and Protocol Design in a Multi-Hop Mobile Environment (Articles)

Abbas Nayebi

Wireless Sensor Network Vol.3 No.3, March 18, 2011

DOI: 10.4236/wsn.2011.33012 6,239 Downloads 10,476 Views Citations
Computer Models of Helical Nanostructures (Articles)

V. F. Pleshakov

Journal of Modern Physics Vol.2 No.3, March 31, 2011

DOI: 10.4236/jmp.2011.23016 7,982 Downloads 13,954 Views Citations
Confidence Level Estimator of Cosmological Parameters (Articles)

G. Sironi

Journal of Modern Physics Vol.3 No.9A, September 28, 2012

DOI: 10.4236/jmp.2012.329157 6,877 Downloads 9,784 Views Citations
This article belongs to the Special Issue on Gravitation, Astrophysics and Cosmology
Mathematical Modelling of the Micromicetes Colonies Growth Applying the Diffusion Equation (Articles)

Albina R. Idiyatullina, Liya L. Vodopyanova, Vladimir V. Vodopyanov

Advances in Microbiology Vol.3 No.8A, December 13, 2013

DOI: 10.4236/aim.2013.38A002 3,083 Downloads 5,263 Views Citations
This article belongs to the Special Issue on Fungi
A Birth Cohort Analysis of First Employment Spells (Articles)

Luke Ignaczak

Applied Mathematics Vol.5 No.11, June 20, 2014

DOI: 10.4236/am.2014.511159 2,664 Downloads 3,991 Views Citations
This article belongs to the Special Issue on Survival Analysis
Health-Related Physical Fitness in Female Models (Articles)

Salime Donida Chedid Lisboa, Rodrigo Sudatti Delevatti, Ana Carolina Kanitz, Thais Reichert, Cláudia Gomes Bracht, Alexandra Ferreira Vieira, Luiz Fernando Martins Kruel

Health Vol.8 No.2, January 29, 2016

DOI: 10.4236/health.2016.82019 4,930 Downloads 6,875 Views Citations
This article belongs to the Special Issue on Sports and Health
Study of University Dropout Reason Based on Survival Model (Articles)

Juan C. Juajibioy

Open Journal of Statistics Vol.6 No.5, October 24, 2016

DOI: 10.4236/ojs.2016.65075 1,980 Downloads 3,609 Views Citations
Ant Colony Optimization Based on Adaptive Volatility Rate of Pheromone Trail (Articles)

Zhaoquan CAI, Han HUANG, Yong QIN, Xianheng MA

International Journal of Communications, Network and System Sciences Vol.2 No.8, November 17, 2009

DOI: 10.4236/ijcns.2009.28092 5,783 Downloads 10,579 Views Citations
Revisiting Characteristics of Ionic Liquids: A Review for Further Application Development (Articles)

Rusen Feng, Dongbin Zhao, Yongjun Guo

Journal of Environmental Protection Vol.1 No.2, June 29, 2010

DOI: 10.4236/jep.2010.12012 10,678 Downloads 23,406 Views Citations
Pricing European Call Currency Option Based on Fuzzy Estimators (Articles)

Xing Yu, Hongguo Sun, Guohua Chen

Applied Mathematics Vol.2 No.4, March 31, 2011

DOI: 10.4236/am.2011.24058 5,588 Downloads 9,739 Views Citations
Volatility Spillover from Oil to Food and Agricultural Raw Material Markets (Articles)

Muge Kaltalioglu, Ugur Soytas

Modern Economy Vol.2 No.2, May 17, 2011

DOI: 10.4236/me.2011.22011 6,161 Downloads 12,640 Views Citations
The Effect of Tick Size on Testing for Nonlinearity in Financial Markets Data (Articles)

Heather Mitchell, Michael McKenzie

Journal of Mathematical Finance Vol.1 No.1, June 1, 2011

DOI: 10.4236/jmf.2011.11001 6,364 Downloads 12,951 Views Citations
Stochastic Volatility Jump-Diffusion Model for Option Pricing (Articles)

Nonthiya Makate, Pairote Sattayatham

Journal of Mathematical Finance Vol.1 No.3, November 8, 2011

DOI: 10.4236/jmf.2011.13012 5,788 Downloads 12,922 Views Citations
On the Consistency of a Firm’s Value with a Lognormal Diffusion Process (Articles)

Andrew M. K. Cheung, Van Son Lai

Journal of Mathematical Finance Vol.2 No.1, February 28, 2012

DOI: 10.4236/jmf.2012.21003 5,136 Downloads 9,062 Views Citations
VIX and VIX Futures Pricing Algorithms: Cultivating Understanding (Articles)

Hancock G. D’Anne

Modern Economy Vol.3 No.3, May 22, 2012

DOI: 10.4236/me.2012.33038 12,769 Downloads 19,335 Views Citations

First <...456 ...>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