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

Towards an Advanced Digital Twin for the Dynamics of a Hydraulic Turboalternator Group under Variable Load Constraints (Articles)

Desire Tere Djacba, Ruben Torres Martinez, Colince Welba

Journal of Computer and Communications Vol.14 No.4, April 21, 2026

DOI: 10.4236/jcc.2026.144004 18 Downloads 114 Views Citations
This article belongs to the Special Issue on Artificial Intelligence and Applications
Construction and Control of Genetic Regulatory Networks:A Multivariate Markov Chain Approach (Articles)

Shu-Qin Zhang, Ling-Yun Wu, Wai-Ki Ching, Yue Jiao, Raymond, H. Chan

Journal of Biomedical Science and Engineering Vol.1 No.1, June 6, 2008

DOI: 10.4236/jbise.2008.11003 6,196 Downloads 12,125 Views Citations
An Improved Analytical Model for IEEE 802.11 Distributed Coordination Function under Finite Load (Articles)

Rama Krishna CHALLA, Saswat CHAKRABARTI, Debasish DATTA

International Journal of Communications, Network and System Sciences Vol.2 No.3, June 21, 2009

DOI: 10.4236/ijcns.2009.23026 6,534 Downloads 11,925 Views Citations
Correlation of selected molecular markers in chemosensitivity prediction (Articles)

David King, Thomas Keane, Wei Hu

Journal of Biomedical Science and Engineering Vol.2 No.7, November 20, 2009

DOI: 10.4236/jbise.2009.27073 5,074 Downloads 9,121 Views Citations
Modeling and Analysis of Random Periodic Spectrum Sensing for Cognitive Radio Networks (Articles)

Caili GUO, Zhiming ZENG, Chunyan FENG, Qi LIU

Wireless Sensor Network Vol.1 No.5, December 15, 2009

DOI: 10.4236/wsn.2009.15048 5,510 Downloads 10,129 Views Citations
A Survey on Context-Aware Sensing for Body Sensor Networks (Articles)

Barbara T. Korel, Simon G. M. Koo

Wireless Sensor Network Vol.2 No.8, August 3, 2010

DOI: 10.4236/wsn.2010.28069 8,968 Downloads 15,990 Views Citations
Using MCMC Probit Model to Value Coastal Beach Quality Improvement (Articles)

Zuozhi Li, Erda wang, Jingqin Su, Yang Yu

Journal of Environmental Protection Vol.2 No.1, March 8, 2011

DOI: 10.4236/jep.2011.21012 4,991 Downloads 10,436 Views Citations
Pointwise Approximation Theorems for Combinations of Bernstein Polynomials with Inner Singularities (Articles)

Wenming Lu, Lin Zhang

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

DOI: 10.4236/am.2011.24047 5,793 Downloads 10,667 Views Citations
Actively Circulating Volume as a Consequence of Stochasticity within Microcirculation (Articles)

Viktor V. Kislukhin

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

DOI: 10.4236/am.2011.24066 4,817 Downloads 9,108 Views Citations
Definition of Laplace Transforms for Distribution of the First Passage of Zero Level of the Semi-Markov Random Process with Positive Tendency and Negative Jump (Articles)

Tamilla I. Nasirova, Ulviyya Y. Kerimova

Applied Mathematics Vol.2 No.7, July 15, 2011

DOI: 10.4236/am.2011.27122 4,779 Downloads 9,084 Views Citations
Optimal Implementation of Two FIFO-Queues in Single-Level Memory (Articles)

Elena A. Aksenova, Andrew V. Sokolov

Applied Mathematics Vol.2 No.10, October 14, 2011

DOI: 10.4236/am.2011.210180 4,946 Downloads 8,589 Views Citations
Error Detection and Reconfigurationin Reliable Ethernet Train Networks (Articles)

Hassanein H. Amer, Magdi S. Moustafa, Mai Ibrahim, Ramez M. Daoud

Journal of Transportation Technologies Vol.1 No.4, October 24, 2011

DOI: 10.4236/jtts.2011.14015 4,793 Downloads 8,976 Views Citations
Cyclic Sedimentation of the Barakar Formation, Singrauli Coalfield, India: Statistical Assessment from Borehole Logs (Articles)

Rabindra Nath Hota, Pallavi Chatterjee Adhikari, Anketika Mohanty, Wataru Maejima

Open Journal of Geology Vol.2 No.1, January 4, 2012

DOI: 10.4236/ojg.2012.21001 7,300 Downloads 14,340 Views Citations
Deformation prediction model of surrounding rock based on GA-LSSVM-markov (Articles)

Duo-Dian Wang, Guo-Qing Qiu, Wen-Bin Xie, Yue Wang

Natural Science Vol.4 No.2, February 22, 2012

DOI: 10.4236/ns.2012.42013 4,885 Downloads 9,543 Views Citations
Classification of Web Services Using Bayesian Network (Articles)

Ramakanta Mohanty, V. Ravi, M. R. Patra

Journal of Software Engineering and Applications Vol.5 No.4, April 23, 2012

DOI: 10.4236/jsea.2012.54034 7,223 Downloads 12,025 Views Citations
On Finding the Smallest Generalized Eigenpair Using Markov Chain Monte Carlo Algorithm (Articles)

Farshid Mehrdoust

Applied Mathematics Vol.3 No.6, June 26, 2012

DOI: 10.4236/am.2012.36092 3,613 Downloads 6,172 Views Citations
A Competitive Markov Approach to the Optimal Combat Strategies of On-Line Action Role-Playing Game Using Evolutionary Algorithms (Articles)

Haoyang Chen, Yasukuni Mori, Ikuo Matsuba

Journal of Intelligent Learning Systems and Applications Vol.4 No.3, August 30, 2012

DOI: 10.4236/jilsa.2012.43018 4,099 Downloads 7,048 Views Citations
Non-Homogeneous Poisson Processes Applied to Count Data: A Bayesian Approach Considering Different Prior Distributions (Articles)

Lorena Vicini, Luiz K. Hotta, Jorge A. Achcar

Journal of Environmental Protection Vol.3 No.10, October 31, 2012

DOI: 10.4236/jep.2012.310152 6,156 Downloads 8,996 Views Citations
The Markovian Approach for Probabilistic Life-Cycle Assessment of Existing Structures (Articles)

Elsa Garavaglia, Noemi Basso, Luca Sgambi

Applied Mathematics Vol.3 No.12A, December 31, 2012

DOI: 10.4236/am.2012.312A287 5,116 Downloads 8,194 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Identification of Noisy Utterance Speech Signal using GA-Based Optimized 2D-MFCC Method and a Bispectrum Analysis (Articles)

Benyamin Kusumoputro, Agus Buono, Li Na

Journal of Software Engineering and Applications Vol.5 No.12B, January 25, 2013

DOI: 10.4236/jsea.2012.512B037 4,521 Downloads 6,661 Views Citations

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