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

A diffusion-weighted imaging based diagnostic system for early detection of prostate cancer (Articles)

Ahmad Firjani, Ahmed Elnakib, Fahmi Khalifa, Georgy Gimel’farb, Mohamed Abou El-Ghar, Adel Elmaghraby, Ayman El-Baz

Journal of Biomedical Science and Engineering Vol.6 No.3A, March 29, 2013

DOI: 10.4236/jbise.2013.63A044 5,209 Downloads 9,309 Views Citations
This article belongs to the Special Issue on Magnetic Resonance Imaging in Clinical Diagnosis
Heart Murmur Recognition Based on Hidden Markov Model (Articles)

Lisha Zhong, Jiangzhong Wan, Zhiwei Huang, Gaofei Cao, Bo Xiao

Journal of Signal and Information Processing Vol.4 No.2, May 8, 2013

DOI: 10.4236/jsip.2013.42020 5,425 Downloads 8,468 Views Citations
Existence of Solutions to Path-Dependent Kinetic Equations and Related Forward-Backward Systems (Articles)

Vassili Kolokoltsov, Wei Yang

Open Journal of Optimization Vol.2 No.2, June 18, 2013

DOI: 10.4236/ojop.2013.22006 3,068 Downloads 6,335 Views Citations
Prisoners' Dilemma Supergame on Rectangle Lattice (Articles)

Zhongxing Ye, Jingshu Chen

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

DOI: 10.4236/ojapps.2013.31B1002 5,329 Downloads 6,989 Views Citations
Seismic Damage Estimation of an Actual Reinforced Concrete Structure Using Subset MCMC (Articles)

Shigeru Kushiyama

Open Journal of Civil Engineering Vol.3 No.3, August 23, 2013

DOI: 10.4236/ojce.2013.33016 4,913 Downloads 8,357 Views Citations
Towards an Intelligent Predictive Model for Analyzing Spatio-Temporal Satellite Image Based on Hidden Markov Chain (Articles)

Houcine Essid, Imed Riadh Farah, Vincent Barra

Advances in Remote Sensing Vol.2 No.3, September 12, 2013

DOI: 10.4236/ars.2013.23027 4,837 Downloads 8,005 Views Citations
Dynamic Spectrum Access Scheme of Variable Service Rate and Optimal Buffer-Based in Cognitive Radio (Articles)

Qiang Peng, Youchen Dong, Weimin Wu, Haiyang Rao, Gan Liu

Communications and Network Vol.5 No.3C, November 11, 2013

DOI: 10.4236/cn.2013.53B2043 4,220 Downloads 5,756 Views Citations
Research on Hidden Failure Reliability Modeling of Electric Power System Protection (Articles)

Jingjing Zhang, Ming Ding, Xianjun Qi, Yi Guo

Energy and Power Engineering Vol.5 No.4B, November 20, 2013

DOI: 10.4236/epe.2013.54B261 6,118 Downloads 8,444 Views Citations
Characterizing, Monitoring and Forecasting of Drought in Jordan River Basin (Articles)

Khaldoun Shatanawi, Michael Rahbeh, Muhammad Shatanawi

Journal of Water Resource and Protection Vol.5 No.12, December 18, 2013

DOI: 10.4236/jwarp.2013.512127 5,290 Downloads 9,560 Views Citations
On the Markov Chain Binomial Model (Articles)

M. N. Islam, C. D. O’shaughnessy

Applied Mathematics Vol.4 No.12, December 25, 2013

DOI: 10.4236/am.2013.412236 8,652 Downloads 11,096 Views Citations
Note on the Linearity of Bayesian Estimates in the Dependent Case (Articles)

Souad Assoudou, Belkheir Essebbar

Applied Mathematics Vol.5 No.1, January 2, 2014

DOI: 10.4236/am.2014.51006 3,160 Downloads 5,101 Views Citations
A Computer-Assisted Method for Depositional Model Determination (Articles)

Mapathe Ndiaye, Eric Davaud, Stéphan J. Jorry

International Journal of Geosciences Vol.5 No.2, February 26, 2014

DOI: 10.4236/ijg.2014.52019 4,314 Downloads 6,319 Views Citations
Mobility Conscious Medium Access Control Scheme for Wireless Sensor Networks: A Conceptual Approach (Articles)

Adeniran Ishola Oluwaranti, Tayo Dorcas Obasanya

Wireless Sensor Network Vol.6 No.7, July 21, 2014

DOI: 10.4236/wsn.2014.67014 3,844 Downloads 5,763 Views Citations
Modeling of Imperfect Data in Medical Sciences by Markov Chain with Numerical Computation (Articles)

Mahmoud Afshari, Anoshirvan Ghaffaripour

Advances in Bioscience and Biotechnology Vol.5 No.13, November 12, 2014

DOI: 10.4236/abb.2014.513114 2,703 Downloads 3,727 Views Citations
On the Stability of Stochastic Jump Kinetics (Articles)

Stefan Engblom

Applied Mathematics Vol.5 No.19, November 18, 2014

DOI: 10.4236/am.2014.519300 4,974 Downloads 6,403 Views Citations
This article belongs to the Special Issue on Mathematical Biology
Control Access Point of Devices for Delay Reduction in WBAN Systems with CSMA/CA (Articles)

Akinobu Nemoto, Pham Thanh Hiep, Ryuji Kohno

Communications and Network Vol.7 No.1, January 29, 2015

DOI: 10.4236/cn.2015.71001 5,467 Downloads 6,552 Views Citations
Availability Importance Measures for Virtualized System with Live Migration (Articles)

Junjun Zheng, Hiroyuki Okamura, Tadashi Dohi

Applied Mathematics Vol.6 No.2, February 10, 2015

DOI: 10.4236/am.2015.62034 3,727 Downloads 5,154 Views Citations
This article belongs to the Special Issue on Mathematical Theory of Reliability
Option Pricing with Markov Switching in Uncertainty Markets (Articles)

Guoshuai Wang, Dianli Zhao

Open Journal of Applied Sciences Vol.5 No.5, May 12, 2015

DOI: 10.4236/ojapps.2015.55019 2,874 Downloads 4,038 Views Citations
Reliability Analysis of a Redundant Cascade System by Using Markovian Approach (Articles)

Nalabolu Swathi, Tallapureddy Sumathi Uma Maheswari

Journal of Applied Mathematics and Physics Vol.3 No.7, July 29, 2015

DOI: 10.4236/jamp.2015.37111 3,339 Downloads 4,481 Views Citations
When to Sell an Asset Where Its Drift Drops from a High Value to a Smaller One (Articles)

Pham Van Khanh

American Journal of Operations Research Vol.5 No.6, November 11, 2015

DOI: 10.4236/ajor.2015.56040 4,609 Downloads 5,643 Views Citations

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