Stochastic Volatility - Articles - Scientific Research Publishing

The Volatility of Capital Structure in Brazil—An Empirical Analysis (Articles)

António Lourenço, Fernando Reis

Open Journal of Business and Management Vol.11 No.3, May 24, 2023

DOI: 10.4236/ojbm.2023.113065 304 Downloads 1,443 Views Citations
Bitcoin and Stock Returns: An Empirical Study (Articles)

Chikashi Tsuji

iBusiness Vol.15 No.2, June 12, 2023

DOI: 10.4236/ib.2023.152011 263 Downloads 1,497 Views Citations
A Note about Characterization of Calendar Spread Arbitrage in eSSVI Surfaces (Articles)

Leo Pasquazzi

Theoretical Economics Letters Vol.13 No.5, October 30, 2023

DOI: 10.4236/tel.2023.135075 171 Downloads 1,088 Views Citations
Volatility Analysis and Cryptocurrency Interconnections (Articles)

Maria-Cristina Zwak-Cantoriu, Lucian Claudiu Anghel

Theoretical Economics Letters Vol.14 No.2, April 16, 2024

DOI: 10.4236/tel.2024.142025 271 Downloads 1,215 Views Citations
Modeling Cryptocurrency Market Volatility during FOMC Announcements: Evidence from High-Frequency Data (Articles)

Barış Falay

Journal of Mathematical Finance Vol.14 No.4, September 24, 2024

DOI: 10.4236/jmf.2024.144022 178 Downloads 1,708 Views Citations
Linkage between India Implied Volatility Index and Stock Index Returns (Articles)

Palamalai Srinivasan, R. D. Vasudevan

Theoretical Economics Letters Vol.7 No.4, June 16, 2017

DOI: 10.4236/tel.2017.74063 1,852 Downloads 5,060 Views Citations
Modelling and Forecasting Unbiased Extreme Value Volatility Estimator: A Study Based on EUR/USD Exchange Rate (Articles)

Dilip Kumar

Theoretical Economics Letters Vol.8 No.9, June 13, 2018

DOI: 10.4236/tel.2018.89102 985 Downloads 2,240 Views Citations
This article belongs to the Special Issue on Financial Modeling
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 81 Downloads 618 Views Citations
Two Implicit Runge-Kutta Methods for Stochastic Differential Equation (Articles)

Fuwen Lu, Zhiyong Wang

Applied Mathematics Vol.3 No.10, October 12, 2012

DOI: 10.4236/am.2012.310162 5,692 Downloads 9,626 Views Citations
Oscillator Subject to Periodic and Random Forces (Articles)

Moshe Gitterman

Journal of Modern Physics Vol.4 No.1, January 28, 2013

DOI: 10.4236/jmp.2013.41015 4,372 Downloads 6,981 Views Citations
Brownian Motion & the Stochastic Behavior of Stocks (Articles)

Pantelis Tassopoulos, Yorgos Protonotarios

Journal of Mathematical Finance Vol.12 No.1, February 15, 2022

DOI: 10.4236/jmf.2022.121009 445 Downloads 3,903 Views Citations
Modelling and Simulating Dynamics Efficiency of Rural-Community Banks (RCBs) in Ghana (Articles)

Pascal Gidigah, Joseph Acquah, Akyene Tetteh

Open Journal of Modelling and Simulation Vol.10 No.4, August 25, 2022

DOI: 10.4236/ojmsi.2022.104019 254 Downloads 927 Views Citations
Effective Finite-Difference Techniques for Estimating Sensitivities for Stochastic Biochemical Systems (Articles)

Fauzia Jabeen, Silvana Ilie

Applied Mathematics Vol.13 No.11, November 24, 2022

DOI: 10.4236/am.2022.1311056 219 Downloads 1,156 Views Citations
Stochastic Maximum Principle for Optimal Advertising Models with Delay and Non-Convex Control Spaces (Articles)

Giuseppina Guatteri, Federica Masiero

Advances in Pure Mathematics Vol.14 No.6, June 18, 2024

DOI: 10.4236/apm.2024.146025 119 Downloads 579 Views Citations
Stochastic Bifurcation of an SIS Epidemic Model with Treatment and Immigration (Articles)

Weipeng Zhang, Dan Gu

Journal of Applied Mathematics and Physics Vol.12 No.6, June 28, 2024

DOI: 10.4236/jamp.2024.126135 143 Downloads 682 Views Citations
Simulating Well-Being Dynamics: A Stochastic Model of Interacting Life Domains and Happiness Trajectories (Articles)

Jean-Francois Niglio

Open Journal of Modelling and Simulation Vol.13 No.3, July 9, 2025

DOI: 10.4236/ojmsi.2025.133009 100 Downloads 591 Views Citations
Optimal Strategies for COVID-19 Control in a Stochastic Process (Articles)

Bongor Danhree, Koina Rodoumta

Applied Mathematics Vol.16 No.10, October 28, 2025

DOI: 10.4236/am.2025.1610037 79 Downloads 538 Views Citations
The Evolution of Contestable Markets: A Computing Simulation (Articles)

Zhenguo Han, Hui Zhang, Minrong He

iBusiness Vol.2 No.3, September 30, 2010

DOI: 10.4236/ib.2010.23037 5,151 Downloads 8,602 Views Citations
Harmonic Oscillator with Fluctuating Mass (Articles)

Moshe Gitterman

Journal of Modern Physics Vol.2 No.10, October 19, 2011

DOI: 10.4236/jmp.2011.210140 6,280 Downloads 12,211 Views Citations
Optimal Portfolio Control with Unknown Horizon (Articles)

Moawia Alghalith

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

DOI: 10.4236/jmf.2012.21005 4,132 Downloads 8,338 Views Citations

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