Recursive Estimation; Diffusion Processes; Interest Rate Models; Milstein Approximation - Articles

Interest Rate Volatility: A Consol Rate Approach (Articles)

Vincent Brousseau, Alain Durré

Journal of Mathematical Finance Vol.5 No.1, February 13, 2015

DOI: 10.4236/jmf.2015.51006 5,132 Downloads 7,323 Views Citations
Implementation of Stochastic Yield Curve Duration and Portfolio Immunization Strategies (Articles)

Sindre Duedahl

Journal of Mathematical Finance Vol.6 No.3, August 24, 2016

DOI: 10.4236/jmf.2016.63032 2,058 Downloads 3,411 Views Citations
Managing Real Estate Exposure: An Empirical Analysis on Interest Rate Risk (Articles)

Cem Berk

Journal of Financial Risk Management Vol.6 No.3, August 16, 2017

DOI: 10.4236/jfrm.2017.63019 2,134 Downloads 5,623 Views Citations
Effect of Extra Contribution on Stochastic Optimal Investment Strategies for DC Pension with Stochastic Salary under the Affine Interest Rate Model (Articles)

K. N. C. Njoku, Bright O. Osu, Edikan E. Akpanibah, Rosemary N. Ujumadu

Journal of Mathematical Finance Vol.7 No.4, October 25, 2017

DOI: 10.4236/jmf.2017.74043 1,110 Downloads 2,571 Views Citations
Effect of an Excess of Loss Reinsurance on Upper Bounds of Ruin Probabilities (Articles)

Nguyen Quang Chung

Journal of Mathematical Finance Vol.7 No.4, November 29, 2017

DOI: 10.4236/jmf.2017.74053 1,118 Downloads 2,589 Views Citations
The Call Option Pricing Based on Investment Strategy with Stochastic Interest Rate (Articles)

Xin Zhang, Huisheng Shu, Xiu Kan, Yingyi Fang, Zhiwei Zheng

Journal of Mathematical Finance Vol.8 No.1, January 29, 2018

DOI: 10.4236/jmf.2018.81004 1,597 Downloads 4,275 Views Citations
A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model with Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes (Articles)

Raj Jagannathan

Journal of Mathematical Finance Vol.8 No.1, February 28, 2018

DOI: 10.4236/jmf.2018.81013 1,237 Downloads 3,171 Views Citations
An Assessment of the Market Risk Solvency Capital Requirement Simplifications for Insurance Undertakings (Articles)

Thomas Poufinas, Panagiota Tsitsika

Theoretical Economics Letters Vol.8 No.11, August 15, 2018

DOI: 10.4236/tel.2018.811153 1,691 Downloads 7,612 Views Citations
Money and Economic Growth Revisited: A Note (Articles)

Eric Kam, John Smithin

Theoretical Economics Letters Vol.12 No.1, January 6, 2022

DOI: 10.4236/tel.2022.121001 390 Downloads 1,550 Views Citations
The Effect of Excluding Interest, in an Islamic Economy, on the Rate of Growth of Output and Achieving a Fair Return for Monetary Capital (Articles)

Nagah Abdul Alim Abdul Wahab Abul Fotouh

Open Journal of Social Sciences Vol.11 No.11, November 22, 2023

DOI: 10.4236/jss.2023.1111013 244 Downloads 837 Views Citations
Capital Market Development and Economic Growth in Nigeria (Articles)

Bamishe Omotayo Olusegun, Owolabi Sunday Ajao

Open Access Library Journal Vol.11 No.2, February 29, 2024

DOI: 10.4236/oalib.1110891 397 Downloads 3,394 Views Citations
Cyclical Consumption, Real Interest Rate Deviations and Output Gaps in a Large Emerging Economy: Expected and Unexpected Responses under Different Regimes (Articles)

Ricardo Ramalhete Moreira

Modern Economy Vol.15 No.5, May 11, 2024

DOI: 10.4236/me.2024.155025 236 Downloads 944 Views Citations
Term Structure of Defaultable Bonds with Recovery of Market Value (Articles)

Ruidong Wang, Xiyue Tan, Jianping Fu

Journal of Mathematical Finance Vol.15 No.3, August 8, 2025

DOI: 10.4236/jmf.2025.153022 113 Downloads 530 Views Citations
Ontology of Domains. Ontological Description Software Engineering Domain—The Standard Life Cycle (Articles)

Ekaterina M. Lavrischeva

Journal of Software Engineering and Applications Vol.8 No.7, July 24, 2015

DOI: 10.4236/jsea.2015.87033 2,838 Downloads 4,076 Views Citations
Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models (Articles)

Tommaso Pellegrino

Journal of Mathematical Finance Vol.9 No.3, August 22, 2019

DOI: 10.4236/jmf.2019.93025 1,065 Downloads 2,377 Views Citations
Recent Research and Development Status of Relaxed Optics and Laser Technology: A Review (Articles)

Petro Trokhimchuck

Optics and Photonics Journal Vol.11 No.7, July 28, 2021

DOI: 10.4236/opj.2021.117015 537 Downloads 1,794 Views Citations
This article belongs to the Special Issue on Laser Technology and Its Applications
Pricing Zero-Coupon CAT Bonds Using the Enlargement of Filtration Theory: A General Framework (Articles)

Zied Chaieb, Djibril Gueye

Journal of Mathematical Finance Vol.12 No.3, August 25, 2022

DOI: 10.4236/jmf.2022.123031 335 Downloads 1,352 Views Citations
Simulation and Comparative Analysis of SS-LMS & RLS Algorithms for Electronic Dispersion Compensation (Articles)

Gurpreet Kaur, Gurmeet Kaur

Open Access Library Journal Vol.1 No.4, July 29, 2014

DOI: 10.4236/oalib.1100676 2,153 Downloads 3,146 Views Citations
A Note on the Statistical Approximation Properties of the Modified Discrete Operators (Articles)

Reyhan Canatan

Open Journal of Discrete Mathematics Vol.2 No.3, July 18, 2012

DOI: 10.4236/ojdm.2012.23022 3,352 Downloads 6,846 Views Citations
Effect of Kinetic Parameters on I-129 Activity from Fuel to Coolant in PWRs (Articles)

Rubina Nasir

World Journal of Nuclear Science and Technology Vol.7 No.4, October 19, 2017

DOI: 10.4236/wjnst.2017.74022 1,126 Downloads 2,240 Views Citations

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