Stochastic Correlation and Option Pricing - Articles

Generalized Stochastic Processes: The Portfolio Model (Articles)

Moawia Alghalith

Journal of Mathematical Finance Vol.2 No.2, May 23, 2012

DOI: 10.4236/jmf.2012.22022 4,319 Downloads 8,577 Views Citations
Construction of Zero Autocorrelation Stochastic Waveforms (Articles)

Somantika Datta

Advances in Pure Mathematics Vol.2 No.6, November 29, 2012

DOI: 10.4236/apm.2012.26065 4,554 Downloads 7,316 Views Citations
Calculating First Moments and Confidence Intervals for Generalized Stochastic Dividend Discount Models (Articles)

William J. Hurley

Journal of Mathematical Finance Vol.3 No.2, May 24, 2013

DOI: 10.4236/jmf.2013.32027 5,884 Downloads 9,390 Views Citations
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Open Journal of Applied Sciences Vol.4 No.2, February 20, 2014

DOI: 10.4236/ojapps.2014.42004 7,494 Downloads 11,717 Views Citations
Density Functions and Descriptive Statistics for Distance Measures in Cartesian Space (Articles)

Patrick R. McMullen

American Journal of Operations Research Vol.15 No.5, August 29, 2025

DOI: 10.4236/ajor.2025.155008 100 Downloads 630 Views Citations
Critical analysis of correlation and heritability phenomenon in the silkworm, Bombyx mori (Lepidoptera: Bombycidae) (Articles)

Tribhuwan Singh, Madan Mohan Bhat, Mohammad Ashraf Khan

Advances in Bioscience and Biotechnology Vol.2 No.5, October 13, 2011

DOI: 10.4236/abb.2011.25051 5,700 Downloads 10,422 Views Citations
No Demonstrable Relationship Was Found between Alcohol Dependence and Concomitant Drug Abuse amongst Detainees in Police Custody in West Yorkshire, England (Articles)

Remy Bahl, William P. Tormey

Psychology Vol.5 No.5, April 23, 2014

DOI: 10.4236/psych.2014.55057 3,670 Downloads 5,359 Views Citations
Environmental and Occupational Risk Factors Effect to Arterial Hypertension: Correlation between Arterial Hypertension and Lead (Articles)

D. Оyunbileg, I. Bolormаа, U. Tsolmon, О. Chimedsuren

Journal of Geoscience and Environment Protection Vol.3 No.2, April 1, 2015

DOI: 10.4236/gep.2015.32010 3,561 Downloads 4,758 Views Citations
Multivariate Volatility Regulated Kelly Strategy: A Superior Choice in Low Correlated Portfolios (Articles)

Ruanmin Cao, Zhenya Liu, Shixuan Wang, Weifeng Zhou

Theoretical Economics Letters Vol.7 No.5, August 15, 2017

DOI: 10.4236/tel.2017.75098 1,612 Downloads 3,855 Views Citations
Document Analysis of Correlation between Climate and Stroke (Articles)

Hongwei Li, Yonggang Qian, Shubi Wang, Hairong Zhang, Wenfang Gou, Mingzhu Niu, Di Yu, Ruijie Wu, Liqun Gao, Baofeng Chi, Qingxia Wang, Wenli Hao, Wuyuntana Li, Tao Yan, Liwei Niu, Yan Liu, Jing Zhao, Yuan Jin, Maolin Du, Juan Sun

Open Journal of Epidemiology Vol.9 No.1, February 25, 2019

DOI: 10.4236/ojepi.2019.91008 858 Downloads 2,000 Views Citations
Occurrence of Fluoride in the Groundwater of Kaltungo Area and Environs, North Eastern Nigeria (Articles)

Shehu Mukkafa, Jackson Makpane Ishaku, Ibrahim Abdulkarim Kwami, Ahmed Buba Seli, Usman Adamu Abubakar, Abdulwahab Mohammed Bello, Usman Abubakar, Musa Usman Bappa

Journal of Geoscience and Environment Protection Vol.7 No.8, August 23, 2019

DOI: 10.4236/gep.2019.78012 783 Downloads 2,352 Views Citations
Indication of Heavy Metal Enrichment in the Environment by Bryophytes (Articles)

Zhengshang Liu, Wang Hu, Chen Long

Open Access Library Journal Vol.9 No.9, September 5, 2022

DOI: 10.4236/oalib.1109217 106 Downloads 948 Views Citations
Business Cycle and TPM of TNCs (Articles)

Junrong Liu

Modern Economy Vol.2 No.4, September 21, 2011

DOI: 10.4236/me.2011.24060 7,099 Downloads 11,311 Views Citations
Asset Pricing with Relative Performance and Heterogeneous Agents (Articles)

Ting Levy, Xiangbo Liu, Zijun Liu, Zhigang Qiu

Theoretical Economics Letters Vol.2 No.5, December 28, 2012

DOI: 10.4236/tel.2012.25096 4,416 Downloads 7,056 Views Citations
Active Learning and Dynamic Pricing Policies (Articles)

María-Jesús Vázquez-Gallo, Macarena Estévez, Santiago Egido

American Journal of Operations Research Vol.4 No.2, March 28, 2014

DOI: 10.4236/ajor.2014.42009 5,109 Downloads 7,796 Views Citations
The Unexplainable Nature of Momentum Portfolio Returns (Articles)

David J. Moore, George C. Philippatos

Journal of Mathematical Finance Vol.4 No.3, April 22, 2014

DOI: 10.4236/jmf.2014.43013 5,150 Downloads 7,629 Views Citations
An Application of the Ramsey Number in the Electricity Pricing (Articles)

Haiming Li, Jia He

Journal of Computer and Communications Vol.4 No.14, November 28, 2016

DOI: 10.4236/jcc.2016.414007 1,680 Downloads 4,557 Views Citations
Fourier-Cosine Method for Pricing and Hedging Insurance Derivatives (Articles)

Ludovic Goudenège, Andrea Molent, Xiao Wei, Antonino Zanette

Theoretical Economics Letters Vol.8 No.3, February 9, 2018

DOI: 10.4236/tel.2018.83020 889 Downloads 2,212 Views Citations
This article belongs to the Special Issue on Financial Derivatives
The Pricing of IPO by Investment Banks and Venture Capital: A Theoretical Model (Articles)

Huanran Kong

Open Journal of Social Sciences Vol.6 No.10, October 31, 2018

DOI: 10.4236/jss.2018.610017 1,188 Downloads 2,747 Views Citations
Pricing of Public-Utilities-Products under Positive Externalities (Articles)

Lina Wang, Yongqiang Pan, Yitong Wang

Journal of Human Resource and Sustainability Studies Vol.7 No.2, April 9, 2019

DOI: 10.4236/jhrss.2019.72010 751 Downloads 1,828 Views Citations

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