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

Sensitivity Analysis of Radial Basis Function Networks for River Stage Forecasting (Articles)

Christian Walker Dawson

Journal of Software Engineering and Applications Vol.13 No.12, December 23, 2020

DOI: 10.4236/jsea.2020.1312022 570 Downloads 1,547 Views Citations
The Finite Volume Element Method for Time-Fractional Nonlinear Fourth-Order Diffusion Equation with Time Delay (Articles)

Anran Li, Qing Yang

Engineering Vol.17 No.1, January 21, 2025

DOI: 10.4236/eng.2025.171004 107 Downloads 664 Views Citations
Fractional-Order Financial System Using Efficient Numerical Methods (Articles)

Hunida Malaikah, Jawaher Faisal Al-Abdali

American Journal of Computational Mathematics Vol.15 No.1, March 31, 2025

DOI: 10.4236/ajcm.2025.151004 156 Downloads 761 Views Citations
Adaptive Fractional-Order Damping via Extremum Seeking Control for Intelligent Vehicle Suspension Systems (Articles)

Jean-Francois Niglio

Engineering Vol.17 No.7, July 23, 2025

DOI: 10.4236/eng.2025.177020 101 Downloads 522 Views Citations
Analysis of DAR(1)/D/s Queue with Quasi-Negative Binomial-II as Marginal Distribution (Articles)

Kanichukattu Korakutty Jose, Bindu Abraham

Applied Mathematics Vol.2 No.9, September 19, 2011

DOI: 10.4236/am.2011.29161 6,518 Downloads 10,643 Views Citations
Bayesian Inference and Prediction of Burr Type XII Distribution for Progressive First Failure Censored Sampling (Articles)

Ahmed A. Soliman, A. H. Abd Ellah, N. A. Abou-Elheggag, A. A. Modhesh

Intelligent Information Management Vol.3 No.5, September 20, 2011

DOI: 10.4236/iim.2011.35021 6,840 Downloads 13,122 Views Citations
Terminal-Modality-Based Joint Call Admission Control Algorithm for Fair Radio Resource Allocation in Heterogeneous Cellular Networks (Articles)

Olabisi E. Falowo

International Journal of Communications, Network and System Sciences Vol.5 No.7, July 25, 2012

DOI: 10.4236/ijcns.2012.57049 4,426 Downloads 7,976 Views Citations
Exact Distributions of Waiting Time Problems of Mixed Frequencies and Runs in Markov Dependent Trials (Articles)

Bruce J. Chaderjian, Morteza Ebneshahrashoob, Tangan Gao

Applied Mathematics Vol.3 No.11, November 20, 2012

DOI: 10.4236/am.2012.311234 3,284 Downloads 5,315 Views Citations
The Distribution of Multiple Shot Noise Process and Its Integral (Articles)

Jiwook Jang

Applied Mathematics Vol.5 No.3, February 12, 2014

DOI: 10.4236/am.2014.53047 3,727 Downloads 5,343 Views Citations
Inferences for the Generalized Logistic Distribution Based on Record Statistics (Articles)

Rashad M. El-Sagheer

Intelligent Information Management Vol.6 No.4, July 8, 2014

DOI: 10.4236/iim.2014.64018 4,208 Downloads 6,690 Views Citations
Estimations of Weibull-Geometric Distribution under Progressive Type II Censoring Samples (Articles)

Azhari A. Elhag, Omar I. O. Ibrahim, Mohamed A. El-Sayed, Gamal A. Abd-Elmougod

Open Journal of Statistics Vol.5 No.7, December 18, 2015

DOI: 10.4236/ojs.2015.57072 4,736 Downloads 6,216 Views Citations
Prosodically Rich Speech Synthesis Interface Using Limited Data of Celebrity Voice (Articles)

Takashi Nose, Taiki Kamei

Journal of Computer and Communications Vol.4 No.16, December 29, 2016

DOI: 10.4236/jcc.2016.416006 1,323 Downloads 2,613 Views Citations
This article belongs to the Special Issue on Smart Home, Office and City
A Markov Based Performance Analysis of Handover and Load Balancing in HetNets (Articles)

Baoling Zhang, Weijie Qi, Jie Zhang

International Journal of Communications, Network and System Sciences Vol.10 No.10, October 25, 2017

DOI: 10.4236/ijcns.2017.1010013 1,191 Downloads 2,717 Views Citations
Optimization of Cash Management Fluctuation through Stochastic Processes (Articles)

Youssef M. Dib, Najat Kmeid, Hanna Greige, Youssef N. Raffoul

Journal of Mathematical Finance Vol.8 No.2, May 28, 2018

DOI: 10.4236/jmf.2018.82026 1,168 Downloads 3,450 Views Citations
Research of Enterprise Storage Ecosystem Based on Storage Theory and Nonlinear Discrete Optimization (Articles)

Zixin Lu, Jiaqi Zhu, Yufeng Gui

Applied Mathematics Vol.9 No.6, June 29, 2018

DOI: 10.4236/am.2018.96051 939 Downloads 1,958 Views Citations
Yearly Suicides across Canada, Great Britain and the United States from 1960 to 2015: A Search for Underlying Long-Term Trends (Articles)

William Henry Laverty, Ivan William Kelly

Open Journal of Social Sciences Vol.7 No.6, June 19, 2019

DOI: 10.4236/jss.2019.76008 1,176 Downloads 2,572 Views Citations
Stability Estimation for Markov Control Processes with Discounted Cost (Articles)

Jaime Eduardo Martínez-Sánchez

Applied Mathematics Vol.11 No.6, June 22, 2020

DOI: 10.4236/am.2020.116036 611 Downloads 2,029 Views Citations
Modelling of Urban Growth and Planning: A Critical Review (Articles)

Marwa Ibrahim Hassan, Sami Mustafa M. Elhassan

Journal of Building Construction and Planning Research Vol.8 No.4, December 9, 2020

DOI: 10.4236/jbcpr.2020.84016 1,827 Downloads 6,494 Views Citations
Asymptotic Evaluations of the Stability Index for a Markov Control Process with the Expected Total Discounted Reward Criterion (Articles)

Jaime Eduardo Martínez-Sánchez

American Journal of Operations Research Vol.11 No.1, January 28, 2021

DOI: 10.4236/ajor.2021.111004 488 Downloads 1,494 Views Citations
Cone Bearing Estimation Utilizing a Hybrid HMM and IFM Smoother Filter Formulation (Articles)

Erick Baziw, Gerald Verbeek

International Journal of Geosciences Vol.12 No.11, November 18, 2021

DOI: 10.4236/ijg.2021.1211055 343 Downloads 1,434 Views Citations
This article belongs to the Special Issue on Geoscientific Instrumentation, Methods and Data Systems

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