Multiscale Stochastic Volatility Models; Option Pricing; Calibration Problem; FX Data - Articles

Big Data for Organizations: A Review (Articles)

Pwint Phyu Khine, Wang Zhao Shun

Journal of Computer and Communications Vol.5 No.3, March 13, 2017

DOI: 10.4236/jcc.2017.53005 2,931 Downloads 13,680 Views Citations
The British Binary Option (Articles)

Min Gao

Journal of Mathematical Finance Vol.9 No.4, November 14, 2019

DOI: 10.4236/jmf.2019.94038 1,007 Downloads 2,584 Views Citations
Option Portfolio Management in a Risk-Neutral World (Articles)

Dmitry Jurievich Golembiovsky, Anatoly Markovich Abramov

Journal of Mathematical Finance Vol.8 No.4, November 28, 2018

DOI: 10.4236/jmf.2018.84044 1,378 Downloads 3,499 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
A Gibbs Sampling Algorithm to Estimate the Parameters of a Volatility Model: An Application to Ozone Data (Articles)

Verónica De Jesús Romo, Eliane R. Rodrigues, Guadalupe Tzintzun

Applied Mathematics Vol.3 No.12A, December 31, 2012

DOI: 10.4236/am.2012.312A299 5,572 Downloads 8,945 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Modeling Stock Market Volatility Using GARCH Models: A Case Study of Nairobi Securities Exchange (NSE) (Articles)

Arfa Maqsood, Suboohi Safdar, Rafia Shafi, Ntato Jeremiah Lelit

Open Journal of Statistics Vol.7 No.2, April 30, 2017

DOI: 10.4236/ojs.2017.72026 2,894 Downloads 9,950 Views Citations
Unravelling the Cipher of Indian Rupee’s Volatility: Testing the Forecasting Efficacy of the Rolling Symmetric and Asymmetric GARCH Models (Articles)

Shalini Talwar, Aparna Bhat

Theoretical Economics Letters Vol.8 No.6, April 23, 2018

DOI: 10.4236/tel.2018.86079 889 Downloads 2,200 Views Citations
This article belongs to the Special Issue on Computational Economics and Econometrics
On the Inverse Problem of Dupire’s Equation with Nonlocal Boundary and Integral Conditions (Articles)

Coskun Guler, Volkan Oban

Journal of Mathematical Finance Vol.7 No.4, November 28, 2017

DOI: 10.4236/jmf.2017.74051 1,203 Downloads 2,720 Views Citations
On the Mechanism of CDOs behind the Current Financial Crisis and Mathematical Modeling with Levy Distributions (Articles)

H.W. Du, J.L. Wu, W. Yang

Intelligent Information Management Vol.2 No.2, March 16, 2010

DOI: 10.4236/iim.2010.22018 6,243 Downloads 12,081 Views Citations
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 336 Downloads 1,355 Views Citations
Application of Multifractional Brownian Motion to Modeling Volatility and Risk in Financial Markets (Articles)

Bou Diop

Journal of Applied Mathematics and Physics Vol.13 No.11, November 17, 2025

DOI: 10.4236/jamp.2025.1311216 71 Downloads 527 Views Citations
Calibrating Remotely Sensed Ocean Chlorophyll Data: An Application of the Blending Technique in Three Dimensions (3D) (Articles)

Mathias A. Onabid

Open Journal of Marine Science Vol.7 No.1, January 25, 2017

DOI: 10.4236/ojms.2017.71014 2,590 Downloads 3,806 Views Citations
Determining the Technical Efficiency of Specialty Ophthalmology Hospital Using SFA and DEA: 2009-2011 (Articles)

Majid Heydari, Azadeh Ahmadzadeh Ghasab, Haleh Mousavi Isfahani, Mehdi Raadabadi, Mohsen Barouni

Health Vol.6 No.9, March 28, 2014

DOI: 10.4236/health.2014.69102 4,215 Downloads 6,215 Views Citations
This article belongs to the Special Issue on Health Economics
Construction and Update of an Online Ensemble Score Involving Linear Discriminant Analysis and Logistic Regression (Articles)

Benoît Lalloué, Jean-Marie Monnez, Eliane Albuisson

Applied Mathematics Vol.13 No.2, February 28, 2022

DOI: 10.4236/am.2022.132018 350 Downloads 1,247 Views Citations
Fourth-Order Predictive Modelling: I. General-Purpose Closed-Form Fourth-Order Moments-Constrained MaxEnt Distribution (Articles)

Dan Gabriel Cacuci

American Journal of Computational Mathematics Vol.13 No.4, October 16, 2023

DOI: 10.4236/ajcm.2023.134024 225 Downloads 885 Views Citations
How AI Analytical Models Can Use FHIR (Fast Healthcare Interoperability Resources) Data (Articles)

Leelakumar Raja Lekkala

Voice of the Publisher Vol.9 No.4, October 30, 2023

DOI: 10.4236/vp.2023.94016 287 Downloads 1,727 Views Citations
Forecasting Realized Volatility Using Subsample Averaging (Articles)

Huiyu Huang, Tae-Hwy Lee

Open Journal of Statistics Vol.3 No.5, October 9, 2013

DOI: 10.4236/ojs.2013.35044 4,149 Downloads 6,900 Views Citations
The Idiosyncratic Volatility Puzzle: A Time-Specific Anomaly (Articles)

Xindong Zhang, Jianying Li, Xiaoli Wang, Xiaoxin Hu

Journal of Mathematical Finance Vol.11 No.2, May 31, 2021

DOI: 10.4236/jmf.2021.112017 446 Downloads 1,779 Views Citations
The Impact of Relative Exchange Rate Volatility and Other Multidimensional Determinants on FDI in Egypt (Articles)

Abd-El Atti Nadine, Salah Ashraf, Rashid Nagia

American Journal of Industrial and Business Management Vol.11 No.12, December 10, 2021

DOI: 10.4236/ajibm.2021.1112071 709 Downloads 4,014 Views Citations
ESG Performance as a Buffer against Market Volatility: Quantitative Evidence from Global Equity Markets (Articles)

Shankar Subramanian Iyer, Brinitha Raji

Voice of the Publisher Vol.12 No.2, June 23, 2026

DOI: 10.4236/vp.2026.122022 14 Downloads 123 Views Citations
Wavelets and Entropy for Power Quality Assessment (Articles)

Eduardo Antonio Cano-Plata, Armando J. Ustariz-Farfán, Jorge H. Estrada-Estrada

American Journal of Computational Mathematics Vol.7 No.3, August 21, 2017

DOI: 10.4236/ajcm.2017.73022 1,058 Downloads 2,125 Views Citations

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