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

Scale, Complexity, and Cybersecurity Risk Management (Articles)

Christopher Briscoe, Carl Young

Journal of Information Security Vol.15 No.4, October 17, 2024

DOI: 10.4236/jis.2024.154029 134 Downloads 910 Views Citations
About the Formation Mechanism of the Turin Shroud Body Image (Articles)

Giovanni Fazio

Open Journal of Applied Sciences Vol.14 No.11, November 29, 2024

DOI: 10.4236/ojapps.2024.1411218 105 Downloads 1,007 Views Citations
Performance and Availability Evaluation of Big Data Environments in the Private Cloud (Articles)

Tarcísio Rolim, Erica Sousa

Journal of Computer and Communications Vol.12 No.12, December 31, 2024

DOI: 10.4236/jcc.2024.1212015 110 Downloads 682 Views Citations
Exploring Efficiency and Potential of China’s Textile and Apparel Export to the RCEP Countries Reflections on the Stochastic Frontier Gravity Model (Articles)

Yanjing Liang

Open Journal of Business and Management Vol.13 No.1, January 26, 2025

DOI: 10.4236/ojbm.2025.131031 347 Downloads 1,742 Views Citations
Random Oscillatory and Pulsatory Models in Elliptic Functions (Articles)

Victor A. Miroshnikov

American Journal of Computational Mathematics Vol.15 No.1, February 13, 2025

DOI: 10.4236/ajcm.2025.151002 104 Downloads 528 Views Citations
Modeling A Systematic Withdrawal Plan: A Stochastic Algorithm to Estimate Initial Fund Requirement (Articles)

Shreeyans Dhamane

Journal of Mathematical Finance Vol.15 No.1, February 14, 2025

DOI: 10.4236/jmf.2025.151007 327 Downloads 1,270 Views Citations
Controllability of Stochastic Integro-Differential Systems with Time Delay in Control Input (Articles)

Murugesan Sathya, Shanmugasundaran Karthikeyan, Emmanuel Hagenimana

Journal of Applied Mathematics and Physics Vol.13 No.4, April 8, 2025

DOI: 10.4236/jamp.2025.134057 82 Downloads 493 Views Citations
Decision-Making during Control Pollutant Emissions from Pellet Burning with Tube Gas Heaters (Articles)

Kostiantyn Dudkin, Oksana Yaroshevska, Vyacheslav Irodov, Halyna Prokofieva, Leontina Solod, Valeria Tkachova

Open Journal of Applied Sciences Vol.15 No.5, May 19, 2025

DOI: 10.4236/ojapps.2025.155083 75 Downloads 329 Views Citations
A Sandwich Theorem for m-Convex Stochastic Processes (Articles)

Ángel Padilla, Ronald Ramírez, Maira Valera-López

Advances in Pure Mathematics Vol.15 No.7, July 11, 2025

DOI: 10.4236/apm.2025.157021 89 Downloads 380 Views Citations
Adaptive Investment Strategies for Transitioning from Fossil-Fuels to Cleaner Energies: An Application of Conjugate Utilities (Articles)

Gaoganwe Sophie Moagi, Obonye Doctor, Edward Lungu

Journal of Mathematical Finance Vol.16 No.2, April 2, 2026

DOI: 10.4236/jmf.2026.162004 42 Downloads 213 Views Citations
Robust Dynamic Electricity Pricing under Uncertainty: A Stochastic-Behavioral Optimization Approach for Senegal (Articles)

Dimitry Diassy, Moussa Touré, Ndeye Thiam, Aly Touré, Fatma Sow, Sokhna Khady Fal, Mamadou Lamine Samb

Open Journal of Applied Sciences Vol.16 No.4, April 29, 2026

DOI: 10.4236/ojapps.2026.164075 29 Downloads 214 Views Citations
Intelligent Frequency-Hopping Strategies for Securing the Physical Layer Based on Learning for the Stochastic Dispersion Problem (Articles)

Vincent Mbonigaba, Dieudonné Nijimbere

Journal of Computer and Communications Vol.14 No.6, June 11, 2026

DOI: 10.4236/jcc.2026.146001 8 Downloads 78 Views Citations
Market and Operational Risk Impact on Quoted Deposit Money Banks’ Financial Performance in Nigeria: A Panel Regression Approach (Articles)

John Agbana, Umar Abbas Ibrahim, Faiza Maitala

Open Journal of Business and Management Vol.12 No.4, July 25, 2024

DOI: 10.4236/ojbm.2024.124141 302 Downloads 1,380 Views Citations
Uniqueness Theorem for the Non-Local Ionization Source in Glow Discharge and Hollow Cathode (Articles)

Vladimir V. Gorin

Journal of Modern Physics Vol.3 No.10A, October 31, 2012

DOI: 10.4236/jmp.2012.330202 3,555 Downloads 5,950 Views Citations
This article belongs to the Special Issue on Fusion and Plasma Physics
Optimal Power Allocation Strategy for TBLAST Based 4G Systems (Articles)

Wu YIN, Pei XIAO

Engineering Vol.1 No.2, August 24, 2009

DOI: 10.4236/eng.2009.12010 7,027 Downloads 11,402 Views Citations
A new constitutive theory for extrusion-extensional flow of anisotropic liquid crystalline polymer fluid (Articles)

Shifang Han

Natural Science Vol.3 No.4, April 20, 2011

DOI: 10.4236/ns.2011.34040 5,661 Downloads 10,312 Views Citations
Synthesis, characterization, spectroscopic and crystallographic investigation of Cobalt(III) schiff base complex with two perpendicular diamine coumarin ligands (Articles)

Imen Ketata, Lassad Mechi, Taïcir Ben Ayed, Michal Dusek, Vaclav Petricek, RachedBen Hassen

Open Journal of Inorganic Chemistry Vol.2 No.2, April 24, 2012

DOI: 10.4236/ojic.2012.22006 7,153 Downloads 15,862 Views Citations
Explicit Approximation Solutions and Proof of Convergence of the Space-Time Fractional Advection Dispersion Equations (Articles)

E. A. Abdel-Rehim

Applied Mathematics Vol.4 No.10, October 14, 2013

DOI: 10.4236/am.2013.410193 3,585 Downloads 6,032 Views Citations
Non-Linear Phase Tomography Based on Fréchet Derivative (Articles)

Valentina Davidoiu, Bruno Sixou, Max Langer, Franoise Peyrin

Advances in Computed Tomography Vol.3 No.4, November 27, 2014

DOI: 10.4236/act.2014.34007 3,437 Downloads 4,790 Views Citations
Fractionalization of a Class of Semi-Linear Differential Equations (Articles)

Issic K. C. Leung, K. Gopalsamy

Applied Mathematics Vol.8 No.11, November 30, 2017

DOI: 10.4236/am.2017.811124 1,699 Downloads 3,686 Views Citations

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