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Abstract
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DOI
Author
Journal
Affiliation
ISSN
Subject
Black-Scholes Option Pricing Model Modified to Admit a Miniscule Drift Can Reproduce the Volatility Smile
(Articles)
Matthew C. Modisett
,
James A. Powell
Applied Mathematics
Vol.3 No.6
,June 26, 2012
DOI:
10.4236/am.2012.36093
7,147
Downloads
10,914
Views
Citations
Study on Chinese Rural Drinking Water Option and Its Pricing
(Articles)
Jian-Fei Leng
,
Lu Li
Journal of Financial Risk Management
Vol.1 No.4
,December 18, 2012
DOI:
10.4236/jfrm.2012.14010
4,202
Downloads
8,265
Views
Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Int'l J. of Modern Nonlinear Theory and Application
Vol.2 No.1
,March 13, 2013
DOI:
10.4236/ijmnta.2013.21003
6,645
Downloads
11,436
Views
Citations
Endogenous Explanation for Random Fluctuation of Stock Price and Its Application: Based on the View of Repeated Game with Asymmetric Information
(Articles)
Weicheng Xu
,
Tian Zhou
,
Di Peng
Journal of Applied Mathematics and Physics
Vol.9 No.4
,April 21, 2021
DOI:
10.4236/jamp.2021.94050
275
Downloads
741
Views
Citations
An Option Valuation Formula for Stochastic Volatility Driven by GARCH Processes
(Articles)
Zhongmin Qian
,
Xingcheng Xu
Journal of Mathematical Finance
Vol.13 No.2
,May 31, 2023
DOI:
10.4236/jmf.2023.132015
150
Downloads
624
Views
Citations
Sampling Error Estimation in Stratified Surveys
(Articles)
Ricardo Cao
,
José A. Vilar
,
Juan M. Vilar
,
Ana K. López
Open Journal of Statistics
Vol.3 No.3
,June 18, 2013
DOI:
10.4236/ojs.2013.33023
9,336
Downloads
11,651
Views
Citations
A Hybrid Importance Sampling Algorithm for Estimating VaR under the Jump Diffusion Model
(Articles)
Tian-Shyr Dai
,
Li-Min Liu
Journal of Software Engineering and Applications
Vol.2 No.4
,November 27, 2009
DOI:
10.4236/jsea.2009.24039
5,130
Downloads
9,008
Views
Citations
Quasi-Monte Carlo Estimation in Generalized Linear Mixed Model with Correlated Random Effects
(Articles)
Yin Chen
,
Yu Fei
,
Jianxin Pan
Open Access Library Journal
Vol.2 No.10
,October 12, 2015
DOI:
10.4236/oalib.1102002
897
Downloads
1,741
Views
Citations
Studying the Impact of Vaccination Strategy and Key Parameters on Infectious Disease Models
(Articles)
Tahmineh Azizi
,
Bacim Alali
Open Journal of Optimization
Vol.9 No.3
,September 4, 2020
DOI:
10.4236/ojop.2020.93007
626
Downloads
1,968
Views
Citations
Option Pricing with Economic Feasibility
(Articles)
Yi-Jang Yu
Modern Economy
Vol.4 No.1
,January 31, 2013
DOI:
10.4236/me.2013.41009
4,131
Downloads
6,060
Views
Citations
Electronic Ratchet Nanodiodes
(Articles)
Kunyuan XU
,
Gang WANG
Engineering
Vol.1 No.2
,August 24, 2009
DOI:
10.4236/eng.2009.12015
5,796
Downloads
9,368
Views
Citations
Pharmacokinetic Prediction of Levofloxacin Accumulation in Tissue and Its Association to Tendinopathy
(Articles)
Loan Pham
,
John M. Christensen
,
Rosita Rodriguez-Proteau
Pharmacology & Pharmacy
Vol.4 No.1
,January 30, 2013
DOI:
10.4236/pp.2013.41018
4,819
Downloads
8,548
Views
Citations
Comparison of Absorbed Dose to Medium and Absorbed Dose to Water for Spine IMRT Plans Using a Commercial Monte Carlo Treatment Planning System
(Articles)
Muhammad Nauman Usmani
,
Norihisa Masai
,
Ryoong-Jin Oh
,
Hiroya Shiomi
,
Daisaku Tatsumi
,
Hideharu Miura
,
Toshihiko Inoue
,
Masahiko Koizumi
Int'l J. of Medical Physics, Clinical Eng. and Radiation Oncology
Vol.3 No.1
,February 20, 2014
DOI:
10.4236/ijmpcero.2014.31010
4,791
Downloads
8,712
Views
Citations
Reliability Evaluation of Distribution Systems under
μ
Grid-Tied and Islanded
μ
Grid Modes Using Monte Carlo Simulation
(Articles)
Ahmed R. Abul’Wafa
,
A. T. M. Taha
Smart Grid and Renewable Energy
Vol.5 No.3
,March 21, 2014
DOI:
10.4236/sgre.2014.53006
5,417
Downloads
7,593
Views
Citations
The Application of Time Series Modelling and Monte Carlo Simulation: Forecasting Volatile Inventory Requirements
(Articles)
Robert Davies
,
Tim Coole
,
David Osipyw
Applied Mathematics
Vol.5 No.8
,May 5, 2014
DOI:
10.4236/am.2014.58108
12,624
Downloads
17,855
Views
Citations
A Monte Carlo-Based Approach for Groundwater Chemistry Inverse Modeling
(Articles)
Walt W. McNab Jr.
Open Journal of Modern Hydrology
Vol.4 No.4
,September 18, 2014
DOI:
10.4236/ojmh.2014.44011
3,538
Downloads
4,493
Views
Citations
Detailing the Structure of Liquid THF Based on an EPSR Study
(Articles)
Alexandre Borges
,
João M. M. Cordeiro
Computational Chemistry
Vol.3 No.1
,December 26, 2014
DOI:
10.4236/cc.2015.31001
4,999
Downloads
6,049
Views
Citations
Investigation of Scattered Radiation Dose at the Door of a Radiotherapy Vault When the Maze Intersects the Primary Beam
(Articles)
Sean Michael Tanny
,
Nicholas Niven Sperling
,
E. Ishmael Parsai
Journal of Modern Physics
Vol.6 No.2
,February 25, 2015
DOI:
10.4236/jmp.2015.62019
4,586
Downloads
5,453
Views
Citations
This article belongs to the Special Issue on
Radiation Protection
Productivity Monitoring of Land Pipelines Welding via Control Chart Using the Monte Carlo Simulation
(Articles)
Pedro Mattos Tabim
,
Miguel Luiz Ribeiro Ferreira
Journal of Software Engineering and Applications
Vol.8 No.10
,October 20, 2015
DOI:
10.4236/jsea.2015.810051
5,333
Downloads
6,174
Views
Citations
Computer Simulation Study of Biopolymer Betanova
(Articles)
Seung-Yeon Kim
Journal of Materials Science and Chemical Engineering
Vol.3 No.12
,December 17, 2015
DOI:
10.4236/msce.2015.312002
2,572
Downloads
3,198
Views
Citations
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