Stochastic Volatility Models; Calibration - Articles

Modeling and Analysis of Bandwidth Allocation in IEEE 802.16 MAC: A Stochastic Reward Net Approach (Articles)

Shanmugam Geetha, Raman Jayaparvathy

Int'l J. of Communications, Network and System Sciences Vol.3 No.7，July 27, 2010

DOI: 10.4236/ijcns.2010.37085 5,405 Downloads 9,703 Views Citations
An Analytical Optimal Strategy of the Forest Asset Dynamic Management under Stochastic Timber Price and Growth: A Portfolio Approach (Articles)

Jianwu Xiao, Wenxing Kang, Shaohua Yin, Hong Zhai

Low Carbon Economy Vol.1 No.1，October 22, 2010

DOI: 10.4236/lce.2010.11004 4,584 Downloads 9,477 Views Citations
Volatility Forecasting of Market Demand as Aids for Planning Manufacturing Activities (Articles)

Jean-Pierre Briffaut, Patrick Lallement

Journal of Service Science and Management Vol.3 No.4，December 28, 2010

DOI: 10.4236/jssm.2010.34045 4,816 Downloads 9,024 Views Citations
The System Size Distribution for M/G/1 Queueing System under N-Policy with Startup/Closedown (Articles)

Mingwu Liu, Yongkai Ma, Bin Deng

iBusiness Vol.2 No.4，December 30, 2010

DOI: 10.4236/ib.2010.24047 5,358 Downloads 10,132 Views Citations
Iterated Logarithm Laws on GLM Randomly Censored with Random Regressors and Incomplete Information (Articles)

Qiang Zhu, Zhihong Xiao, Guanglian Qin, Fang Ying

Applied Mathematics Vol.2 No.3，March 24, 2011

DOI: 10.4236/am.2011.23043 4,399 Downloads 8,189 Views Citations
Neural Modeling of Multivariable Nonlinear Stochastic System. Variable Learning Rate Case (Articles)

Ayachi Errachdi, Ihsen Saad, Mohamed Benrejeb

Intelligent Control and Automation Vol.2 No.3，August 8, 2011

DOI: 10.4236/ica.2011.23020 4,522 Downloads 7,558 Views Citations
Banking Firm, Risk of Investment and Derivatives (Articles)

Udo Broll, Wing-Keung Wong, Mojia Wu

Technology and Investment Vol.2 No.3，August 25, 2011

DOI: 10.4236/ti.2011.23023 5,498 Downloads 9,977 Views Citations
An Energy-Based Stochastic Model for Wireless Sensor Networks (Articles)

Yuhong Zhang, Wei Li

Wireless Sensor Network Vol.3 No.9，September 19, 2011

DOI: 10.4236/wsn.2011.39035 6,451 Downloads 11,619 Views Citations
On a Theme by Williamson: A Stochastic Model for the Evolution of Global Labor Markets since 1830 (Articles)

Fariba Hashemi

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

DOI: 10.4236/me.2011.24065 4,502 Downloads 7,926 Views Citations
Parametric Linear Stochastic Modelling of Benue River flow Process (Articles)

Otache ., Y. Martins, I. E. Ahaneku, M. A. Sadeeq

Open Journal of Marine Science Vol.1 No.3，October 21, 2011

DOI: 10.4236/ojms.2011.13008 6,130 Downloads 11,030 Views Citations
An Enhanced Secure Heuristic-Stochastic Routing Arithmetic in MPLS Network (Articles)

Ying Zheng

Communications and Network Vol.3 No.4，November 16, 2011

DOI: 10.4236/cn.2011.34026 6,037 Downloads 9,138 Views Citations
On Fuzzy Random-Valued Optimization (Articles)

Monga K. Luhandjula

American Journal of Operations Research Vol.1 No.4，December 5, 2011

DOI: 10.4236/ajor.2011.14030 4,578 Downloads 8,698 Views Citations
First Order Convergence Analysis for Sparse Grid Method in Stochastic Two-Stage Linear Optimization Problem (Articles)

Shengyuan Chen

American Journal of Computational Mathematics Vol.1 No.4，December 9, 2011

DOI: 10.4236/ajcm.2011.14036 7,706 Downloads 11,462 Views Citations
Differential Evolution Using Opposite Point for Global Numerical Optimization (Articles)

Youyun Ao, Hongqin Chi

Journal of Intelligent Learning Systems and Applications Vol.4 No.1，February 28, 2012

DOI: 10.4236/jilsa.2012.41001 5,405 Downloads 10,476 Views Citations
Dynamics of firm size in healthcare industry (Articles)

Fariba Hashemi

Health Vol.4 No.3，March 31, 2012

DOI: 10.4236/health.2012.43024 4,519 Downloads 8,381 Views Citations
Stochastic Orders Comparisons of Negative Binomial Distribution with Negative Binomial—Lindley Distribution (Articles)

Chookait Pudprommarat, Winai Bodhisuwan

Open Journal of Statistics Vol.2 No.2，April 23, 2012

DOI: 10.4236/ojs.2012.22025 4,949 Downloads 8,785 Views Citations
Stochastic Programming Model for Discrete Lotsizing and Scheduling Problem on Parallel Machines (Articles)

Kensuke Ishiwata, Jun Imaizumi, Takayuki Shiina, Susumu Morito

American Journal of Operations Research Vol.2 No.3，September 19, 2012

DOI: 10.4236/ajor.2012.23045 3,682 Downloads 6,134 Views Citations
Stochastic Modelling and Geological Aspects of a Gold Mineralisation (Articles)

T. Ganesh, D. D. Sarma, P. R. S. Reddy

International Journal of Geosciences Vol.3 No.4，September 27, 2012

DOI: 10.4236/ijg.2012.34080 3,666 Downloads 5,864 Views Citations
Using Stochastic Colored Petri nets for Designing Multi-Purpose Plants (Articles)

Hasan Hosseini-Nasab, Ali Sadri

Engineering Vol.4 No.10，October 10, 2012

DOI: 10.4236/eng.2012.410083 5,687 Downloads 7,829 Views Citations
Upwind Finite-Volume Solution of Stochastic Burgers’ Equation (Articles)

Mohamed A. El-Beltagy, Mohamed I. Wafa, Osama H. Galal

Applied Mathematics Vol.3 No.11A，November 27, 2012

DOI: 10.4236/am.2012.331247 5,780 Downloads 9,031 Views Citations
This article belongs to the Special Issue on Computing

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