Stochastic Volatility Models; Calibration - Articles

A Comparison of Deterministic and Stochastic Susceptible-Infected-Susceptible (SIS) and Susceptible-Infected-Recovered (SIR) Models (Articles)

Abdelmalik Moujahid, Fernando Vadillo

Open Journal of Modelling and Simulation Vol.9 No.3，July 19, 2021

DOI: 10.4236/ojmsi.2021.93016 326 Downloads 1,649 Views Citations
Recent Developments in Option Pricing (Articles)

Hui Gong, You Liang, Aerambamoorthy Thavaneswaran

Journal of Mathematical Finance Vol.1 No.3，November 25, 2011

DOI: 10.4236/jmf.2011.13009 6,764 Downloads 13,811 Views Citations
Bayesian Estimation of Non-Gaussian Stochastic Volatility Models (Articles)

Asma Graja Elabed, Afif Masmoudi

Journal of Mathematical Finance Vol.4 No.2，February 19, 2014

DOI: 10.4236/jmf.2014.42009 5,036 Downloads 7,713 Views Citations
Uncertain Volatility Derivative Model Based on the Polynomial Chaos (Articles)

Stefanos Drakos

Journal of Mathematical Finance Vol.6 No.1，February 19, 2016

DOI: 10.4236/jmf.2016.61007 3,693 Downloads 4,954 Views Citations
Multivariate Stochastic Volatility Estimation with Sparse Grid Integration (Articles)

Halil Erturk Esen

Journal of Mathematical Finance Vol.6 No.1，February 19, 2016

DOI: 10.4236/jmf.2016.61009 3,706 Downloads 4,675 Views Citations
An Explicit Solution for a Portfolio Selection Problem with Stochastic Volatility (Articles)

Albert N. Sandjo, Fabrice Colin, Salissou Moutari

Journal of Mathematical Finance Vol.7 No.1，February 28, 2017

DOI: 10.4236/jmf.2017.71011 1,951 Downloads 3,967 Views Citations
Optimal Investment Strategy for Defined Contribution Pension Scheme under the Heston Volatility Model (Articles)

Chidi U. Okonkwo, Bright O. Osu, Silas A. Ihedioha, Chigozie Chibuisi

Journal of Mathematical Finance Vol.8 No.4，September 30, 2018

DOI: 10.4236/jmf.2018.84039 1,234 Downloads 2,899 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
Optimal Portfolio Choice in a Jump-Diffusion Model with Self-Exciting (Articles)

Baojun Bian, Xinfu Chen, Xudong Zeng

Journal of Mathematical Finance Vol.9 No.3，August 20, 2019

DOI: 10.4236/jmf.2019.93020 879 Downloads 2,164 Views Citations
This article belongs to the Special Issue on Financial Econometrics
Malliavin Differentiability of CEV-Type Heston Model (Articles)

Shota Tsumurai

Journal of Mathematical Finance Vol.10 No.1，February 26, 2020

DOI: 10.4236/jmf.2020.101012 653 Downloads 1,404 Views Citations
Evaluating Energy Forward Dynamics Modeled as a Subordinated Hilbert-Space Linear Functional (Articles)

Victor Alexander Okhuese, Jane Akinyi Aduda, Joseph Mung’atu

Journal of Mathematical Finance Vol.10 No.3，August 25, 2020

DOI: 10.4236/jmf.2020.103025 450 Downloads 1,005 Views Citations
This article belongs to the Special Issue on Pricing Strategy, Model and Price Analysis
The Asymmetry of Shanghai Composite Index Volatility—Stochastic Volatility Models Based on GHST Distribution (Articles)

Xu Han, Jihong Kong

Open Journal of Social Sciences Vol.8 No.12，December 28, 2020

DOI: 10.4236/jss.2020.812028 316 Downloads 931 Views Citations
Pricing Bitcoin under Double Exponential Jump-Diffusion Model with Asymmetric Jumps Stochastic Volatility (Articles)

Ndeye Fatou Sene, Mamadou Abdoulaye Konte, Jane Aduda

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

DOI: 10.4236/jmf.2021.112018 514 Downloads 2,911 Views Citations
This article belongs to the Special Issue on Mathematical Finance and Application
Fractional Stochastic Volatility Pricing of European Option Based on Self-Adaptive Differential Evolution (Articles)

Yue Hu, Hongling Dong, Le Fu, Jiayang Zhai

Journal of Mathematical Finance Vol.12 No.3，August 25, 2022

DOI: 10.4236/jmf.2022.123029 261 Downloads 1,148 Views Citations
Yield Curve and the Business Cycle in Conventional Times (Articles)

Roman Šustek

Journal of Mathematical Finance Vol.14 No.1，February 27, 2024

DOI: 10.4236/jmf.2024.141004 135 Downloads 532 Views Citations
Development and Application of a Modified Genetic Algorithm for Estimating Parameters in GMA Models (Articles)

José A. Hormiga, Carlos González-Alcón, Néstor V. Torres

Applied Mathematics Vol.5 No.16，August 29, 2014

DOI: 10.4236/am.2014.516236 3,906 Downloads 4,924 Views Citations
This article belongs to the Special Issue on Curve Fitting Research
Calibration of Highway Safety Manual Crash Prediction Models for Rural Intersections: A Case Study from Delaware (Articles)

Rodolfo Gomes, Abdulkadir Özden, Ardeshir Faghri

Journal of Transportation Technologies Vol.15 No.2，April 22, 2025

DOI: 10.4236/jtts.2025.152013 14 Downloads 68 Views Citations
CDS Evaluation Model with Neural Networks (Articles)

Eliana Angelini, Alessandro Ludovici

Journal of Service Science and Management Vol.2 No.1，March 21, 2009

DOI: 10.4236/jssm.2009.21003 6,294 Downloads 11,319 Views Citations
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 5,380 Downloads 8,349 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 2,632 Downloads 8,834 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 709 Downloads 1,599 Views Citations
This article belongs to the Special Issue on Computational Economics and Econometrics

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