Stochastic Volatility Models; Calibration - Articles

Numerical Approximation of Fractal Dimension of Gaussian Stochastic Processes (Articles)

Freddy H. Marin Sanchez, William Eduardo Alfonso

Applied Mathematics Vol.5 No.12，June 26, 2014

DOI: 10.4236/am.2014.512169 3,977 Downloads 5,525 Views Citations
This article belongs to the Special Issue on Fractal Theory and Applications
Stochastic Characteristics and Modelling of Monthly Rainfall Time Series of Ilorin, Nigeria (Articles)

Ahaneku, I. Edwin, Otache, Y. Martins

Open Journal of Modern Hydrology Vol.4 No.3，July 3, 2014

DOI: 10.4236/ojmh.2014.43006 4,122 Downloads 5,967 Views Citations
Deterministic Chaos of N Stochastic Waves in Two Dimensions (Articles)

Victor A. Miroshnikov

American Journal of Computational Mathematics Vol.4 No.4，August 29, 2014

DOI: 10.4236/ajcm.2014.44025 5,157 Downloads 5,877 Views Citations
Stochastic Process Optimization Technique (Articles)

Hiroaki Yoshida, Katsuhito Yamaguchi, Yoshio Ishikawa

Applied Mathematics Vol.5 No.19，November 10, 2014

DOI: 10.4236/am.2014.519293 5,479 Downloads 7,095 Views Citations
This article belongs to the Special Issue on Numerical Analysis
Asymptotic Behavior of Stochastic Strongly Wave Equation on Unbounded Domains (Articles)

Zhaojuan Wang, Shengfan Zhou

Journal of Applied Mathematics and Physics Vol.3 No.3，March 30, 2015

DOI: 10.4236/jamp.2015.33046 2,543 Downloads 3,602 Views Citations
The Origin of Population Diversity: Stochastic Interactions between a Modifier Variant and the Individual Genetic Background (Articles)

Shinji Ijichi, Naomi Ijichi, Yukina Ijichi, Junko Nagata, Chikako Imamura, Hisami Sameshima, Yoichi Kawaike, Hirofumi Morioka

Natural Science Vol.7 No.5，May 18, 2015

DOI: 10.4236/ns.2015.75029 2,670 Downloads 3,512 Views Citations
Stochastic Resonance Synergetics—Quantum Information Theory for Multidimensional Scaling (Articles)

Milan Jovovic

Journal of Quantum Information Science Vol.5 No.2，June 5, 2015

DOI: 10.4236/jqis.2015.52007 4,530 Downloads 6,237 Views Citations
Technical Efficiency of Milk Producers in Cattle Corridor of Uganda: Kiboga District Case (Articles)

Teddy Triza Nakanwagi, Theodora S. Hyuha

Modern Economy Vol.6 No.7，July 29, 2015

DOI: 10.4236/me.2015.67079 2,788 Downloads 4,514 Views Citations
Optimal Stochastic Pine Stands Harvest Rotation Policies (Articles)

Eduardo Navarrete

Open Journal of Forestry Vol.5 No.6，August 6, 2015

DOI: 10.4236/ojf.2015.56053 4,978 Downloads 5,783 Views Citations
This article belongs to the Special Issue on Future Forests
Asymptotic Behavior of Stochastic Strongly Damped Wave Equation with Multiplicative Noise (Articles)

Zhaojuan Wang, Shengfan Zhou

Int'l J. of Modern Nonlinear Theory and Application Vol.4 No.3，September 15, 2015

DOI: 10.4236/ijmnta.2015.43015 3,822 Downloads 4,782 Views Citations
How Far Can a Biased Random Walker Go? (Articles)

Zhongjin Yang, Cassidy Yang

Journal of Applied Mathematics and Physics Vol.3 No.9，September 23, 2015

DOI: 10.4236/jamp.2015.39143 2,855 Downloads 3,677 Views Citations
Elastic Stress Predictor for Stochastic Finite Element Problems (Articles)

Drakos Stefanos

World Journal of Mechanics Vol.5 No.11，November 16, 2015

DOI: 10.4236/wjm.2015.511021 4,482 Downloads 5,570 Views Citations
On the Stochastic Dominance of Portfolio Insurance Strategies (Articles)

Hela Maalej, Jean-Luc Prigent

Journal of Mathematical Finance Vol.6 No.1，February 5, 2016

DOI: 10.4236/jmf.2016.61002 5,284 Downloads 6,822 Views Citations
This article belongs to the Special Issue on Stochastic Dominance
Transfer Policies with Discontinuous Lorenz Curves (Articles)

Johan Fellman

Journal of Mathematical Finance Vol.6 No.1，February 5, 2016

DOI: 10.4236/jmf.2016.61003 4,950 Downloads 5,846 Views Citations
This article belongs to the Special Issue on Stochastic Dominance
Comparison of Stochastic Models in Forecasting Monthly Streamflow in Rivers: A Case Study of River Nile and Its Tributaries (Articles)

Mohammed A. Elganiny, Alaa Esmaeil Eldwer

Journal of Water Resource and Protection Vol.8 No.2，February 5, 2016

DOI: 10.4236/jwarp.2016.82012 5,789 Downloads 7,337 Views Citations
This article belongs to the Special Issue on Hydrological Hazards
Using the Markov Chain for the Generation of Monthly Rainfall Series in a Semi-Arid Zone (Articles)

Mouelhi Safouane, Nemri Saida, Jebari Sihem, Slimani Mohamed

Open Journal of Modern Hydrology Vol.6 No.2，April 6, 2016

DOI: 10.4236/ojmh.2016.62006 2,537 Downloads 4,125 Views Citations
Mean Square Solutions of Second-Order Random Differential Equations by Using the Differential Transformation Method (Articles)

Ayad R. Khudair, S. A. M. Haddad, Sanaa L. Khalaf

Open Journal of Applied Sciences Vol.6 No.4，April 28, 2016

DOI: 10.4236/ojapps.2016.64028 2,607 Downloads 3,945 Views Citations
Cosmological Constant and Energy Density of Random Electromagnetic Field (Articles)

Ilya A. Obukhov

Journal of High Energy Physics, Gravitation and Cosmology Vol.2 No.3，June 28, 2016

DOI: 10.4236/jhepgc.2016.23028 1,319 Downloads 2,223 Views Citations
Stochastic Modelling of Vulnerability Life Cycle and Security Risk Evaluation (Articles)

Sasith M. Rajasooriya, Chris P. Tsokos, Pubudu Kalpani Kaluarachchi

Journal of Information Security Vol.7 No.4，July 21, 2016

DOI: 10.4236/jis.2016.74022 2,267 Downloads 4,121 Views Citations
Shipping Firms’ Efficiency Evaluation through Stochastic Frontier Analysis (Articles)

Dimitris Gavalas

Modern Economy Vol.7 No.8，July 28, 2016

DOI: 10.4236/me.2016.78090 1,610 Downloads 2,740 Views Citations

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