Stochastic Volatility Models; Calibration - Articles

Stochastic Ito-Calculus and Numerical Approximations for Asset Price Forecasting in the Nigerian Stock Market (Articles)

Thomas Chinwe Urama, Patrick Oseloka Ezepue

Journal of Mathematical Finance Vol.8 No.4，November 12, 2018

DOI: 10.4236/jmf.2018.84041 2,335 Downloads 4,053 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
Asset Pricing Models and the Performance of European Energy Indices (Articles)

Georgios Galyfianakis

Theoretical Economics Letters Vol.14 No.2，April 7, 2024

DOI: 10.4236/tel.2024.142022 123 Downloads 583 Views Citations
Identifying the dependency pattern of daily rainfall of Dhaka station in Bangladesh using Markov chain and logistic regression model (Articles)

Mina Mahbub Hossain, Sayedul Anam

Agricultural Sciences Vol.3 No.3，May 15, 2012

DOI: 10.4236/as.2012.33045 5,993 Downloads 9,909 Views Citations
Towards a Field Theoretical Stochastic Model for Description of Tumour Growth (Articles)

Leonardo Mondaini

Journal of Applied Mathematics and Physics Vol.5 No.5，May 26, 2017

DOI: 10.4236/jamp.2017.55095 1,149 Downloads 1,824 Views Citations
Stability of High-Order Linear Itô Equations with Delays (Articles)

Lev Idels, Ramazan Kadiev, Arcady Ponosov

Applied Mathematics Vol.9 No.3，March 29, 2018

DOI: 10.4236/am.2018.93019 958 Downloads 1,743 Views Citations
Approximations of Quasi-Stationary Distributions of the Stochastic SVIR Model for the Measles (Articles)

Moussa Seydou, Moussa Tessa

Journal of Applied Mathematics and Physics Vol.9 No.9，September 16, 2021

DOI: 10.4236/jamp.2021.99145 261 Downloads 1,044 Views Citations
About One Discrete Mathematical Model of Perfect Fluid (Articles)

Konstantin Eduardovich Plokhotnikov

Open Journal of Modelling and Simulation Vol.4 No.3，July 29, 2016

DOI: 10.4236/ojmsi.2016.43012 1,655 Downloads 2,648 Views Citations
Geometric Fractional Brownian Motion Perturbed by Fractional Ornstein-Uhlenbeck Process and Application on KLCI Option Pricing (Articles)

Mohammed Alhagyan, Masnita Misiran, Zurni Omar

Open Access Library Journal Vol.3 No.8，August 19, 2016

DOI: 10.4236/oalib.1102863 1,549 Downloads 2,869 Views Citations
Stochastic Model for Multiple Classes and Subclasses Simple Documents Processing (Articles)

Pierre Moukeli Mbindzoukou, Arsène Roland Moukoukou, Marius Massala

Intelligent Information Management Vol.13 No.2，March 9, 2021

DOI: 10.4236/iim.2021.132006 445 Downloads 1,228 Views Citations
Knowledge Management of Software Productivity and Development Time (Articles)

James A. Rodger, Pankaj Pankaj, Ata Nahouraii

Journal of Software Engineering and Applications Vol.4 No.11，November 21, 2011

DOI: 10.4236/jsea.2011.411072 4,734 Downloads 8,740 Views Citations
On Two Transform Methods for the Valuation of Contingent Claims (Articles)

Chuma Raphael Nwozo, Sunday Emmanuel Fadugba

Journal of Mathematical Finance Vol.5 No.2，March 30, 2015

DOI: 10.4236/jmf.2015.52009 3,973 Downloads 5,244 Views Citations
Parametric Study of Calibration Blackbody Uncertainty Using Design of Experiments (Articles)

Nipa Phojanamongkolkij, Joe A. Walker, Richard P. Cageao, Martin G. Mlynczak, Joseph J. O’Connell, Rosemary R. Baize

Journal of Analytical Sciences, Methods and Instrumentation Vol.2 No.3，September 28, 2012

DOI: 10.4236/jasmi.2012.23020 4,761 Downloads 8,069 Views Citations
Calibration and Characterization of Hyperspectral Imaging Systems Used for Natural Scene Imagery (Articles)

Nsikak E. Ekpenyong

Optics and Photonics Journal Vol.9 No.7，July 22, 2019

DOI: 10.4236/opj.2019.97009 883 Downloads 2,291 Views Citations
This article belongs to the Special Issue on Physical Optics and Its Applications
Volatility Forecasting and Volatility Risk Premium (Articles)

Jingfei Cheng

Journal of Applied Mathematics and Physics Vol.3 No.1，January 28, 2015

DOI: 10.4236/jamp.2015.31014 6,746 Downloads 8,638 Views Citations
Evaluating Volatility Forecasts with Ultra-High-Frequency Data—Evidence from the Australian Equity Market (Articles)

Kai Zhang, Lurion De Mello, Mehdi Sadeghi

Theoretical Economics Letters Vol.8 No.1，January 4, 2018

DOI: 10.4236/tel.2018.81001 1,282 Downloads 3,164 Views Citations
This article belongs to the Special Issue on Financial Economics
Next Level in Risk Management? Hedging and Trading Strategies of Volatility Derivatives Using VIX Futures (Articles)

Ernst J. Fahling, Elmar Steurer, Tobias Schädler, Adrian Volz

Journal of Financial Risk Management Vol.7 No.4，December 29, 2018

DOI: 10.4236/jfrm.2018.74024 1,574 Downloads 5,324 Views Citations
Applications of Mogulskii, and Kurtz-Feng Large Deviation Results to Risk Reserve Processes with Aggregate Claims (Articles)

Jorge Garcia, Ana Meda

Applied Mathematics Vol.3 No.12A，December 31, 2012

DOI: 10.4236/am.2012.312A291 4,813 Downloads 7,106 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Characterizing the Volatility Transmission across International Stock Markets (Articles)

Amarnath Mitra, Vishwanathan Iyer, Anto Joseph

Theoretical Economics Letters Vol.5 No.4，August 24, 2015

DOI: 10.4236/tel.2015.54067 3,550 Downloads 5,136 Views Citations
Inferring Volatility from the Yield Curve (Articles)

Vincent Brousseau, Alain Durré

Journal of Mathematical Finance Vol.5 No.3，August 28, 2015

DOI: 10.4236/jmf.2015.53026 5,848 Downloads 7,006 Views Citations
Research on the Daily Volatility Measure Considering the Impact of Overnight Variance and Time Segment in Chinese Stock Market (Articles)

Yu Shi, Handong Li

Journal of Mathematical Finance Vol.8 No.3，August 7, 2018

DOI: 10.4236/jmf.2018.83035 1,058 Downloads 2,210 Views Citations
This article belongs to the Special Issue on Financial Market Volatility

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