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Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Journal of Mathematical Finance
Vol.3 No.1
,February 26, 2013
DOI:
10.4236/jmf.2013.31002
6,566
Downloads
12,315
Views
Citations
Determining the Technical Efficiency of Specialty Ophthalmology Hospital Using SFA and DEA: 2009-2011
(Articles)
Majid Heydari
,
Azadeh Ahmadzadeh Ghasab
,
Haleh Mousavi Isfahani
,
Mehdi Raadabadi
,
Mohsen Barouni
Health
Vol.6 No.9
,March 28, 2014
DOI:
10.4236/health.2014.69102
3,848
Downloads
5,497
Views
Citations
This article belongs to the Special Issue on
Health Economics
The SABR Model: Explicit Formulae of the Moments of the Forward Prices/Rates Variable and Series Expansions of the Transition Probability Density and of the Option Prices
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Journal of Applied Mathematics and Physics
Vol.2 No.7
,June 13, 2014
DOI:
10.4236/jamp.2014.27062
5,070
Downloads
7,386
Views
Citations
Construction and Update of an Online Ensemble Score Involving Linear Discriminant Analysis and Logistic Regression
(Articles)
Benoît Lalloué
,
Jean-Marie Monnez
,
Eliane Albuisson
Applied Mathematics
Vol.13 No.2
,February 28, 2022
DOI:
10.4236/am.2022.132018
148
Downloads
595
Views
Citations
The Analysis of Real Data Using a Stochastic Dynamical System Able to Model Spiky Prices
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Journal of Mathematical Finance
Vol.2 No.1
,February 28, 2012
DOI:
10.4236/jmf.2012.21001
5,234
Downloads
9,118
Views
Citations
Adaptive Filter for High Dimensional Inverse Engineering Problems: From Theory to Practical Implementation
(Articles)
Hong Son Hoang
,
Rémy Barailles
Engineering
Vol.5 No.5A
,May 24, 2013
DOI:
10.4236/eng.2013.55A010
4,237
Downloads
6,069
Views
Citations
This article belongs to the Special Issue on
Mathematical Problems in Engineering
Performance of the Heston’s Stochastic Volatility Model: A Study in Indian Index Options Market
(Articles)
Shivam Singh
,
Alok Dixit
Theoretical Economics Letters
Vol.6 No.2
,April 6, 2016
DOI:
10.4236/tel.2016.62018
2,375
Downloads
4,372
Views
Citations
Nonlinear Properties of the Rice Statistical Distribution: Theory and Applications in Stochastic Data Analysis
(Articles)
Tatiana Yakovleva
Journal of Applied Mathematics and Physics
Vol.7 No.11
,November 13, 2019
DOI:
10.4236/jamp.2019.711190
390
Downloads
1,374
Views
Citations
Randomized Constraint Limit Linear Programming in Risk Management
(Articles)
Dennis Ridley
,
Abdullah Khan
Journal of Applied Mathematics and Physics
Vol.8 No.11
,November 30, 2020
DOI:
10.4236/jamp.2020.811199
346
Downloads
1,204
Views
Citations
Statistical Methods of SNP Data Analysis and Applications
(Articles)
Alexander Bulinski
,
Oleg Butkovsky
,
Victor Sadovnichy
,
Alexey Shashkin
,
Pavel Yaskov
,
Alexander Balatskiy
,
Larisa Samokhodskaya
,
Vsevolod Tkachuk
Open Journal of Statistics
Vol.2 No.1
,January 6, 2012
DOI:
10.4236/ojs.2012.21008
11,000
Downloads
26,469
Views
Citations
Statistical Wave Equation for Nonrelativistic Rigid Body Motions
(Articles)
George H. Goedecke
Journal of Modern Physics
Vol.8 No.12
,November 10, 2017
DOI:
10.4236/jmp.2017.812114
720
Downloads
1,400
Views
Citations
Statistical Description of Nonrelativistic Classical Systems
(Articles)
George H. Goedecke
Journal of Modern Physics
Vol.8 No.5
,April 25, 2017
DOI:
10.4236/jmp.2017.85050
1,507
Downloads
2,536
Views
Citations
General Closed-Form Solutions to the Dynamic Optimization Problem in Incomplete Markets
(Articles)
Moawia Alghalith
Applied Mathematics
Vol.2 No.4
,March 31, 2011
DOI:
10.4236/am.2011.24054
4,277
Downloads
8,337
Views
Citations
An Alternative Method of Stochastic Optimization: The Portfolio Model
(Articles)
Moawia Alghalith
Applied Mathematics
Vol.2 No.7
,July 15, 2011
DOI:
10.4236/am.2011.27123
4,519
Downloads
8,828
Views
Citations
Generalized Stochastic Processes: The Portfolio Model
(Articles)
Moawia Alghalith
Journal of Mathematical Finance
Vol.2 No.2
,May 23, 2012
DOI:
10.4236/jmf.2012.22022
4,044
Downloads
7,964
Views
Citations
Construction of Zero Autocorrelation Stochastic Waveforms
(Articles)
Somantika Datta
Advances in Pure Mathematics
Vol.2 No.6
,November 29, 2012
DOI:
10.4236/apm.2012.26065
4,315
Downloads
6,800
Views
Citations
Calculating First Moments and Confidence Intervals for Generalized Stochastic Dividend Discount Models
(Articles)
William J. Hurley
Journal of Mathematical Finance
Vol.3 No.2
,May 24, 2013
DOI:
10.4236/jmf.2013.32027
5,562
Downloads
8,940
Views
Citations
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Open Journal of Applied Sciences
Vol.4 No.2
,February 20, 2014
DOI:
10.4236/ojapps.2014.42004
7,043
Downloads
11,261
Views
Citations
Two Implicit Runge-Kutta Methods for Stochastic Differential Equation
(Articles)
Fuwen Lu
,
Zhiyong Wang
Applied Mathematics
Vol.3 No.10
,October 12, 2012
DOI:
10.4236/am.2012.310162
5,340
Downloads
9,053
Views
Citations
Oscillator Subject to Periodic and Random Forces
(Articles)
Moshe Gitterman
Journal of Modern Physics
Vol.4 No.1
,January 28, 2013
DOI:
10.4236/jmp.2013.41015
4,079
Downloads
6,435
Views
Citations
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