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Some Explicit Formulae for the Hull and White Stochastic Volatility Model
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Int'l J. of Modern Nonlinear Theory and Application
Vol.2 No.1
,March 13, 2013
DOI:
10.4236/ijmnta.2013.21003
5,443
Downloads
9,831
Views
Citations
Do Idiosyncratic Risks in Multi-Factor Asset Pricing Models Really Contain a Hidden Non-Diversifiable Factor? A Diagnostic Testing Approach
(Articles)
Jau-Lian Jeng
,
Qingfeng Wilson Liu
Journal of Mathematical Finance
Vol.2 No.3
,August 31, 2012
DOI:
10.4236/jmf.2012.23028
4,173
Downloads
7,050
Views
Citations
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
6,280
Downloads
11,570
Views
Citations
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
4,350
Downloads
5,731
Views
Citations
Product Repositioning in the UK Newspaper Industry
(Articles)
Stefan Behringer
Theoretical Economics Letters
Vol.6 No.5
,September 20, 2016
DOI:
10.4236/tel.2016.65099
1,165
Downloads
1,637
Views
Citations
On the Mechanism of CDOs behind the Current Financial Crisis and Mathematical Modeling with Levy Distributions
(Articles)
H.W. Du
,
J.L. Wu
,
W. Yang
Intelligent Information Management
Vol.2 No.2
,March 16, 2010
DOI:
10.4236/iim.2010.22018
5,023
Downloads
9,810
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
5,570
Downloads
9,978
Views
Citations
Option Pricing and Hedging for Discrete Time Regime-Switching Models
(Articles)
Bruno Rémillard
,
Alexandre Hocquard
,
Hugo Lamarre
,
Nicolas Papageorgiou
Modern Economy
Vol.8 No.8
,August 4, 2017
DOI:
10.4236/me.2017.88070
1,030
Downloads
1,617
Views
Citations
This article belongs to the Special Issue on
Econometrics
Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models
(Articles)
Tommaso Pellegrino
Journal of Mathematical Finance
Vol.9 No.3
,August 22, 2019
DOI:
10.4236/jmf.2019.93025
371
Downloads
810
Views
Citations
Price Forecasting and Analysis of Exchange Traded Fund
(Articles)
Ramesh Bollapragada
,
Igor Savin
,
Laoucine Kerbache
Journal of Mathematical Finance
Vol.3 No.1A
,March 29, 2013
DOI:
10.4236/jmf.2013.31A017
4,326
Downloads
8,090
Views
Citations
This article belongs to the Special Issue on
Forecasting and Portfolio Construction
On the Economic Premium Principle
(Articles)
Kazuhiro Takino
Theoretical Economics Letters
Vol.8 No.3
,February 14, 2018
DOI:
10.4236/tel.2018.83036
437
Downloads
728
Views
Citations
This article belongs to the Special Issue on
Financial Derivatives
Generalized Option Betas
(Articles)
Sven Husmann
,
Neda Todorova
Journal of Mathematical Finance
Vol.3 No.3
,August 8, 2013
DOI:
10.4236/jmf.2013.33035
4,506
Downloads
6,623
Views
Citations
Pricing Services in a Grid of Computers Using Priority Segmentation
(Articles)
Emmanuel Fragniere
,
Francesco Moresino
Journal of Service Science and Management
Vol.3 No.3
,October 8, 2010
DOI:
10.4236/jssm.2010.33040
6,523
Downloads
9,767
Views
Citations
The Valuation of Corruption
(Articles)
Joseph Atta-Mensah
Journal of Mathematical Finance
Vol.6 No.5
,November 17, 2016
DOI:
10.4236/jmf.2016.65051
1,353
Downloads
2,296
Views
Citations
Agricultural Risk Pricing in Senegal
(Articles)
Allé Nar Diop
Journal of Mathematical Finance
Vol.9 No.2
,May 15, 2019
DOI:
10.4236/jmf.2019.92010
482
Downloads
778
Views
Citations
Study on Demand Response of Residential Power Customer
(Articles)
Xiu Cao
,
Haiyong Jiang
,
Lei Huang
,
Xueping Wang
,
Xuqi Zhang
Journal of Power and Energy Engineering
Vol.4 No.7
,July 25, 2016
DOI:
10.4236/jpee.2016.47001
1,270
Downloads
1,634
Views
Citations
Profit-Improving Linear Tariffs Pricing in a Vertical Oligopoly
(Articles)
Dong Joon Lee
,
Sangheon Han
,
Yuji Ono
,
Shigetsune Yamoto
Theoretical Economics Letters
Vol.8 No.11
,August 2, 2018
DOI:
10.4236/tel.2018.811134
387
Downloads
647
Views
Citations
This article belongs to the Special Issue on
Economic Efficiency
Leading Indicators of Heating Coal Pricing in Turkey: A Coal Pricing Model (2003-2009)
(Articles)
Mehmet Mithat Mithat Uner
,
Nezir Kose
,
Soner Gokten
Natural Resources
Vol.2 No.2
,June 17, 2011
DOI:
10.4236/nr.2011.22014
4,139
Downloads
8,448
Views
Citations
A Skewness-Adjusted Binomial Model for Pricing Futures Options—The Importance of the Mean and Carrying-Cost Parameters
(Articles)
Stafford Johnson
,
Amit Sen
,
Brian Balyeat
Journal of Mathematical Finance
Vol.2 No.1
,February 28, 2012
DOI:
10.4236/jmf.2012.21013
4,053
Downloads
7,425
Views
Citations
Asset Pricing with Stochastic Habit Formation
(Articles)
Masao Nakagawa
Journal of Mathematical Finance
Vol.2 No.2
,May 23, 2012
DOI:
10.4236/jmf.2012.22018
4,585
Downloads
8,384
Views
Citations
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