Characteristic Function - Articles - Scientific Research Publishing

Distribution of Geometrically Weighted Sum of Bernoulli Random Variables (Articles)

Deepesh Bhati, Phazamile Kgosi, Ranganath Narayanacharya Rattihalli

Applied Mathematics Vol.2 No.11，November 30, 2011

DOI: 10.4236/am.2011.211195 5,310 Downloads 10,830 Views Citations
The Characteristic Function Method and Its Application to (1 + 1)-Dimensional Dispersive Long Wave Equation (Articles)

Medhat M. Helal, Mohammad L. Mekky, Emad A. Mohamed

Applied Mathematics Vol.3 No.1，January 4, 2012

DOI: 10.4236/am.2012.31002 5,218 Downloads 9,985 Views Citations
Research on Fitness Value of Plum Blossom Boxing Basic Skill (Articles)

Yanmin Yin, Qiong Liu

Open Access Library Journal Vol.9 No.7，July 11, 2022

DOI: 10.4236/oalib.1108981 29 Downloads 227 Views Citations
Stochastic Volatility Jump-Diffusion Model for Option Pricing (Articles)

Nonthiya Makate, Pairote Sattayatham

Journal of Mathematical Finance Vol.1 No.3，November 8, 2011

DOI: 10.4236/jmf.2011.13012 5,249 Downloads 11,943 Views Citations
Efficient Pricing of European-Style Options under Heston’s Stochastic Volatility Model (Articles)

Oleksandr Zhylyevskyy

Theoretical Economics Letters Vol.2 No.1，February 23, 2012

DOI: 10.4236/tel.2012.21003 5,941 Downloads 12,443 Views Citations
A Similarity Technique for Solving Two-Layer Shallow-Water Equations (Articles)

Magda M. Kassem, Medhat M. Helal, Mohammad L. Mekky, Emad A. Mohamed

Applied Mathematics Vol.3 No.4，April 27, 2012

DOI: 10.4236/am.2012.34047 4,358 Downloads 7,752 Views Citations
Joint Characteristic Function of Stock Log-Price and Squared Volatility in the Bates Model and Its Asset Pricing Applications (Articles)

Oleksandr Zhylyevskyy

Theoretical Economics Letters Vol.2 No.4，November 1, 2012

DOI: 10.4236/tel.2012.24074 4,407 Downloads 7,144 Views Citations
What Is the Difference between Gamma and Gaussian Distributions? (Articles)

Xiao-Li Hu

Applied Mathematics Vol.4 No.2，February 27, 2013

DOI: 10.4236/am.2013.42043 7,605 Downloads 13,787 Views Citations
On the Efficacy of Fourier Series Approximations for Pricing European Options (Articles)

A. S. Hurn, K. A. Lindsay, A. J. McClelland

Applied Mathematics Vol.5 No.17，October 23, 2014

DOI: 10.4236/am.2014.517267 4,485 Downloads 5,707 Views Citations
Robust Design of Mixing Static and Dynamic Multiple Quality Characteristics (Articles)

Ful-Chiang Wu

World Journal of Engineering and Technology Vol.3 No.3C，October 22, 2015

DOI: 10.4236/wjet.2015.33C011 3,643 Downloads 4,432 Views Citations
A General Closed Form Approximation Pricing Formula for Basket and Multi-Asset Spread Options (Articles)

Tommaso Pellegrino

Journal of Mathematical Finance Vol.6 No.5，November 30, 2016

DOI: 10.4236/jmf.2016.65063 2,751 Downloads 6,052 Views Citations
The Lognormal Characteristic Function in Several Dimensions, with Application to Asian Options (Articles)

Andrew P. Leung

Journal of Mathematical Finance Vol.10 No.3，August 14, 2020

DOI: 10.4236/jmf.2020.103024 477 Downloads 1,736 Views Citations
On Robustness of a Sequential Test for Scale Parameter of Gamma and Exponential Distributions (Articles)

Parameshwar V. Pandit, Nagaraj V. Gudaganavar

Applied Mathematics Vol.1 No.4，October 29, 2010

DOI: 10.4236/am.2010.14034 4,827 Downloads 8,744 Views Citations
Improving the Predictive Capability of Popular SWCCs by Incorporating Maximum Possible Suction (Articles)

Shada H. Krishnapillai, Nadarajah Ravichandran

International Journal of Geosciences Vol.2 No.4，November 23, 2011

DOI: 10.4236/ijg.2011.24049 5,572 Downloads 8,330 Views Citations
A Statistical Model for the Relative Hydraulic Conductivity of Water Phase in Unsaturated Soils (Articles)

Nadarajah Ravichandran, Shada Krishnapillai

International Journal of Geosciences Vol.2 No.4，November 30, 2011

DOI: 10.4236/ijg.2011.24051 6,758 Downloads 11,729 Views Citations
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 753 Downloads 1,655 Views Citations
Fast Fourier Transform Based Computation of American Options under Economic Recession Induced Volatility Uncertainty (Articles)

Philip Ajibola Bankole, Olabisi O. Ugbebor

Journal of Mathematical Finance Vol.9 No.3，August 22, 2019

DOI: 10.4236/jmf.2019.93026 592 Downloads 1,751 Views Citations
A Review of Workaholism and Prospects (Articles)

Lin Hu

Open Journal of Social Sciences Vol.6 No.11，November 30, 2018

DOI: 10.4236/jss.2018.611024 2,213 Downloads 4,544 Views Citations
On the Initial Subalgebra of a Graded Lie Algebra (Articles)

Thomas B. Gregory

Advances in Pure Mathematics Vol.4 No.9，September 22, 2014

DOI: 10.4236/apm.2014.49058 2,633 Downloads 3,346 Views Citations
Dataset for Beam Commissioning of the Vero4DRT System (Articles)

Hideharu Miura, Shuichi Ozawa, Shintaro Tsuda, Masahiro Hayata, Kiyoshi Yamada, Yasushi Nagata

Int'l J. of Medical Physics, Clinical Eng. and Radiation Oncology Vol.5 No.1，February 23, 2016

DOI: 10.4236/ijmpcero.2016.51007 3,080 Downloads 4,276 Views Citations

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