Scientific Research An Academic Publisher
OPEN ACCESS
Correlation of Brownian Motions and Its Impact on a Reinsurer’s Optimal Investment Strategy and Reinsured Proportion under Exponential Utility Maximization and Constant Elasticity of Variance Model (Articles)
Silas A. Ihedioha
Open Access Library Journal Vol.5 No.10,October 30, 2018
DOI: 10.4236/oalib.1104954 192 Downloads 306 Views Citations
The Effects of Transaction Cost and Correlation of Brownian Motions on an Insurer’s Optimal Investment Strategy through Logarithmic Utility Optimization under Modified Constant Elasticity of Variance (M-CEV) Model (Articles)
Silas A. Ihedioha, Gbenga M. Ogungbenle, Philip T. Ajai
Open Access Library Journal Vol.7 No.7,July 13, 2020
DOI: 10.4236/oalib.1106488 36 Downloads 100 Views Citations
The Sum and Difference of Two Constant Elasticity of Variance Stochastic Variables (Articles)
Chi-Fai Lo
Applied Mathematics Vol.4 No.11,November 5, 2013
DOI: 10.4236/am.2013.411203 4,063 Downloads 5,582 Views Citations
Malliavin Differentiability of CEV-Type Heston Model (Articles)
Shota Tsumurai
Journal of Mathematical Finance Vol.10 No.1,February 26, 2020
DOI: 10.4236/jmf.2020.101012 244 Downloads 409 Views Citations
A Unified Stochastic Volatility—Stochastic Correlation Model (Articles)
Xiang Lu, Gunter Meissner, Hong Sherwin
Journal of Mathematical Finance Vol.10 No.4,November 25, 2020
DOI: 10.4236/jmf.2020.104039 75 Downloads 240 Views Citations This article belongs to the Special Issue on Financial Statistics
Optimal Investment Problem with Multiple Risky Assets under the Constant Elasticity of Variance (CEV) Model (Articles)
Hui Zhao, Ximin Rong, Weiqin Ma, Bo Gao
Modern Economy Vol.3 No.6,October 31, 2012
DOI: 10.4236/me.2012.36092 3,977 Downloads 6,613 Views Citations
Revealing the Essence of Electric Permittivity Constant (Articles)
Nader Butto
Journal of High Energy Physics, Gravitation and Cosmology Vol.7 No.1,January 18, 2021
DOI: 10.4236/jhepgc.2021.71011 47 Downloads 159 Views Citations
Measure of Investment Optimal Strategy (Articles)
J. T. Eghwerido, E. Ekuma-Okereke, E. Ekuma-Okereke, E. Efe-Eyefia, Edwin Iguodala, T. O. Obilade
Journal of Mathematical Finance Vol.6 No.2,May 12, 2016
DOI: 10.4236/jmf.2016.62023 2,463 Downloads 3,028 Views Citations
Good Approximation of Exponential Utility Function for Optimal Futures Hedging (Articles)
Xu Guo, Donald Lien, Wing-Keung Wong
Journal of Mathematical Finance Vol.6 No.3,August 31, 2016
DOI: 10.4236/jmf.2016.63036 1,472 Downloads 2,030 Views Citations
Optimal Portfolio Allocation among REITs, Stocks, and Long-Term Bonds: An Empirical Analysis of US Financial Markets (Articles)
Rafiqul Bhuyan, James Kuhle, Nuriddin Ikromov, Charles Chiemeke
Journal of Mathematical Finance Vol.4 No.2,February 19, 2014
DOI: 10.4236/jmf.2014.42010 5,785 Downloads 9,246 Views Citations
The Impact of Asset Price Bubbles on Credit Risk Measures (Articles)
Michael Jacobs Jr.
Journal of Financial Risk Management Vol.4 No.4,November 30, 2015
DOI: 10.4236/jfrm.2015.44019 4,388 Downloads 5,319 Views Citations
A General Criterion of Choice, with Discussion of Borch Paradox (Articles)
Benito V. Frosini
Theoretical Economics Letters Vol.4 No.8,October 22, 2014
DOI: 10.4236/tel.2014.48087 1,833 Downloads 2,309 Views Citations
On Asymptotic Behaviors of Exponential Hedging in the Basis-Risk Model (Articles)
Kazuhiro Takino
Journal of Mathematical Finance Vol.5 No.2,May 27, 2015
DOI: 10.4236/jmf.2015.52020 3,159 Downloads 3,748 Views Citations
An Inventory Model for Deteriorating Items with Exponential Declining Demand and Time-Varying Holding Cost (Articles)
Bhanu Priya Dash, Trailokyanath Singh, Hadibandhu Pattnayak
American Journal of Operations Research Vol.4 No.1,January 6, 2014
DOI: 10.4236/ajor.2014.41001 5,446 Downloads 10,167 Views Citations
Solutions of the Exponential Equation yx/y = x or lnx/x = lny/y and Fine Structure Constant (Articles)
Sabaratnasingam Gnanarajan
Journal of Applied Mathematics and Physics Vol.5 No.2,February 17, 2017
DOI: 10.4236/jamp.2017.52034 1,062 Downloads 1,687 Views Citations
An Inventory Model for Deteriorating Items with Generalised Exponential Decreasing Demand, Constant Holding Cost and Time-Varying Deterioration Rate (Articles)
Isiyaku Aliyu, Babangida Sani
American Journal of Operations Research Vol.8 No.1,January 4, 2018
DOI: 10.4236/ajor.2018.81001 1,002 Downloads 1,646 Views Citations
Optimal Expected Utility of Wealth for Two Dependent Classes of Insurance Business (Articles)
Cristina Gosio, Ester C. Lari, Marina Ravera
Theoretical Economics Letters Vol.3 No.2,April 30, 2013
DOI: 10.4236/tel.2013.32015 4,304 Downloads 6,534 Views Citations
A “Hard to Die” Series Expansion and Lucas Polynomials of the Second Kind (Articles)
Pierpaolo Natalini, Paolo E. Ricci
Applied Mathematics Vol.6 No.8,July 14, 2015
DOI: 10.4236/am.2015.68116 2,897 Downloads 3,291 Views Citations
Solutions for Series of Exponential Equations in Terms of Lambert-W Function and Fundamental Constants (Articles)
S. Gnanarajan
Journal of Applied Mathematics and Physics Vol.6 No.4,April 20, 2018
DOI: 10.4236/jamp.2018.64065 367 Downloads 686 Views Citations
Calculation of the Fine-Structure Constant (Articles)
Jesús Sánchez
Journal of High Energy Physics, Gravitation and Cosmology Vol.4 No.3,July 6, 2018
DOI: 10.4236/jhepgc.2018.43029 2,163 Downloads 3,677 Views Citations