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ISSN
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Bayesian Testing for Asset Volatility Persistence on Multivariate Stochastic Volatility Models
(Articles)
Yong Li
,
Fang-Ping Peng
,
Hao-Feng Xu
Journal of Mathematical Finance
Vol.2 No.1
,February 28, 2012
DOI:
10.4236/jmf.2012.21010
5,367
Downloads
9,440
Views
Citations
Multivariate Stochastic Volatility Estimation with Sparse Grid Integration
(Articles)
Halil Erturk Esen
Journal of Mathematical Finance
Vol.6 No.1
,February 19, 2016
DOI:
10.4236/jmf.2016.61009
3,619
Downloads
4,509
Views
Citations
Pricing Bitcoin under Double Exponential Jump-Diffusion Model with Asymmetric Jumps Stochastic Volatility
(Articles)
Ndeye Fatou Sene
,
Mamadou Abdoulaye Konte
,
Jane Aduda
Journal of Mathematical Finance
Vol.11 No.2
,May 31, 2021
DOI:
10.4236/jmf.2021.112018
401
Downloads
2,517
Views
Citations
This article belongs to the Special Issue on
Mathematical Finance and Application
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
7,039
Downloads
11,251
Views
Citations
Modelling Stochastic Volatility in the Kenyan Securities Market Using Hidden Markov Models
(Articles)
Matilda B. Bosire
,
Samuel Chege Maina
Journal of Financial Risk Management
Vol.10 No.3
,September 30, 2021
DOI:
10.4236/jfrm.2021.103021
331
Downloads
1,746
Views
Citations
Dynamic Interactive Cycles during the 2008 Financial Crisis
(Articles)
Ioannis M. Neokosmidis
,
Vassilis Polimenis
Modern Economy
Vol.1 No.1
,June 7, 2010
DOI:
10.4236/me.2010.11001
5,140
Downloads
9,581
Views
Citations
Recent Developments in Option Pricing
(Articles)
Hui Gong
,
You Liang
,
Aerambamoorthy Thavaneswaran
Journal of Mathematical Finance
Vol.1 No.3
,November 25, 2011
DOI:
10.4236/jmf.2011.13009
6,647
Downloads
13,739
Views
Citations
Pricing and Hedging in Stochastic Volatility Regime Switching Models
(Articles)
Stéphane Goutte
Journal of Mathematical Finance
Vol.3 No.1
,February 26, 2013
DOI:
10.4236/jmf.2013.31006
4,936
Downloads
8,870
Views
Citations
Inferences for the Generalized Logistic Distribution Based on Record Statistics
(Articles)
Rashad M. El-Sagheer
Intelligent Information Management
Vol.6 No.4
,July 8, 2014
DOI:
10.4236/iim.2014.64018
3,956
Downloads
6,112
Views
Citations
Evaluation of the Reliability of a System: Approach by Monte Carlo Simulation and Application
(Articles)
Aslain Brisco Ngnassi Djami
,
Jean Bosco Samon
,
Boukar Ousman
,
Ulrich Ngnassi Nguelcheu
,
Wolfgang Nzié
,
Guy Edgar Ntamack
,
Bienvenu Kenmeugne
Open Journal of Applied Sciences
Vol.14 No.3
,March 29, 2024
DOI:
10.4236/ojapps.2024.143051
21
Downloads
84
Views
Citations
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
6,602
Downloads
12,262
Views
Citations
Bayesian Item Response Analysis of Method-of-Payment Habits in Banking Surveys
(Articles)
Saman Muthukumarana
,
Kyle Vincent
,
Jenna G. Tichon
Journal of Mathematical Finance
Vol.9 No.1
,December 28, 2018
DOI:
10.4236/jmf.2019.91001
834
Downloads
1,605
Views
Citations
Properties of Time-Varying Causality Tests in the Presence of Multivariate Stochastic Volatility
(Articles)
Daiki Maki
Open Journal of Statistics
Vol.6 No.5
,October 8, 2016
DOI:
10.4236/ojs.2016.65064
1,494
Downloads
2,454
Views
Citations
Value at Risk Models in Indian Markets: A Predictive Ability Evaluation Study
(Articles)
Kushagra Goel
,
Sunny Oswal
Theoretical Economics Letters
Vol.9 No.8
,December 9, 2019
DOI:
10.4236/tel.2019.98177
587
Downloads
2,230
Views
Citations
Modeling Exchange Rate Dynamics in Egypt: Observed and Unobserved Volatility
(Articles)
Dina Rofael
,
Rana Hosni
Modern Economy
Vol.6 No.1
,January 14, 2015
DOI:
10.4236/me.2015.61006
4,313
Downloads
6,067
Views
Citations
Stable Isotope Sourcing Using Sampling
(Articles)
Erik B. Erhardt
,
Blair O. Wolf
,
Merav Ben-David
,
Edward J. Bedrick
Open Journal of Ecology
Vol.4 No.6
,May 23, 2014
DOI:
10.4236/oje.2014.46027
4,810
Downloads
6,725
Views
Citations
Energy-States of Particles with Representational Spin
(Articles)
Ricardo Suarez
,
Gregory G. Wood
Applied Mathematics
Vol.7 No.7
,April 28, 2016
DOI:
10.4236/am.2016.77060
1,886
Downloads
2,652
Views
Citations
On Finding the Smallest Generalized Eigenpair Using Markov Chain Monte Carlo Algorithm
(Articles)
Farshid Mehrdoust
Applied Mathematics
Vol.3 No.6
,June 26, 2012
DOI:
10.4236/am.2012.36092
3,394
Downloads
5,558
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
6,563
Downloads
12,311
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
5,067
Downloads
7,378
Views
Citations
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