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ISSN
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Option Pricing Applications of Quadratic Volatility Models
(Articles)
Srimantoorao. S. Appadoo
,
Aerambamoorthy Thavaneswaran
,
Saman Muthukumarana
Journal of Mathematical Finance
Vol.2 No.2
,May 23, 2012
DOI:
10.4236/jmf.2012.22017
4,626
Downloads
8,916
Views
Citations
Impact of Macroeconomic Volatility on Stock Market Volatility in Bangladesh
(Articles)
Md. Rafiqul Matin
Journal of Financial Risk Management
Vol.12 No.3
,September 20, 2023
DOI:
10.4236/jfrm.2023.123013
142
Downloads
587
Views
Citations
This article belongs to the Special Issue on
Financial, Operational, and Business Risk
Some New Estimators of Integrated Volatility
(Articles)
Jaya P. N. Bishwal
Open Journal of Statistics
Vol.1 No.2
,July 29, 2011
DOI:
10.4236/ojs.2011.12008
4,847
Downloads
8,242
Views
Citations
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
2,387
Downloads
4,242
Views
Citations
Forecasting Crude Oil Price Volatility by Heston Model
(Articles)
Patrick Kandege Mwanakatwe
,
Joanitha Daniel
,
Kulwa Roberth Nzungu
Journal of Mathematical Finance
Vol.13 No.3
,August 29, 2023
DOI:
10.4236/jmf.2023.133026
146
Downloads
648
Views
Citations
Comparison of the Sampling Efficiency in Spatial Autoregressive Model
(Articles)
Yoshihiro Ohtsuka
,
Kazuhiko Kakamu
Open Journal of Statistics
Vol.5 No.1
,January 22, 2015
DOI:
10.4236/ojs.2015.51002
4,086
Downloads
5,218
Views
Citations
This article belongs to the Special Issue on
Spatial Statistics
Assessing the Context of Evidence: A Bayesian Perspective on the Role of Publicity, Notoriety, and False Memory in the Blasey Ford Testimony to the United States Senate Confirmation Committee for Supreme Court Justice Brett Kavanaugh
(Articles)
Clarence D. Kreiter
Psychology
Vol.14 No.7
,July 7, 2023
DOI:
10.4236/psych.2023.147060
112
Downloads
639
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
5,326
Downloads
11,807
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
4,480
Downloads
7,163
Views
Citations
Option Pricing with Stochastic Volatility
(Articles)
Rossano Giandomenico
Journal of Applied Mathematics and Physics
Vol.3 No.12
,December 25, 2015
DOI:
10.4236/jamp.2015.312189
2,528
Downloads
3,605
Views
Citations
Valuating New Product Development Project with a Stochastic Volatility Model
(Articles)
Chengru Hu
,
Chulhee Jun
,
Maggie Foley
Journal of Mathematical Finance
Vol.6 No.5
,November 30, 2016
DOI:
10.4236/jmf.2016.65064
1,578
Downloads
3,302
Views
Citations
Nonparametric Model Calibration for Derivatives
(Articles)
Frédéric Abergel
,
Rémy Tachet des Combes
,
Riadh Zaatour
Journal of Mathematical Finance
Vol.7 No.3
,July 13, 2017
DOI:
10.4236/jmf.2017.73030
1,096
Downloads
2,038
Views
Citations
A Full Asymptotic Series of European Call Option Prices in the SABR Model with Beta = 1
(Articles)
Z. Guo
,
H. Schellhorn
Applied Mathematics
Vol.10 No.6
,June 28, 2019
DOI:
10.4236/am.2019.106034
609
Downloads
1,276
Views
Citations
This article belongs to the Special Issue on
Stochastic Process and Stochastic Calculus
An Examination of Male and Female Monthly Employment Rates over Time in Canada and the United States Using Hidden Markov Probability Models
(Articles)
William H. Laverty
,
Ivan W. Kelly
Open Journal of Statistics
Vol.8 No.5
,September 29, 2018
DOI:
10.4236/ojs.2018.85055
943
Downloads
1,613
Views
Citations
On the Application of Bootstrapping and Monte Carlo Simulations to Clinical Studies: Psychometric Intelligence Research and Juvenile Delinquency
(Articles)
Kohske Ogata
Psychology
Vol.12 No.8
,August 3, 2021
DOI:
10.4236/psych.2021.128072
229
Downloads
868
Views
Citations
Modeling Exchange Rate Volatility: Application of the GARCH and EGARCH Models
(Articles)
Manamba Epaphra
Journal of Mathematical Finance
Vol.7 No.1
,February 6, 2017
DOI:
10.4236/jmf.2017.71007
4,335
Downloads
12,324
Views
Citations
An Empirical Evaluation in GARCH Volatility Modeling: Evidence from the Stockholm Stock Exchange
(Articles)
Chaido Dritsaki
Journal of Mathematical Finance
Vol.7 No.2
,May 19, 2017
DOI:
10.4236/jmf.2017.72020
3,272
Downloads
7,268
Views
Citations
Volatility Prediction: A Study with Structural Breaks
(Articles)
Dilip Kumar
Theoretical Economics Letters
Vol.8 No.6
,April 23, 2018
DOI:
10.4236/tel.2018.86080
956
Downloads
1,967
Views
Citations
This article belongs to the Special Issue on
Computational Economics and Econometrics
How Far Can a Biased Random Walker Go?
(Articles)
Zhongjin Yang
,
Cassidy Yang
Journal of Applied Mathematics and Physics
Vol.3 No.9
,September 23, 2015
DOI:
10.4236/jamp.2015.39143
2,731
Downloads
3,345
Views
Citations
Subjectivity in Application of the Principle of Maximum Entropy
(Articles)
Jan Peter Hessling
Open Journal of Statistics
Vol.3 No.6A
,December 27, 2013
DOI:
10.4236/ojs.2013.36A001
2,893
Downloads
4,889
Views
Citations
This article belongs to the Special Issue on
Statistical Methods and Analysis
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