Constant Elasticity of Variance - Articles - Scientific Research Publishing

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 4,666 Downloads 6,943 Views Citations
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 424 Downloads 1,238 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 750 Downloads 1,766 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 764 Downloads 2,922 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 4,579 Downloads 7,948 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 246 Downloads 1,092 Views Citations
The Quantification of Model Risk According to the Principle of Relative Entropy with Case Studies (Articles)

Michael Jacobs Jr.

Journal of Financial Risk Management Vol.14 No.2, April 15, 2025

DOI: 10.4236/jfrm.2025.142007 127 Downloads 1,109 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 1,274 Downloads 4,070 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 5,050 Downloads 6,948 Views Citations
Identifying Unusual Observations in Ridge Regression Linear Model Using Box-Cox Power Transformation Technique (Articles)

Aboobacker Jahufer

Open Journal of Statistics Vol.4 No.1, January 27, 2014

DOI: 10.4236/ojs.2014.41003 9,714 Downloads 17,549 Views Citations
Linear Algebra Provides a Basis for Elasticity without Stress or Strain (Articles)

H. H. Hardy

Soft Vol.4 No.3, December 7, 2015

DOI: 10.4236/soft.2015.43003 6,559 Downloads 8,242 Views Citations
A Nonparametric Formula Relating the Elasticity of a Factor Demand to the Elasticity of Substitution (Articles)

James Feigenbaum

Theoretical Economics Letters Vol.9 No.1, February 20, 2019

DOI: 10.4236/tel.2019.91019 1,233 Downloads 2,789 Views Citations
The Essence and Nature of the Speed of Light: A Fundamental Constant Emerging from Vacuum Structure (Articles)

Nader Butto

Journal of High Energy Physics, Gravitation and Cosmology Vol.11 No.3, July 28, 2025

DOI: 10.4236/jhepgc.2025.113069 94 Downloads 770 Views Citations
Portfolio Optimization of Some Stocks on the Ghana Stock Exchange Using the Markowitz Mean-Variance Approach (Articles)

Anuwoje Ida Logubayom, Togborlo Annani Victor

Journal of Financial Risk Management Vol.8 No.1, March 22, 2019

DOI: 10.4236/jfrm.2019.81003 1,672 Downloads 4,292 Views Citations
Mean-Variance Portfolio Choice with Uncertain Variance-Covariance Matrix (Articles)

Wei Guo, Yichao Wang, Danping Qiu

Journal of Financial Risk Management Vol.9 No.2, April 23, 2020

DOI: 10.4236/jfrm.2020.92004 1,153 Downloads 3,258 Views Citations
Minimizing the Variance of a Weighted Average (Articles)

Doron J. Shahar

Open Journal of Statistics Vol.7 No.2, April 24, 2017

DOI: 10.4236/ojs.2017.72017 6,031 Downloads 13,341 Views Citations
The Informational Content in Lepto-Variance and Its Relation to Higher Moments^* (Articles)

Vassilis Polimenis

iBusiness Vol.17 No.3, September 25, 2025

DOI: 10.4236/ib.2025.173013 64 Downloads 348 Views Citations
Towards a Mathematical Model for Elastic Wave Propagation in Granular Materials (Articles)

Leonardo Trujillo, Vanessa Torres, Franklin Peniche, Leonardo Di G. Sigalotti

Engineering Vol.4 No.12A, December 31, 2012

DOI: 10.4236/eng.2012.412A123 6,001 Downloads 8,704 Views Citations
This article belongs to the Special Issue on Modeling of Composite Materials and Wave Propagation in Heterogeneous Materials
Nonlinear Oscillations Current Carry Orthotropic Shell in a Magnetic Field (Articles)

Indiaminov Ravshan Shukurovich

Open Journal of Applied Sciences Vol.3 No.4, July 22, 2013

DOI: 10.4236/ojapps.2013.34041 2,724 Downloads 4,842 Views Citations
Characteristics of the Elastic Response of Isotropic Linear Micropolar Solids under Imposed Loads (Articles)

Juan Alejandro Vazquez-Feijoo, Pedro Montes-García, Pator Teodoro Matadamas-Ortiz, Nicolas Juárez-Rodríguez, Luicita Lagunez-Rivera

World Journal of Mechanics Vol.3 No.5, August 20, 2013

DOI: 10.4236/wjm.2013.35025 4,155 Downloads 6,709 Views Citations

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