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 4,505 Downloads 6,474 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 371 Downloads 983 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 654 Downloads 1,406 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 649 Downloads 2,361 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 4,400 Downloads 7,559 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 197 Downloads 818 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 53 Downloads 616 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 1,028 Downloads 3,334 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 4,928 Downloads 6,533 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 9,605 Downloads 17,207 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 6,393 Downloads 7,754 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 1,115 Downloads 2,283 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 1,522 Downloads 3,732 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 1,030 Downloads 2,792 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 5,817 Downloads 12,365 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 5,890 Downloads 8,319 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 2,623 Downloads 4,584 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 4,043 Downloads 6,362 Views Citations
Application of Synthetic Peptides to Improve Parameters of Skin Physiology: An Open Observational 30-Day Study (Articles)

Neil Fisher, Davide Carati

J. of Cosmetics, Dermatological Sciences and Applications Vol.10 No.4，October 26, 2020

DOI: 10.4236/jcdsa.2020.104018 984 Downloads 2,247 Views Citations
This article belongs to the Special Issue on Cosmetic Chemistry and Science
Temporal variability of problem drinking on Twitter (Articles)

Joshua Heber West, Parley Cougar Hall, Carl Lee Hanson, Kyle Prier, Christophe Giraud-Carrier, E. Shannon Neeley, Michael Dean Barnes

Open Journal of Preventive Medicine Vol.2 No.1，February 24, 2012

DOI: 10.4236/ojpm.2012.21007 6,526 Downloads 11,865 Views Citations

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