Heston Model - Articles - Scientific Research Publishing

Bank of America Stock Price Research (Articles)

Pancheng Qu

Journal of Financial Risk Management Vol.9 No.2，June 24, 2020

DOI: 10.4236/jfrm.2020.92007 656 Downloads 1,959 Views Citations
Efficient Pricing of European-Style Options under Heston’s Stochastic Volatility Model (Articles)

Oleksandr Zhylyevskyy

Theoretical Economics Letters Vol.2 No.1，February 23, 2012

DOI: 10.4236/tel.2012.21003 6,143 Downloads 12,512 Views Citations
Fourier-Cosine Method for Pricing Equity-Indexed Annuity under Heston Model (Articles)

Xingchi Gu, Xiao Wei

Theoretical Economics Letters Vol.13 No.3，June 30, 2023

DOI: 10.4236/tel.2023.133039 134 Downloads 695 Views Citations
Mathematical Analysis of Financial Model on Market Price with Stochastic Volatility (Articles)

Mitun Kumar Mondal, Md. Abdul Alim, Md. Faizur Rahman, Md. Haider Ali Biswas

Journal of Mathematical Finance Vol.7 No.2，May 19, 2017

DOI: 10.4236/jmf.2017.72019 2,979 Downloads 6,115 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 257 Downloads 1,254 Views Citations
Real Options Assessment in the Time-Fractional Heston Model with Jump and Inertia (Articles)

Ngoyi Landu Tresor, René Gilles Bokolo, Mabela Rostin, Walo Omana

Journal of Applied Mathematics and Physics Vol.13 No.6，June 12, 2025

DOI: 10.4236/jamp.2025.136111 26 Downloads 149 Views Citations
Optimal Investment and Consumption Problem with Stochastic Environments (Articles)

Stanley Jere, Elias Rabson Offen, Othusitse Basmanebothe

Journal of Mathematical Finance Vol.12 No.4，October 21, 2022

DOI: 10.4236/jmf.2022.124032 240 Downloads 1,065 Views Citations
A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models with Dependent Volatility and Return Processes (Articles)

Raj Jagannathan

Journal of Mathematical Finance Vol.6 No.2，May 19, 2016

DOI: 10.4236/jmf.2016.62026 3,047 Downloads 4,702 Views Citations
On Two Transform Methods for the Valuation of Contingent Claims (Articles)

Chuma Raphael Nwozo, Sunday Emmanuel Fadugba

Journal of Mathematical Finance Vol.5 No.2，March 30, 2015

DOI: 10.4236/jmf.2015.52009 3,984 Downloads 5,298 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 2,517 Downloads 4,800 Views Citations
Model Averaging by Stacking (Articles)

Claudio Morana

Open Journal of Statistics Vol.5 No.7，December 30, 2015

DOI: 10.4236/ojs.2015.57079 5,299 Downloads 6,384 Views Citations
This article belongs to the Special Issue on Multivariate Statistical Analysis
Towards Automatic Transformation from UML Model to FSM Model for Web Applications (Articles)

Xi Wang, Huaikou Miao, Liang Guo

Journal of Software Engineering and Applications Vol.1 No.1，December 9, 2008

DOI: 10.4236/jsea.2008.11010 6,121 Downloads 11,393 Views Citations
Model Interpretation Development: Analysis Design of Automatic Control System (Articles)

Guohua Wu, Wenning Liu, Qiuhua Zheng, Zhen Zhang

Journal of Software Engineering and Applications Vol.2 No.2，July 15, 2009

DOI: 10.4236/jsea.2009.22017 6,395 Downloads 11,082 Views Citations
The Models of Investing Schools (Articles)

Jun’e Liu, Lei Chai, Zina Xu

Journal of Applied Mathematics and Physics Vol.4 No.6，June 16, 2016

DOI: 10.4236/jamp.2016.46113 1,907 Downloads 2,743 Views Citations
A Small-Size Macroeconometric Model for Pakistan Economy (Articles)

Muhammad Nadim Hanif, Zulfiqar Hyder, Muhammad Amin Khan Lodhi, Mahmood ul Hassan Khan, Irem Batool

Technology and Investment Vol.2 No.2，June 3, 2011

DOI: 10.4236/ti.2011.22008 6,792 Downloads 12,942 Views Citations
Solving Basic Inventory Models Using Excel (Articles)

Sarbjit Singh

Theoretical Economics Letters Vol.8 No.11，August 6, 2018

DOI: 10.4236/tel.2018.811137 2,858 Downloads 10,733 Views Citations
Application of Markowitz Model to Mongolian Government Budget (Articles)

Ch. Ankhbayar, B. Lkhagvajav, N. Tungalag, R. Enkhbat

iBusiness Vol.11 No.3，September 19, 2019

DOI: 10.4236/ib.2019.113004 823 Downloads 1,840 Views Citations
NARCCAP Model Skill and Bias for the Southeast United States (Articles)

Erik D. Kabela, Gregory J. Carbone

American Journal of Climate Change Vol.4 No.1，March 23, 2015

DOI: 10.4236/ajcc.2015.41009 4,465 Downloads 5,804 Views Citations
Comparison of Stochastic Models in Forecasting Monthly Streamflow in Rivers: A Case Study of River Nile and Its Tributaries (Articles)

Mohammed A. Elganiny, Alaa Esmaeil Eldwer

Journal of Water Resource and Protection Vol.8 No.2，February 5, 2016

DOI: 10.4236/jwarp.2016.82012 5,800 Downloads 7,384 Views Citations
This article belongs to the Special Issue on Hydrological Hazards
A Mixed Model Analysis of a Fertilizer Experiment on Oil Palm in Nigeria (Articles)

Edwin A. Iguodala, Eghwerido Joseph Thomas, Austin Edokpayi, Obilade Titilola

Agricultural Sciences Vol.7 No.8，August 16, 2016

DOI: 10.4236/as.2016.78052 2,311 Downloads 3,859 Views Citations
This article belongs to the Special Issue on Fruit and Vegetables

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