Time-Change Lévy Process - Articles - Scientific Research Publishing

European Option Pricing for a Stochastic Volatility Lévy Model with Stochastic Interest Rates (Articles)

Sarisa Pinkham, Pairote Sattayatham

Journal of Mathematical Finance Vol.1 No.3, November 25, 2011

DOI: 10.4236/jmf.2011.13013 5,216 Downloads 11,760 Views Citations
A Stochastic Correlation Model with Time Change for Pricing Credit Spread Options (Articles)

Zhigang Tong, Allen Liu

Journal of Mathematical Finance Vol.7 No.2, May 31, 2017

DOI: 10.4236/jmf.2017.72024 1,611 Downloads 3,460 Views Citations
This article belongs to the Special Issue on Option Pricing
Simulation on the Time Progress of the Non-Point Source Pollution Load in Initial Stage Runoff for Small Watershed (Articles)

Mingyuan Sun, Tiantian Liu, Bo Chen, Yi Zhang, Longxi Han

World Journal of Engineering and Technology Vol.5 No.3B, August 11, 2017

DOI: 10.4236/wjet.2017.53B008 1,056 Downloads 2,163 Views Citations
The Pricing of Dual-Expiry Exotics with Mean Reversion and Jumps (Articles)

Kevin Z. Tong, Dongping Hou, Jianhua Guan

Journal of Mathematical Finance Vol.9 No.1, January 29, 2019

DOI: 10.4236/jmf.2019.91003 1,123 Downloads 2,546 Views Citations
Temporal and Spatial Variation Characteristics of Snow Cover Area in the Pamirs from 2010 to 2020 (Articles)

Bihu Wang, Liangjun Zhao, Yuansong Li

Open Journal of Applied Sciences Vol.13 No.1, January 31, 2023

DOI: 10.4236/ojapps.2023.131010 691 Downloads 1,369 Views Citations
Monitoring of Soil Bulk Density in Context with Its Small-Scale Spatial Heterogeneity (Articles)

Miloš Širáň, Jarmila Makovníková

Journal of Geoscience and Environment Protection Vol.9 No.5, May 31, 2021

DOI: 10.4236/gep.2021.95010 467 Downloads 2,053 Views Citations
Study on Ecological Change Remote Sensing Monitoring Method Based on Elman Dynamic Recurrent Neural Network (Articles)

Zhen Chen, Yiyang Zheng

Journal of Geoscience and Environment Protection Vol.12 No.4, April 28, 2024

DOI: 10.4236/gep.2024.124003 136 Downloads 677 Views Citations
Pricing Currency Call Options (Articles)

Rebecca Abraham

Theoretical Economics Letters Vol.8 No.11, August 15, 2018

DOI: 10.4236/tel.2018.811148 1,474 Downloads 3,464 Views Citations
This article belongs to the Special Issue on Financial Innovation
Poisson Process Modeling of Pure Jump Equities on the Ghana Stock Exchange (Articles)

Osei Antwi, Kyere Bright, Martinu Issa

Journal of Applied Mathematics and Physics Vol.10 No.10, October 27, 2022

DOI: 10.4236/jamp.2022.1010207 209 Downloads 1,131 Views Citations
Statistical Control and Investigation of Capability of Process and Machine in Wire Cut Edm Process of Gas Turbine Blade Airfoil Tip (Articles)

Ahmad Reza Fazeli, Ebrahim Sharifi

Engineering Vol.3 No.3, March 7, 2011

DOI: 10.4236/eng.2011.33030 6,781 Downloads 12,345 Views Citations
Recovery of Gold and Silver and Removal of Copper, Zinc and Lead Ions in Pregnant and Barren Cyanide Solutions (Articles)

Gabriela Figueroa, Jesus L. Valenzuela, Jose R. Parga, Victor Vazquez, Alejandro Valenzuela

Materials Sciences and Applications Vol.6 No.2, February 12, 2015

DOI: 10.4236/msa.2015.62020 8,896 Downloads 13,269 Views Citations
Generalized Stochastic Processes: The Portfolio Model (Articles)

Moawia Alghalith

Journal of Mathematical Finance Vol.2 No.2, May 23, 2012

DOI: 10.4236/jmf.2012.22022 4,374 Downloads 8,666 Views Citations
Detection of the Process about Extreme Weather Events (Articles)

Zhonghua Qian, Zengping Zhang, Guolin Feng

Journal of Applied Mathematics and Physics Vol.1 No.6, November 28, 2013

DOI: 10.4236/jamp.2013.16002 3,648 Downloads 5,641 Views Citations
The New Components of Catalan Nationalism (Articles)

Erika Jaráiz, Ángel Cazorla, José Manuel Rivera

Open Journal of Political Science Vol.9 No.1, January 18, 2019

DOI: 10.4236/ojps.2019.91009 1,491 Downloads 3,791 Views Citations
An Approach to Generation of Process-Oriented Requirements Specification (Articles)

Jingbai Tian, Keqing He, Chong Wang, Huafeng Chen

Journal of Software Engineering and Applications Vol.2 No.1, April 16, 2009

DOI: 10.4236/jsea.2009.21002 5,055 Downloads 9,930 Views Citations
A New Approach to Software Development Fusion Process Model (Articles)

Rupinder Kaur, Jyotsna Sengupta

Journal of Software Engineering and Applications Vol.3 No.10, November 19, 2010

DOI: 10.4236/jsea.2010.310117 6,558 Downloads 12,887 Views Citations
The BP-M* Methodology for Process Analysis in the Health Sector (Articles)

Antonio Di Leva, Salvatore Femiano

Intelligent Information Management Vol.3 No.2, March 9, 2011

DOI: 10.4236/iim.2011.32007 6,478 Downloads 11,755 Views Citations
Extending Extreme Programming User Stories to Meet ISO 9001 Formality Requirements (Articles)

Malik Qasaimeh, Alain Abran

Journal of Software Engineering and Applications Vol.4 No.11, November 21, 2011

DOI: 10.4236/jsea.2011.411074 7,394 Downloads 12,111 Views Citations
Empirical Analysis for High Quality Software Development (Articles)

Naomi Honda, Shigeru Yamada

American Journal of Operations Research Vol.2 No.1, March 14, 2012

DOI: 10.4236/ajor.2012.21004 6,248 Downloads 10,171 Views Citations
Analysis of Fusion Process Model—Case Study (Articles)

Rupinder Kaur, Jyotsna Sengupta

Journal of Software Engineering and Applications Vol.5 No.3, March 29, 2012

DOI: 10.4236/jsea.2012.53019 7,300 Downloads 10,852 Views Citations

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