Variance Gamma Process - Articles - Scientific Research Publishing

Valuation of European and American Options under Variance Gamma Process (Articles)

Ferry Jaya Permana, Dharma Lesmono, Erwinna Chendra

Journal of Applied Mathematics and Physics Vol.2 No.11，October 28, 2014

DOI: 10.4236/jamp.2014.211114 3,805 Downloads 4,995 Views Citations
Valuation of Asian American Option Using a Modified Path Simulation Method (Articles)

Ferry Jaya Permana, Dharma Lesmono, Erwinna Chendra

World Journal of Engineering and Technology Vol.3 No.3C，October 23, 2015

DOI: 10.4236/wjet.2015.33C044 3,577 Downloads 4,515 Views Citations
Analysis of Hedging Profits Under Two Stock Pricing Models (Articles)

Lingyan Cao, Zheng-Feng Guo

Journal of Mathematical Finance Vol.1 No.3，November 8, 2011

DOI: 10.4236/jmf.2011.13015 4,663 Downloads 9,054 Views Citations
Variance Optimization for Continuous-Time Markov Decision Processes (Articles)

Yaqing Fu

Open Journal of Statistics Vol.9 No.2，April 2, 2019

DOI: 10.4236/ojs.2019.92014 1,065 Downloads 2,134 Views Citations
Approximation of an Integral Markov Process Arising in the Approximation of Stochastic Differential Equation (Articles)

Mohammad Rahman

Advances in Pure Mathematics Vol.12 No.1，January 26, 2022

DOI: 10.4236/apm.2022.121003 290 Downloads 1,038 Views Citations
This article belongs to the Special Issue on Nonlinear Analysis and Differential Equations
Prediction of Stock Price Movement Using Continuous Time Models (Articles)

Masimba E. Sonono, Hopolang P. Mashele

Journal of Mathematical Finance Vol.5 No.2，May 22, 2015

DOI: 10.4236/jmf.2015.52017 4,448 Downloads 7,087 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 2,356 Views Citations
This article belongs to the Special Issue on Financial Statistics
Time Discretized Variational Iteration Method for the Stochastic Volatility Process with Jumps (Articles)

Henrietta Ify Ojarikre, Ebimene James Mamadu

Advances in Pure Mathematics Vol.12 No.11，November 23, 2022

DOI: 10.4236/apm.2022.1211052 154 Downloads 563 Views Citations
Modeling and Investigation of the Wall Thickness Changes and Process Time in Thermo-Mechanical Tube Spinning Process Using Design of Experiments (Articles)

Ahmad reza Fazeli Nahrekhalaji, Majid Ghoreishi, Ebrahim Sharifi Tashnizi

Engineering Vol.2 No.3，April 13, 2010

DOI: 10.4236/eng.2010.23020 5,665 Downloads 10,730 Views Citations
Likelihood and Quadratic Distance Methods for the Generalized Asymmetric Laplace Distribution for Financial Data (Articles)

Andrew Luong

Open Journal of Statistics Vol.7 No.2，April 30, 2017

DOI: 10.4236/ojs.2017.72025 1,504 Downloads 2,921 Views Citations
The Effects of Water Recycling on Flotation at a North American Concentrator—Part 1 (Articles)

Antonio Di Feo, Saviz Mortazavi, Sean Langley, Lucie Morin, Gauri Prabhakar, André Demers, Ian Bedard, Konstantin Volchek

J. of Minerals and Materials Characterization and Eng. Vol.8 No.4，July 23, 2020

DOI: 10.4236/jmmce.2020.84016 693 Downloads 2,172 Views Citations
Experimental Investigation of Laser Surface Hardening of AISI 4340 Steel Using Different Laser Scanning Patterns (Articles)

Baha Tarchoun, Abderrazak El Ouafi, Ahmed Chebak

J. of Minerals and Materials Characterization and Eng. Vol.8 No.2，March 10, 2020

DOI: 10.4236/jmmce.2020.82002 568 Downloads 2,039 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 1,521 Downloads 3,722 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 1,026 Downloads 2,783 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 5,813 Downloads 12,348 Views Citations
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 11,862 Views Citations
Comparative Study on Cerebral Processing among Elderly People with Either Intellectual or Mechanical Work Activities, by Means of Electroencephalographic Techniques (Articles)

Arisson Euclides da Silva, Leonardo Coelho de Mendonça Silva, Lousane Leonoura Alves Santos, Diêgo Lucas Ramos e Silva, Paulo José Medeiros de Souza Costa, Milton Vieira Costa, José Claudio da Silva, Euclides Mauricio Trindade Filho

Journal of Behavioral and Brain Science Vol.10 No.8，August 11, 2020

DOI: 10.4236/jbbs.2020.108020 395 Downloads 1,091 Views Citations
A New Bivariate Gamma Distribution (Articles)

Arjun K. Gupta, Dattatraya G. Kabe

Applied Mathematics Vol.2 No.7，July 8, 2011

DOI: 10.4236/am.2011.27113 5,744 Downloads 10,731 Views Citations
A Comparison of Minimum Risk Portfolios under the Credit Crunch Crisis (Articles)

Theodoros Mavralexakis, Konstantinos Kiriakopoulos, George Kaimakamis, Alexandros Koulis

Journal of Mathematical Finance Vol.1 No.2，August 25, 2011

DOI: 10.4236/jmf.2011.12005 5,528 Downloads 12,879 Views Citations
The Mean-Variance Model Revisited with a Cash Account (Articles)

Chonghui Jiang, Yongkai Ma, Yunbi An

Journal of Mathematical Finance Vol.2 No.1，February 28, 2012

DOI: 10.4236/jmf.2012.21006 5,841 Downloads 10,683 Views Citations

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