Stochastic Volatility - Articles - Scientific Research Publishing

Relationship between Maximum Principle and Dynamic Programming in Stochastic Differential Games and Applications (Articles)

Jingtao Shi

American Journal of Operations Research Vol.3 No.6，October 24, 2013

DOI: 10.4236/ajor.2013.36043 6,129 Downloads 10,007 Views Citations
Rice Green Revolution and Climatic Change in East Africa: An Approach from the Technical Efficiency of Rainfed Rice Farmers in Uganda (Articles)

Atsushi Maruyama, Yusuke Haneishi, Stella E. Okello, Godfrey Asea, Tatsushi Tsuboi, Michiko Takagaki, Masao Kikuchi

Agricultural Sciences Vol.5 No.4，March 21, 2014

DOI: 10.4236/as.2014.54035 4,195 Downloads 6,504 Views Citations
On Diagnostics in Stochastic Restricted Linear Regression Models (Articles)

Shuling Wang, Man Liu, Xiaohong Deng

Open Journal of Statistics Vol.4 No.9，October 15, 2014

DOI: 10.4236/ojs.2014.49071 3,849 Downloads 5,031 Views Citations
A Series Approach to Perturbed Stochastic Volterra Equations of Convolution Type (Articles)

Anna Karczewska, Bartosz Bandrowski

Advances in Pure Mathematics Vol.5 No.11，September 7, 2015

DOI: 10.4236/apm.2015.511060 2,320 Downloads 3,080 Views Citations
This article belongs to the Special Issue on Integral Equations Research
Lebesgues-Stieltjes Integrals of Fuzzy Stochastic Processes with Respect to Finite Variation Processes (Articles)

Jinping Zhang, Lingli Luo, Xingmei Li, Xiaoying Wang

Applied Mathematics Vol.6 No.13，November 30, 2015

DOI: 10.4236/am.2015.613193 2,518 Downloads 3,574 Views Citations
This article belongs to the Special Issue on Fractional Calculus
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 1,451 Downloads 2,868 Views Citations
This article belongs to the Special Issue on Option Pricing
Impacts of Improved Supplemental Irrigation on Farm Income, Productive Efficiency and Risk Management in Dry Areas (Articles)

Tamer El-Shater, Yigezu A. Yigezu, Kamil Shideed, Aden Aw-Hassan

Journal of Water Resource and Protection Vol.9 No.13，December 29, 2017

DOI: 10.4236/jwarp.2017.913106 1,113 Downloads 2,167 Views Citations
Dynamics of a Stochastic Delayed Predator-Prey System with Beddington-DeAngelis Functional Response (Articles)

Mengwei Li, Yuanfu Shao, Yafei Yang

Int'l J. of Modern Nonlinear Theory and Application Vol.8 No.4，November 14, 2019

DOI: 10.4236/ijmnta.2019.84007 645 Downloads 1,576 Views Citations
A Stochastic SVIR Model for Measles (Articles)

Moussa Seydou, Ousmane Moussa Tessa

Applied Mathematics Vol.12 No.3，March 30, 2021

DOI: 10.4236/am.2021.123013 486 Downloads 1,642 Views Citations
Reducing Stochastic Discrete Models of Biochemical Networks (Articles)

Samaneh Gholami, Silvana Ilie

Applied Mathematics Vol.12 No.5，May 31, 2021

DOI: 10.4236/am.2021.125031 275 Downloads 928 Views Citations
Event-Triggered Finite-Time H_∞ Filtering for Discrete-Time Nonlinear Stochastic Systems (Articles)

Aiqing Zhang, Yunyuan Dong

Journal of Applied Mathematics and Physics Vol.11 No.1，January 9, 2023

DOI: 10.4236/jamp.2023.111002 123 Downloads 481 Views Citations
A Study on Stochastic Differential Equation Using Fractional Power of Operator in the Semigroup Theory (Articles)

Emmanuel Hagenimana, Charline Uwilingiyimana, Umuraza Clarisse

Journal of Applied Mathematics and Physics Vol.11 No.6，June 29, 2023

DOI: 10.4236/jamp.2023.116107 156 Downloads 874 Views Citations
Asymptotic Analysis of a Stochastic Model of Mosquito-Borne Disease with the Use of Insecticides and Bet Nets (Articles)

Boubacar Sidiki Kouyaté, Modeste N’zi

Journal of Applied Mathematics and Physics Vol.12 No.1，January 31, 2024

DOI: 10.4236/jamp.2024.121024 141 Downloads 415 Views Citations
Applications of Dynamic-Equilibrium Continuous Markov Stochastic Processes to Elements of Survival Analysis (Articles)

Eugen Mamontov, Ziad Taib

Journal of Applied Mathematics and Physics Vol.7 No.1，January 14, 2019

DOI: 10.4236/jamp.2019.71006 682 Downloads 1,411 Views Citations
CDS Evaluation Model with Neural Networks (Articles)

Eliana Angelini, Alessandro Ludovici

Journal of Service Science and Management Vol.2 No.1，March 21, 2009

DOI: 10.4236/jssm.2009.21003 6,296 Downloads 11,325 Views Citations
Dynamic Interactive Cycles during the 2008 Financial Crisis (Articles)

Ioannis M. Neokosmidis, Vassilis Polimenis

Modern Economy Vol.1 No.1，June 7, 2010

DOI: 10.4236/me.2010.11001 5,227 Downloads 9,731 Views Citations
International Linkages of the Indian Commodity Futures Markets (Articles)

Brajesh Kumar, Ajay Pandey

Modern Economy Vol.2 No.3，July 28, 2011

DOI: 10.4236/me.2011.23027 14,154 Downloads 28,903 Views Citations
Co-movements of Oil, Gold, the U.S. Dollar, and Stocks (Articles)

Subarna K. Samanta, Ali H. M. Zadeh

Modern Economy Vol.3 No.1，January 5, 2012

DOI: 10.4236/me.2012.31015 9,919 Downloads 18,107 Views Citations
Tail Quantile Estimation of Heteroskedastic Intraday Increases in Peak Electricity Demand (Articles)

Caston Sigauke, Andréhette Verster, Delson Chikobvu

Open Journal of Statistics Vol.2 No.4，October 31, 2012

DOI: 10.4236/ojs.2012.24054 3,031 Downloads 5,172 Views Citations
A Gibbs Sampling Algorithm to Estimate the Parameters of a Volatility Model: An Application to Ozone Data (Articles)

Verónica De Jesús Romo, Eliane R. Rodrigues, Guadalupe Tzintzun

Applied Mathematics Vol.3 No.12A，December 31, 2012

DOI: 10.4236/am.2012.312A299 5,380 Downloads 8,351 Views Citations
This article belongs to the Special Issue on Probability and Its Applications

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