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DOI
Author
Journal
Affiliation
ISSN
Subject
Jump Intervals of Stock Price Have Power-Law Distribution: An Empirical Study
(Articles)
Hongduo Cao
,
Ying Li
,
Huaping He
,
Zhi He
Journal of Mathematical Finance
Vol.6 No.5
,November 17, 2016
DOI:
10.4236/jmf.2016.65053
1,389
Downloads
2,430
Views
Citations
Analysis of Characteristics of the Forecast Jump in the NCEP Ensemble Forecast Products
(Articles)
Xiakun Zhang
,
Liping Zhang
,
Jiao Fu
,
Longxi Zhang
Atmospheric and Climate Sciences
Vol.7 No.1
,January 25, 2017
DOI:
10.4236/acs.2017.71011
1,573
Downloads
2,764
Views
Citations
Application of Fast N-Body Algorithm to Option Pricing under CGMY Model
(Articles)
Takayuki Sakuma
Journal of Mathematical Finance
Vol.7 No.2
,May 19, 2017
DOI:
10.4236/jmf.2017.72016
1,445
Downloads
2,583
Views
Citations
This article belongs to the Special Issue on
Option Pricing
Theories on the Relationship between Price Process and Stochastic Volatility Matrix with Compensated Poisson Jump Using Fourier Transforms
(Articles)
Perpetual Saah Andam
,
Joseph Ackora-Prah
,
Sure Mataramvura
Journal of Mathematical Finance
Vol.7 No.3
,July 18, 2017
DOI:
10.4236/jmf.2017.73033
1,045
Downloads
2,019
Views
Citations
The Jump Dynamics of the Industry-Specific Nominal Effective Exchange Rate of RMB and the Impact of Major International Currencies on It—An Empirical Study Based on the ARJI Model
(Articles)
Yuqi Wang
Journal of Financial Risk Management
Vol.7 No.1
,March 28, 2018
DOI:
10.4236/jfrm.2018.71005
952
Downloads
2,180
Views
Citations
Portfolio Optimization in Jump Model under Inefficiencies in the Market
(Articles)
Dereje Bekele
,
Ananda Kube
,
Dennis C. Ikpe
Journal of Mathematical Finance
Vol.8 No.3
,August 9, 2018
DOI:
10.4236/jmf.2018.83036
885
Downloads
2,051
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
1,185
Downloads
2,759
Views
Citations
This article belongs to the Special Issue on
Financial Innovation
Equilibrium Equity Premium in a Semi Martingale Market When Jump Amplitudes Follow a Binomial Distribution
(Articles)
George M. Mukupa
,
Elias R. Offen
Journal of Mathematical Finance
Vol.8 No.3
,August 20, 2018
DOI:
10.4236/jmf.2018.83038
924
Downloads
1,751
Views
Citations
Foreign Currency Mortgages Recast as Options on Commodity Futures
(Articles)
Rebecca Abraham
,
Joel Auerbach
Theoretical Economics Letters
Vol.9 No.7
,September 25, 2019
DOI:
10.4236/tel.2019.97145
482
Downloads
1,431
Views
Citations
A New Binomial Tree Method for European Options under the Jump Diffusion Model
(Articles)
Lingkang Zhu
,
Xiu Kan
,
Huisheng Shu
,
Zifeng Wang
Journal of Applied Mathematics and Physics
Vol.7 No.12
,December 9, 2019
DOI:
10.4236/jamp.2019.712211
807
Downloads
1,900
Views
Citations
Medial Longitudinal Arch Pad Influences Landing Control of the Lower Limbs during Single-Leg Jump-Landing
(Articles)
Yuichi Takata
,
Mitiru Sugimoto
,
Koji Iwamoto
,
Isamu Kitsunai
,
Kyoji Sugiyama
,
Kazushi Kimura
Health
Vol.12 No.12
,December 28, 2020
DOI:
10.4236/health.2020.1212117
1,085
Downloads
2,009
Views
Citations
The Effect of Self-Analysis of the Movement of Running Long Jump Using a Strobe Picture on College Male Students’ Performance in PE Class
(Articles)
Kazuhiro Matsui
,
Akihiro Azuma
Advances in Physical Education
Vol.11 No.3
,July 21, 2021
DOI:
10.4236/ape.2021.113028
289
Downloads
1,122
Views
Citations
Modeling Blood Flow in Veins of Uniform Properties (Giraffe Jugular Vein)
(Articles)
Rogers Omboga Amenya
,
Johanna Kibet Sigey
,
Geoffrey Moriaso Ole Maloiy
,
David Mwangi Theuri
Open Journal of Biophysics
Vol.14 No.2
,April 18, 2024
DOI:
10.4236/ojbiphy.2024.142008
52
Downloads
188
Views
Citations
Guide Vane with Current Plate to Improve Efficiency of Cross Flow Turbine
(Articles)
Kiyoshi Kokubu
,
Toshiaki Kanemoto
,
Keisuke Yamasaki
Open Journal of Fluid Dynamics
Vol.3 No.2A
,July 24, 2013
DOI:
10.4236/ojfd.2013.32A005
7,617
Downloads
11,948
Views
Citations
This article belongs to the Special Issue on
Experimental and Computational Aerothermodynamics of Internal Flows
Decisive Parameters for Backwater Effects Caused by Floating Debris Jams
(Articles)
Arnd Hartlieb
Open Journal of Fluid Dynamics
Vol.7 No.4
,November 24, 2017
DOI:
10.4236/ojfd.2017.74032
807
Downloads
1,782
Views
Citations
Identification of Aquifer Properties in the Eastern Part of Kushtia District, Bangladesh
(Articles)
Md. Shahinuzzaman
,
M. Nozibul Haque
,
Khan M. Nasir Uddin
,
M. Alibuddin
Journal of Geoscience and Environment Protection
Vol.8 No.11
,November 27, 2020
DOI:
10.4236/gep.2020.811015
450
Downloads
1,402
Views
Citations
A Fast Predicating of Nutrient Removal Efficiency in Five Steps Sequencing Batch Reactor System Using Fuzzy Logic Control Model
(Articles)
Saad Abualhail
,
Rusul Naseer
,
Ammar Ashor
,
Xi-Wu Lu
Engineering
Vol.2 No.10
,November 29, 2010
DOI:
10.4236/eng.2010.210105
4,651
Downloads
8,672
Views
Citations
Inundation Maps for Extreme Flood Events at the Mouth of the Danube River
(Articles)
Daniela E. Nistoran Gogoase
,
Iuliana Armaş
,
Cristina S. Ionescu
International Journal of Geosciences
Vol.2 No.1
,February 24, 2011
DOI:
10.4236/ijg.2011.21007
5,699
Downloads
11,589
Views
Citations
Case Study: Hydraulic Model Experiment to Analyze the Hydraulic Features for Installing Floating Islands
(Articles)
Sanghwa Jung
,
Joongu Kang
,
Il Hong
,
Hongkoo Yeo
Engineering
Vol.4 No.2
,February 24, 2012
DOI:
10.4236/eng.2012.42012
4,503
Downloads
7,979
Views
Citations
Kozeny-Carman Equation and Hydraulic Conductivity of Compacted Clayey Soils
(Articles)
Emmanouil Steiakakis
,
Christos Gamvroudis
,
Georgios Alevizos
Geomaterials
Vol.2 No.2
,April 25, 2012
DOI:
10.4236/gm.2012.22006
14,641
Downloads
26,179
Views
Citations
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