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Abstract
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DOI
Author
Journal
Affiliation
ISSN
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Pricing Bitcoin under Double Exponential Jump-Diffusion Model with Asymmetric Jumps Stochastic Volatility
(Articles)
Ndeye Fatou Sene
,
Mamadou Abdoulaye Konte
,
Jane Aduda
Journal of Mathematical Finance
Vol.11 No.2
,May 31, 2021
DOI:
10.4236/jmf.2021.112018
406
Downloads
2,547
Views
Citations
This article belongs to the Special Issue on
Mathematical Finance and Application
Fractional Stochastic Volatility Pricing of European Option Based on Self-Adaptive Differential Evolution
(Articles)
Yue Hu
,
Hongling Dong
,
Le Fu
,
Jiayang Zhai
Journal of Mathematical Finance
Vol.12 No.3
,August 25, 2022
DOI:
10.4236/jmf.2022.123029
189
Downloads
1,026
Views
Citations
Yield Curve and the Business Cycle in Conventional Times
(Articles)
Roman Šustek
Journal of Mathematical Finance
Vol.14 No.1
,February 27, 2024
DOI:
10.4236/jmf.2024.141004
45
Downloads
191
Views
Citations
On the Inverse Problem of Dupire’s Equation with Nonlocal Boundary and Integral Conditions
(Articles)
Coskun Guler
,
Volkan Oban
Journal of Mathematical Finance
Vol.7 No.4
,November 28, 2017
DOI:
10.4236/jmf.2017.74051
943
Downloads
2,066
Views
Citations
Stochastic Ito-Calculus and Numerical Approximations for Asset Price Forecasting in the Nigerian Stock Market
(Articles)
Thomas Chinwe Urama
,
Patrick Oseloka Ezepue
Journal of Mathematical Finance
Vol.8 No.4
,November 12, 2018
DOI:
10.4236/jmf.2018.84041
2,206
Downloads
4,212
Views
Citations
This article belongs to the Special Issue on
Stochastic Methods and Finance
Study of Volatility Stochastic Processes in the Context of Solvency Forecasting for Sri Lankan Life Insurers
(Articles)
Ashika Mendis
Open Journal of Statistics
Vol.11 No.1
,January 20, 2021
DOI:
10.4236/ojs.2021.111004
479
Downloads
1,659
Views
Citations
This article belongs to the Special Issue on
Statistical Modeling and Analysis
Reactive Search Optimization; Application to Multiobjective Optimization Problems
(Articles)
Amir Mosavi
,
Atieh Vaezipour
Applied Mathematics
Vol.3 No.10A
,November 1, 2012
DOI:
10.4236/am.2012.330217
6,320
Downloads
10,670
Views
Citations
This article belongs to the Special Issue on
Optimization
Does the Method of Amalgamation Affect Cost Inefficiency of the New Municipalities?
(Articles)
Katsuyoshi Nakazawa
Open Journal of Applied Sciences
Vol.4 No.4
,March 21, 2014
DOI:
10.4236/ojapps.2014.44015
4,194
Downloads
7,141
Views
Citations
Credit Rating Modelled with Reflected Stochastic Differential Equations
(Articles)
Adeyemi Adewale Sonubi
Journal of Mathematical Finance
Vol.4 No.5
,November 26, 2014
DOI:
10.4236/jmf.2014.45031
3,444
Downloads
4,594
Views
Citations
Geometric Fractional Brownian Motion Perturbed by Fractional Ornstein-Uhlenbeck Process and Application on KLCI Option Pricing
(Articles)
Mohammed Alhagyan
,
Masnita Misiran
,
Zurni Omar
Open Access Library Journal
Vol.3 No.8
,August 19, 2016
DOI:
10.4236/oalib.1102863
1,476
Downloads
2,705
Views
Citations
Structural Reliability Assessment by a Modified Spectral Stochastic Meshless Local Petrov-Galerkin Method
(Articles)
Guang Yih Sheu
World Journal of Mechanics
Vol.3 No.2
,April 30, 2013
DOI:
10.4236/wjm.2013.32008
4,436
Downloads
7,244
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
3,893
Downloads
5,029
Views
Citations
Volatility Forecasting and Volatility Risk Premium
(Articles)
Jingfei Cheng
Journal of Applied Mathematics and Physics
Vol.3 No.1
,January 28, 2015
DOI:
10.4236/jamp.2015.31014
6,665
Downloads
8,623
Views
Citations
Evaluating Volatility Forecasts with Ultra-High-Frequency Data—Evidence from the Australian Equity Market
(Articles)
Kai Zhang
,
Lurion De Mello
,
Mehdi Sadeghi
Theoretical Economics Letters
Vol.8 No.1
,January 4, 2018
DOI:
10.4236/tel.2018.81001
1,218
Downloads
3,085
Views
Citations
This article belongs to the Special Issue on
Financial Economics
Next Level in Risk Management? Hedging and Trading Strategies of Volatility Derivatives Using VIX Futures
(Articles)
Ernst J. Fahling
,
Elmar Steurer
,
Tobias Schädler
,
Adrian Volz
Journal of Financial Risk Management
Vol.7 No.4
,December 29, 2018
DOI:
10.4236/jfrm.2018.74024
1,456
Downloads
5,114
Views
Citations
Characterizing the Volatility Transmission across International Stock Markets
(Articles)
Amarnath Mitra
,
Vishwanathan Iyer
,
Anto Joseph
Theoretical Economics Letters
Vol.5 No.4
,August 24, 2015
DOI:
10.4236/tel.2015.54067
3,485
Downloads
4,939
Views
Citations
Inferring Volatility from the Yield Curve
(Articles)
Vincent Brousseau
,
Alain Durré
Journal of Mathematical Finance
Vol.5 No.3
,August 28, 2015
DOI:
10.4236/jmf.2015.53026
5,747
Downloads
6,832
Views
Citations
Research on the Daily Volatility Measure Considering the Impact of Overnight Variance and Time Segment in Chinese Stock Market
(Articles)
Yu Shi
,
Handong Li
Journal of Mathematical Finance
Vol.8 No.3
,August 7, 2018
DOI:
10.4236/jmf.2018.83035
987
Downloads
2,153
Views
Citations
This article belongs to the Special Issue on
Financial Market Volatility
Do Leveraged ETFs Increase Volatility
(Articles)
William J. Trainor
Technology and Investment
Vol.1 No.3
,August 27, 2010
DOI:
10.4236/ti.2010.13026
9,463
Downloads
16,536
Views
Citations
Are Sunspots Stabilizing?
(Articles)
Paul Shea
Theoretical Economics Letters
Vol.1 No.3
,November 7, 2011
DOI:
10.4236/tel.2011.13023
7,023
Downloads
10,946
Views
Citations
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