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Analyzing Oil Spill Dynamics along the Sudanese Coast Using Web GNOME Modeling
(Articles)
Mahmoud Elmahi
,
Giri Raj Kattel
,
Ibrahem M. Abdallah
,
Boufeniza Redouane Larbi
,
Monzer Hamadalnel
,
Chabi Nacira
,
El Rhadiouini Charafa
,
Yeboah Emmanuel
,
Ahmed Almahi
Open Access Library Journal
Vol.11 No.4
,April 30, 2024
DOI:
10.4236/oalib.1111492
21
Downloads
147
Views
Citations
Option Pricing with Economic Feasibility
(Articles)
Yi-Jang Yu
Modern Economy
Vol.4 No.1
,January 31, 2013
DOI:
10.4236/me.2013.41009
4,125
Downloads
6,157
Views
Citations
Equivalent Martingale Measure in Asian Geometric Average Option Pricing
(Articles)
Yonggang Zhu
Journal of Mathematical Finance
Vol.4 No.4
,August 28, 2014
DOI:
10.4236/jmf.2014.44027
4,817
Downloads
5,847
Views
Citations
A New Approach for Solving Boundary Value Problem in Partial Differential Equation Arising in Financial Market
(Articles)
Fadugba Sunday Emmanuel
,
Emeka Helen Oluyemisi
Applied Mathematics
Vol.7 No.9
,May 26, 2016
DOI:
10.4236/am.2016.79075
1,870
Downloads
3,396
Views
Citations
The Decay of a Black Hole in a GUT Model
(Articles)
Risto Raitio
Open Access Library Journal
Vol.2 No.10
,October 28, 2015
DOI:
10.4236/oalib.1102031
832
Downloads
1,423
Views
Citations
Calibration and Simulation of Arbitrage Effects in a Non-Equilibrium Quantum Black-Scholes Model by Using Semi-Classical Methods
(Articles)
Mauricio Contreras
,
Rely Pellicer
,
Daniel Santiagos
,
Marcelo Villena
Journal of Mathematical Finance
Vol.6 No.4
,October 12, 2016
DOI:
10.4236/jmf.2016.64042
1,418
Downloads
2,476
Views
Citations
This article belongs to the Special Issue on
Portfolio Theory and Risk Management
Combinatorial Preon Model for Matter and Unification
(Articles)
Risto Raitio
Open Access Library Journal
Vol.3 No.10
,October 11, 2016
DOI:
10.4236/oalib.1103032
696
Downloads
1,350
Views
Citations
A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model with Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes
(Articles)
Raj Jagannathan
Journal of Mathematical Finance
Vol.8 No.1
,February 28, 2018
DOI:
10.4236/jmf.2018.81013
974
Downloads
2,460
Views
Citations
Extended Wiener Measure by Nonstandard Analysis for Financial Time Series
(Articles)
Shuya Kanagawa
,
Ryoukichi Nishiyama
,
Kiyoyuki Tchizawa
Applied Mathematics
Vol.9 No.8
,August 30, 2018
DOI:
10.4236/am.2018.98066
675
Downloads
1,391
Views
Citations
On the Internal Structure of a Black Hole Utilizing a 4-D Spatial Blackbody Radiation Model
(Articles)
Christopher Pilot
Journal of High Energy Physics, Gravitation and Cosmology
Vol.5 No.3
,June 21, 2019
DOI:
10.4236/jhepgc.2019.53039
1,138
Downloads
2,173
Views
Citations
Quantum Mechanics and General Relativity Identify Standard Model Particles as Black Holes
(Articles)
T. R. Mongan
Journal of Modern Physics
Vol.13 No.6
,June 30, 2022
DOI:
10.4236/jmp.2022.136056
133
Downloads
656
Views
Citations
The Performance of Option-Based Portfolio Insurance on a Dividend Payment Stock
(Articles)
Paulina Nangolo
,
Elias Rabson Offen
,
Othusitse Basmanebothe
Journal of Mathematical Finance
Vol.13 No.2
,May 25, 2023
DOI:
10.4236/jmf.2023.132012
102
Downloads
723
Views
Citations
From the Hubble Constant to the Black Hole Model. Universe Expansion with Matter Creation and a New Perspective on Dark Energy Observations
(Articles)
Paolo Christillin
Journal of Modern Physics
Vol.14 No.11
,October 23, 2023
DOI:
10.4236/jmp.2023.1411084
82
Downloads
439
Views
Citations
Application of Elzaki Transform Method to Market Volatility Using the Black-Scholes Model
(Articles)
Henrietta Ify Ojarikre
,
Ideh Rapheal
,
Ebimene James Mamadu
Journal of Applied Mathematics and Physics
Vol.12 No.3
,March 26, 2024
DOI:
10.4236/jamp.2024.123050
45
Downloads
132
Views
Citations
A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models with Dependent Volatility and Return Processes
(Articles)
Raj Jagannathan
Journal of Mathematical Finance
Vol.6 No.2
,May 19, 2016
DOI:
10.4236/jmf.2016.62026
2,966
Downloads
4,439
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
Qualifying the Boom-Bust Paradigm: An Examination of the Off-Shore Oil and Gas Industry
(Articles)
Timothy C. Brown
,
William B. Bankston
,
Craig J. Forsyth
,
Emily R. Berthelot
Sociology Mind
Vol.1 No.3
,July 12, 2011
DOI:
10.4236/sm.2011.13012
5,790
Downloads
10,940
Views
Citations
Factorial Designs Application to Study Enhanced Bioremediation of Soil Artificially Contaminated with Weathered Bonny Light Crude Oil through Biostimulation and Bioaugmentation Strategy
(Articles)
Samuel E. Agarry
,
Oladipupo O. Ogunleye
Journal of Environmental Protection
Vol.3 No.8
,August 21, 2012
DOI:
10.4236/jep.2012.38089
5,842
Downloads
10,228
Views
Citations
Oil-Price Forecasting Based on Various Univariate Time-Series Models
(Articles)
Gurudeo Anand Tularam
,
Tareq Saeed
American Journal of Operations Research
Vol.6 No.3
,May 18, 2016
DOI:
10.4236/ajor.2016.63023
4,101
Downloads
8,237
Views
Citations
Markov-Switching Time-Varying Copula Modeling of Dependence Structure between Oil and GCC Stock Markets
(Articles)
Heni Boubaker
,
Nadia Sghaier
Open Journal of Statistics
Vol.6 No.4
,July 29, 2016
DOI:
10.4236/ojs.2016.64048
2,390
Downloads
4,715
Views
Citations
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