Black-Scholes Dynamics; Non-Gaussian Volatility; Optimal Stopping; Adaptive Optimal Control; Exact Solutions - Articles

Super-Diffusive Noise Source in Asset Dynamics (Articles)

Max-Olivier Hongler

Journal of Mathematical Finance Vol.3 No.1，February 26, 2013

DOI: 10.4236/jmf.2013.31004 3,709 Downloads 5,873 Views Citations
Black-Scholes Option Pricing Model Modified to Admit a Miniscule Drift Can Reproduce the Volatility Smile (Articles)

Matthew C. Modisett, James A. Powell

Applied Mathematics Vol.3 No.6，June 26, 2012

DOI: 10.4236/am.2012.36093 6,765 Downloads 10,947 Views Citations
A Review of Control Algorithms for Autonomous Quadrotors (Review)

Andrew Zulu, Samuel John

Open Journal of Applied Sciences Vol.4 No.14，December 24, 2014

DOI: 10.4236/ojapps.2014.414053 8,749 Downloads 12,678 Views Citations
This article belongs to the Special Issue on Engineering Research for Economic Advancement
Mathematical Analysis of Financial Model on Market Price with Stochastic Volatility (Articles)

Mitun Kumar Mondal, Md. Abdul Alim, Md. Faizur Rahman, Md. Haider Ali Biswas

Journal of Mathematical Finance Vol.7 No.2，May 19, 2017

DOI: 10.4236/jmf.2017.72019 2,675 Downloads 5,210 Views Citations
Combined Optimal Stopping and Mixed Regular-Singular Control of Jump Diffusions (Articles)

Charles Kusaya, Memory Mandiudza, Nicholas Mwareya, Confess Matete, Leonard Shambira, Nyashadzashe Ngaza

Journal of Mathematical Finance Vol.11 No.2，April 1, 2021

DOI: 10.4236/jmf.2021.112010 323 Downloads 719 Views Citations
Optimal Stochastic Pine Stands Harvest Rotation Policies (Articles)

Eduardo Navarrete

Open Journal of Forestry Vol.5 No.6，August 6, 2015

DOI: 10.4236/ojf.2015.56053 4,794 Downloads 5,411 Views Citations
This article belongs to the Special Issue on Future Forests
The Optimal Timing of the Transition to New Environmental Technology for Economic Growth (Articles)

Akira Maeda, Makiko Nagaya

Modern Economy Vol.3 No.3，May 22, 2012

DOI: 10.4236/me.2012.33036 4,993 Downloads 7,636 Views Citations
Optimal Stopping Time to Buy an Asset When Growth Rate Is a Two-State Markov Chain (Articles)

Pham Van Khanh

American Journal of Operations Research Vol.4 No.3，May 7, 2014

DOI: 10.4236/ajor.2014.43013 4,384 Downloads 5,989 Views Citations
The Optimal Stopping Time for Selling an Asset When It Is Uncertain Whether the Price Process Is Increasing or Decreasing When the Horizon Is Infinite (Articles)

Nguyen Khac Minh, Nguyen Thanh Trung, Pham Van Khanh

American Journal of Operations Research Vol.8 No.2，March 9, 2018

DOI: 10.4236/ajor.2018.82007 888 Downloads 2,365 Views Citations
When Should We Start the Lockdown and How Long Should It Be? (Articles)

Yasunori Fujita

Modern Economy Vol.11 No.5，May 9, 2020

DOI: 10.4236/me.2020.115075 297 Downloads 1,052 Views Citations
Optimal Control of a Vaccinating Game toward Increasing Overall Coverage (Articles)

Monica G. Cojocaru, Ahmed S. Jaber

Journal of Applied Mathematics and Physics Vol.6 No.4，April 24, 2018

DOI: 10.4236/jamp.2018.64067 541 Downloads 1,218 Views Citations
The Research on Adaptive Control Modeling of a Liquid Fertilizer Spreader (Articles)

Z.D. Yang

Engineering Vol.2 No.2，March 15, 2010

DOI: 10.4236/eng.2010.22016 4,477 Downloads 8,518 Views Citations
The Solution Classical Feedback Optimal Control Problem for m-Persons Differential Game with Imperfect Information (Articles)

Jaykov Foukzon, Elena Men’kova, Alex Potapov

Open Journal of Optimization Vol.2 No.1，March 29, 2013

DOI: 10.4236/ojop.2013.21003 3,610 Downloads 7,854 Views Citations
Performance of the Heston’s Stochastic Volatility Model: A Study in Indian Index Options Market (Articles)

Shivam Singh, Alok Dixit

Theoretical Economics Letters Vol.6 No.2，April 6, 2016

DOI: 10.4236/tel.2016.62018 2,266 Downloads 3,921 Views Citations
RETRACTED: Optimal Control of an Elliptic System under Conjugation Conditions Involving Schrödinger Operator (Articles)

Ahmed Mohammed Abdallah

Open Journal of Optimization Vol.3 No.1，March 28, 2014

DOI: 10.4236/ojop.2014.31001 3,651 Downloads 6,597 Views Citations
Energy Portfolio Management with Entry Decisions over an Infinite Horizon (Articles)

Zhen Liu

Applied Mathematics Vol.3 No.7，June 21, 2012

DOI: 10.4236/am.2012.37113 4,096 Downloads 6,409 Views Citations
Optimal Stopping Time for Holding an Asset (Articles)

Pham Van Khanh

American Journal of Operations Research Vol.2 No.4，November 30, 2012

DOI: 10.4236/ajor.2012.24062 5,748 Downloads 9,190 Views Citations
A Regime Switching Model for the Term Structure of Credit Risk Spreads (Articles)

Seungmook Choi, Michael D. Marcozzi

Journal of Mathematical Finance Vol.5 No.1，February 13, 2015

DOI: 10.4236/jmf.2015.51005 3,151 Downloads 4,417 Views Citations
Backfiring Effect of Uncertain Trade Policy (Articles)

Yasunori Fujita

Modern Economy Vol.7 No.5，May 18, 2016

DOI: 10.4236/me.2016.75067 2,208 Downloads 2,745 Views Citations
This article belongs to the Special Issue on International Economics and Trade
How Much Should Government Compensate Firms for Suspension of Their Businesses in Order to Fight off the New Coronavirus? (Articles)

Yasunori Fujita

Theoretical Economics Letters Vol.10 No.3，June 22, 2020

DOI: 10.4236/tel.2020.103038 277 Downloads 722 Views Citations

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