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ISSN
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Simulation of a Daily Precipitation Time Series Using a Stochastic Model with Filtering
(Articles)
Chieko Gomi
,
Yasuhisa Kuzuha
Open Journal of Modern Hydrology
Vol.3 No.4
,October 23, 2013
DOI:
10.4236/ojmh.2013.34025
3,444
Downloads
6,214
Views
Citations
Is the Driving Force of a Continuous Process a Brownian Motion or Fractional Brownian Motion?
(Articles)
Xinbing Kong
,
Bingyi Jing
,
Cuixia Li
Journal of Mathematical Finance
Vol.3 No.4
,November 15, 2013
DOI:
10.4236/jmf.2013.34048
3,067
Downloads
5,499
Views
Citations
Controllability of a Stochastic Neutral Functional Differential Equation Driven by a fBm
(Articles)
Jingqi Han
,
Litan Yan
Journal of Applied Mathematics and Physics
Vol.6 No.4
,April 27, 2018
DOI:
10.4236/jamp.2018.64078
746
Downloads
1,670
Views
Citations
Mixed Fractional Merton Model to Evaluate European Options with Transaction Costs
(Articles)
Foad Shokrollahi
Journal of Mathematical Finance
Vol.8 No.4
,November 7, 2018
DOI:
10.4236/jmf.2018.84040
880
Downloads
1,757
Views
Citations
From Dynamic Linear Evaluation Rule to Dynamic CAPM in a Fractional Brownian Motion Environment
(Articles)
Qing Zhou
,
Chao Li
Journal of Mathematical Finance
Vol.2 No.4
,November 23, 2012
DOI:
10.4236/jmf.2012.24034
4,757
Downloads
7,811
Views
Citations
Strong Local Non-Determinism of Sub-Fractional Brownian Motion
(Articles)
Nana Luan
Applied Mathematics
Vol.6 No.13
,November 30, 2015
DOI:
10.4236/am.2015.613194
3,128
Downloads
4,121
Views
Citations
This article belongs to the Special Issue on
Fractional Calculus
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
184
Downloads
1,006
Views
Citations
One Dimensional Random Motion on Segment with Reflecting Edges and Dependent Increments
(Articles)
Gurami Tsitsiashvili
Journal of Applied Mathematics and Physics
Vol.6 No.3
,March 15, 2018
DOI:
10.4236/jamp.2018.63045
555
Downloads
1,045
Views
Citations
Perpetual American Call Option under Fractional Brownian Motion Model
(Articles)
Atsuo Suzuki
Journal of Mathematical Finance
Vol.13 No.2
,May 31, 2023
DOI:
10.4236/jmf.2023.132014
87
Downloads
401
Views
Citations
This article belongs to the Special Issue on
Pricing Strategy and Theory
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
1,466
Downloads
2,674
Views
Citations
Pricing Study on Two Kinds of Power Options in Jump-Diffusion Models with Fractional Brownian Motion and Stochastic Rate
(Articles)
Jin Li
,
Kaili Xiang
,
Chuanyi Luo
Applied Mathematics
Vol.5 No.16
,August 29, 2014
DOI:
10.4236/am.2014.516234
3,175
Downloads
3,889
Views
Citations
Evaluation of Geometric Asian Power Options under Fractional Brownian Motion
(Articles)
Zhijuan Mao
,
Zhian Liang
Journal of Mathematical Finance
Vol.4 No.1
,December 25, 2013
DOI:
10.4236/jmf.2014.41001
5,384
Downloads
9,185
Views
Citations
This article belongs to the Special Issue on
Option Pricing Research
Attenuated Model of Pricing Credit Default Swap under the Fractional Brownian Motion Environment
(Articles)
Wenjing Gu
,
Yinglin Liu
,
Ruili Hao
Journal of Mathematical Finance
Vol.6 No.2
,March 9, 2016
DOI:
10.4236/jmf.2016.62021
2,859
Downloads
3,892
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
5,911
Downloads
9,520
Views
Citations
Survival Model Inference Using Functions of Brownian Motion
(Articles)
John O’Quigley
Applied Mathematics
Vol.3 No.6
,June 27, 2012
DOI:
10.4236/am.2012.36098
3,738
Downloads
6,596
Views
Citations
Efficacy of Daily Cone-Beam Computed Tomography as Part of a Rescan Protocol for Large Offset to Reduce the Inter-Fractional Motion of the Prostate
(Articles)
Shinsaku Yamaguchi
,
Takayuki Ohguri
,
Hajime Imada
,
Katsuya Yahara
,
Hiroyuki Narisada
,
Satoshi Iwasaki
,
Toshihiro Onoda
,
Yuta Ezaki
,
Eiji Hamada
,
Yukunori Korogi
Int'l J. of Medical Physics, Clinical Eng. and Radiation Oncology
Vol.3 No.4
,September 19, 2014
DOI:
10.4236/ijmpcero.2014.34025
3,105
Downloads
4,329
Views
Citations
A Dynamic Cournot Model with Brownian Motion
(Articles)
Hyungho Youn
,
Victor J. Tremblay
Theoretical Economics Letters
Vol.5 No.1
,February 3, 2015
DOI:
10.4236/tel.2015.51009
3,141
Downloads
4,185
Views
Citations
Financial Modeling with Geometric Brownian Motion
(Articles)
Chelsea Peng
,
Colette Simon
Open Journal of Business and Management
Vol.12 No.2
,March 28, 2024
DOI:
10.4236/ojbm.2024.122065
30
Downloads
164
Views
Citations
Evaluation of Daily Tumor Motion by Measuring Fiducial Length on CBCT Images in Pancreatic Stereotactic Body Radiation Therapy
(Articles)
Si Young Jang
,
Min-Sig Hwang
,
Ron Lalonde
,
Dwight E. Heron
,
M. Saiful Huq
Int'l J. of Medical Physics, Clinical Eng. and Radiation Oncology
Vol.8 No.2
,April 2, 2019
DOI:
10.4236/ijmpcero.2019.82007
842
Downloads
1,641
Views
Citations
Brownian Motion & the Stochastic Behavior of Stocks
(Articles)
Pantelis Tassopoulos
,
Yorgos Protonotarios
Journal of Mathematical Finance
Vol.12 No.1
,February 15, 2022
DOI:
10.4236/jmf.2022.121009
231
Downloads
1,808
Views
Citations
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