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ISSN
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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
3,187
Downloads
3,855
Views
Citations
On Optimal Sparse-Control Problems Governed by Jump-Diffusion Processes
(Articles)
Beatrice Gaviraghi
,
Andreas Schindele
,
Mario Annunziato
,
Alfio Borzì
Applied Mathematics
Vol.7 No.16
,October 25, 2016
DOI:
10.4236/am.2016.716162
1,664
Downloads
2,841
Views
Citations
A Mean-Field Stochastic Maximum Principle for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps via Malliavin Calculus
(Articles)
Qing Zhou
,
Yong Ren
Journal of Applied Mathematics and Physics
Vol.6 No.1
,January 16, 2018
DOI:
10.4236/jamp.2018.61014
898
Downloads
1,836
Views
Citations
Derivatives Pricing via Machine Learning
(Articles)
Tingting Ye
,
Liangliang Zhang
Journal of Mathematical Finance
Vol.9 No.3
,August 27, 2019
DOI:
10.4236/jmf.2019.93029
1,477
Downloads
6,985
Views
Citations
A Clustering Method to Solve Backward Stochastic Differential Equations with Jumps
(Articles)
Liangliang Zhang
Journal of Mathematical Finance
Vol.10 No.1
,December 13, 2019
DOI:
10.4236/jmf.2020.101001
628
Downloads
1,475
Views
Citations
Evaluating Energy Forward Dynamics Modeled as a Subordinated Hilbert-Space Linear Functional
(Articles)
Victor Alexander Okhuese
,
Jane Akinyi Aduda
,
Joseph Mung’atu
Journal of Mathematical Finance
Vol.10 No.3
,August 25, 2020
DOI:
10.4236/jmf.2020.103025
362
Downloads
792
Views
Citations
This article belongs to the Special Issue on
Pricing Strategy, Model and Price Analysis
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
386
Downloads
888
Views
Citations
Option Pricing Model with Transaction Costs and Jumps in Illiquid Markets
(Articles)
Praewnapa Seelama
,
Dawud Thongtha
Journal of Mathematical Finance
Vol.11 No.3
,June 10, 2021
DOI:
10.4236/jmf.2021.113020
374
Downloads
1,552
Views
Citations
This article belongs to the Special Issue on
Stochastic and Financial Mathematics
Qualitative Properties of Solutions of a Doubly Nonlinear Reaction-Diffusion System with a Source
(Articles)
Mersaid Aripov
,
Shakhlo A. Sadullaeva
Journal of Applied Mathematics and Physics
Vol.3 No.9
,September 8, 2015
DOI:
10.4236/jamp.2015.39135
1,997
Downloads
2,810
Views
Citations
Analytical Models for Delivery Performance of a Supplier or a Service Provider
(Articles)
M. Chandra Paul
,
A. Vinaya Babu
,
D. Mallikarjuna Reddy
,
Malla Reddy Perati
American Journal of Industrial and Business Management
Vol.3 No.6A
,October 29, 2013
DOI:
10.4236/ajibm.2013.36A005
3,636
Downloads
5,841
Views
Citations
This article belongs to the Special Issue on
Smoothed Particle Hydrodynamic Modelling of Hydraulic Jumps: Bulk Parameters and Free Surface Fluctuations
(Articles)
Patrick Jonsson
,
Pär Jonsén
,
Patrik Andreasson
,
T. Staffan Lundström
,
J. Gunnar I. Hellström
Engineering
Vol.8 No.6
,June 29, 2016
DOI:
10.4236/eng.2016.86036
2,168
Downloads
3,274
Views
Citations
Exponential Attractors of the Nonclassical Diffusion Equations with Lower Regular Forcing Term
(Articles)
Yanjun Zhang
,
Qiaozhen Ma
Int'l J. of Modern Nonlinear Theory and Application
Vol.3 No.1
,March 17, 2014
DOI:
10.4236/ijmnta.2014.31003
2,721
Downloads
4,648
Views
Citations
Analysis of Nonlinear Stochastic Systems with Jumps Generated by Erlang Flow of Events
(Articles)
Alexander S. Kozhevnikov
,
Konstantin A. Rybakov
Open Journal of Applied Sciences
Vol.3 No.1
,March 29, 2013
DOI:
10.4236/ojapps.2013.31001
3,987
Downloads
6,979
Views
Citations
The Pricing of Dual-Expiry Exotics with Mean Reversion and Jumps
(Articles)
Kevin Z. Tong
,
Dongping Hou
,
Jianhua Guan
Journal of Mathematical Finance
Vol.9 No.1
,January 29, 2019
DOI:
10.4236/jmf.2019.91003
891
Downloads
1,844
Views
Citations
On a Theme by Heckscher-Ohlin: A Diffusion Model for Spatial Dynamics in Factor Prices
(Articles)
Fariba Hashemi
Technology and Investment
Vol.3 No.3
,August 31, 2012
DOI:
10.4236/ti.2012.33017
3,969
Downloads
6,313
Views
Citations
Numerical Modeling of Dust Propagation in the Atmosphere of a City with Complex Terrain. The Case of Background Eastern Light Air
(Articles)
Aleksandre Surmava
,
Vepkhia Kukhalashvili
,
Natia Gigauri
,
Liana Intskirveli
,
George Kordzakhia
Journal of Applied Mathematics and Physics
Vol.8 No.7
,July 8, 2020
DOI:
10.4236/jamp.2020.87092
273
Downloads
802
Views
Citations
Monte Carlo Simulations of Topological Properties in Two-Phase Polycrystalline Materials for Several Diffusion Mechanism
(Articles)
Rifa J. El-Khozondar
Advances in Pure Mathematics
Vol.10 No.9
,September 8, 2020
DOI:
10.4236/apm.2020.109029
297
Downloads
736
Views
Citations
This article belongs to the Special Issue on
Numerical Analysis: Theory and Applications
Statistical Data Analyses on Aircraft Accidents in Japan: Occurrences, Causes and Countermeasures
(Articles)
Kunimitsu Iwadare
,
Tatsuo Oyama
American Journal of Operations Research
Vol.5 No.3
,May 28, 2015
DOI:
10.4236/ajor.2015.53018
4,637
Downloads
6,463
Views
Citations
Optimal Expected Utility of Wealth for Two Dependent Classes of Insurance Business
(Articles)
Cristina Gosio
,
Ester C. Lari
,
Marina Ravera
Theoretical Economics Letters
Vol.3 No.2
,April 30, 2013
DOI:
10.4236/tel.2013.32015
4,580
Downloads
7,083
Views
Citations
A New Fama-French 5-Factor Model Based on SSAEPD Error and GARCH-Type Volatility
(Articles)
Wentao Zhou
,
Liuling Li
Journal of Mathematical Finance
Vol.6 No.5
,November 16, 2016
DOI:
10.4236/jmf.2016.65050
2,875
Downloads
6,438
Views
Citations
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