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Numerical Methods in Financial and Actuarial Applications: A Stochastic Maximum Principle Approach
(Articles)
Marina Di Giacinto
Journal of Mathematical Finance
Vol.8 No.2
,April 4, 2018
DOI:
10.4236/jmf.2018.82019
1,158
Downloads
3,317
Views
Citations
This article belongs to the Special Issue on
Actuarial Science and Finance
Stochastic Viscosity Solutions for SPDEs with Discontinuous Coefficients
(Articles)
Yidong Zhang
Applied Mathematics
Vol.11 No.11
,November 30, 2020
DOI:
10.4236/am.2020.1111083
482
Downloads
979
Views
Citations
Implied Bond and Derivative Prices Based on Non-Linear Stochastic Interest Rate Models
(Articles)
Ghulam Sorwar
,
Sharif Mozumder
Applied Mathematics
Vol.1 No.1
,June 2, 2010
DOI:
10.4236/am.2010.11006
5,497
Downloads
9,835
Views
Citations
Fuzzy Least-Squares Linear Regression Approach to Ascertain Stochastic Demand in the Vehicle Routing Problem
(Articles)
Fatemeh Torfi
,
Reza Zanjirani Farahani
,
Iraj Mahdavi
Applied Mathematics
Vol.2 No.1
,January 30, 2011
DOI:
10.4236/am.2011.21008
5,803
Downloads
11,072
Views
Citations
Solution of Stochastic Cubic and Quintic Nonlinear Diffusion Equation Using WHEP, Pickard and HPM Methods
(Articles)
Magdy A. El-Tawil
,
Aisha F. Fareed
Open Journal of Discrete Mathematics
Vol.1 No.1
,April 8, 2011
DOI:
10.4236/ojdm.2011.11002
4,975
Downloads
10,025
Views
Citations
A New Method of Estimating the Asset Rate of Return
(Articles)
Moawia Alghalith
,
Tracy Polius
Theoretical Economics Letters
Vol.1 No.1
,June 1, 2011
DOI:
10.4236/tel.2011.11001
4,384
Downloads
10,043
Views
Citations
Portfolio Optimization without the Self-Financing Assumption
(Articles)
Moawia Alghalith
Advances in Pure Mathematics
Vol.1 No.3
,June 3, 2011
DOI:
10.4236/apm.2011.13018
4,417
Downloads
10,155
Views
Citations
Conditionally Suboptimal Filtering in Nonlinear Stochastic Differential System
(Articles)
Tongjun He
,
Zhengping Shi
Applied Mathematics
Vol.2 No.6
,June 22, 2011
DOI:
10.4236/am.2011.26101
6,040
Downloads
9,382
Views
Citations
Meridional Asymmetries in Forced Beta-Plane Turbulence
(Articles)
Iordanka N Panayotova
International Journal of Geosciences
Vol.2 No.3
,August 12, 2011
DOI:
10.4236/ijg.2011.23031
3,636
Downloads
6,761
Views
Citations
Noise-Dependent Stability of the Synchronized State in a Coupled System of Active Rotators
(Articles)
Sebastian F. Brandt
,
Axel Pelster
,
Ralf Wessel
World Journal of Condensed Matter Physics
Vol.1 No.3
,August 22, 2011
DOI:
10.4236/wjcmp.2011.13014
4,726
Downloads
8,296
Views
Citations
Stochastic Modeling on Drug Efficacy in Self Drug Administration Health Problems
(Articles)
P. Tirupathi Rao
,
M. Venkateswaran
,
R. Vishnu Vardhan
Journal of Service Science and Management
Vol.4 No.4
,December 7, 2011
DOI:
10.4236/jssm.2011.44056
4,605
Downloads
7,237
Views
Citations
Stability Criteria of Solutions for Stochastic Set Differential Equations
(Articles)
Ho Vu
,
Nguyen Ngoc Phung
,
Ngo Van Hoa
,
Nguyen Dinh Phu
Applied Mathematics
Vol.3 No.4
,April 27, 2012
DOI:
10.4236/am.2012.34055
5,242
Downloads
8,847
Views
Citations
Optimal Reservoir Operation Using Stochastic Dynamic Programming
(Articles)
Pan Liu
,
Jingfei Zhao
,
Liping Li
,
Yan Shen
Journal of Water Resource and Protection
Vol.4 No.6
,June 20, 2012
DOI:
10.4236/jwarp.2012.46038
5,835
Downloads
10,538
Views
Citations
The Many-on-One Stochastic Duel Model with Information-Sharing
(Articles)
Jianjun Li
,
Liwei Liu
Applied Mathematics
Vol.3 No.6
,June 27, 2012
DOI:
10.4236/am.2012.36097
4,354
Downloads
6,804
Views
Citations
Integrating Origin-Destination Survey and Stochastic User Equilibrium: A Case Study for Route Relocation
(Articles)
Deo Chimba
,
Daniel Emaasit
,
Boniphace Kutela
Journal of Transportation Technologies
Vol.2 No.4
,October 31, 2012
DOI:
10.4236/jtts.2012.24032
4,104
Downloads
7,058
Views
Citations
A Characterization of the Optimal Management of Heterogeneous Environmental Assets under Uncertainty
(Articles)
Frank Raymond
Theoretical Economics Letters
Vol.2 No.5
,December 27, 2012
DOI:
10.4236/tel.2012.25093
5,970
Downloads
8,317
Views
Citations
Limit of the Solution of a PDE in the Degenerate Case
(Articles)
Alassane Diedhiou
Applied Mathematics
Vol.4 No.2
,February 27, 2013
DOI:
10.4236/am.2013.42051
3,399
Downloads
5,443
Views
Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Int'l J. of Modern Nonlinear Theory and Application
Vol.2 No.1
,March 13, 2013
DOI:
10.4236/ijmnta.2013.21003
6,652
Downloads
11,447
Views
Citations
The Effects of a Backward Bifurcation on a Continuous Time Markov Chain Model for the Transmission Dynamics of Single Strain Dengue Virus
(Articles)
Adnan Khan
,
Muhammad Hassan
,
Mudassar Imran
Applied Mathematics
Vol.4 No.4
,April 29, 2013
DOI:
10.4236/am.2013.44091
5,454
Downloads
8,179
Views
Citations
About one form of writing of the Hardy-Weinberg law
(Articles)
Andrey N. Volobuev
,
Peter I. Romanchuk
,
Vladimir K. Malishev
Natural Science
Vol.5 No.6
,June 13, 2013
DOI:
10.4236/ns.2013.56089
3,931
Downloads
5,509
Views
Citations
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