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ISSN
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Applications of Dynamic-Equilibrium Continuous Markov Stochastic Processes to Elements of Survival Analysis
(Articles)
Eugen Mamontov
,
Ziad Taib
Journal of Applied Mathematics and Physics
Vol.7 No.1
,January 14, 2019
DOI:
10.4236/jamp.2019.71006
555
Downloads
1,144
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
Optimal Portfolio Choice in a Jump-Diffusion Model with Self-Exciting
(Articles)
Baojun Bian
,
Xinfu Chen
,
Xudong Zeng
Journal of Mathematical Finance
Vol.9 No.3
,August 20, 2019
DOI:
10.4236/jmf.2019.93020
749
Downloads
2,029
Views
Citations
This article belongs to the Special Issue on
Financial Econometrics
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
355
Downloads
854
Views
Citations
This article belongs to the Special Issue on
Pricing Strategy, Model and Price Analysis
Estimation in Interacting Diffusions: Continuous and Discrete Sampling
(Articles)
Jaya Prakash Narayan Bishwal
Applied Mathematics
Vol.2 No.9
,September 19, 2011
DOI:
10.4236/am.2011.29160
5,710
Downloads
9,023
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
3,973
Downloads
6,999
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
877
Downloads
1,905
Views
Citations
Generalized Stochastic Processes: The Portfolio Model
(Articles)
Moawia Alghalith
Journal of Mathematical Finance
Vol.2 No.2
,May 23, 2012
DOI:
10.4236/jmf.2012.22022
4,044
Downloads
7,964
Views
Citations
Stochastic Modelling of Solution Particle Movement: An Individual Case of Coupled Concentration Gradient Dependent and Independent Movements of Efavirenz
(Articles)
Tafireyi Nemaura
Journal of Applied Mathematics and Physics
Vol.5 No.5
,May 16, 2017
DOI:
10.4236/jamp.2017.55090
1,195
Downloads
1,791
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
4,948
Downloads
10,111
Views
Citations
Poisson Process Modeling of Pure Jump Equities on the Ghana Stock Exchange
(Articles)
Osei Antwi
,
Kyere Bright
,
Martinu Issa
Journal of Applied Mathematics and Physics
Vol.10 No.10
,October 27, 2022
DOI:
10.4236/jamp.2022.1010207
69
Downloads
374
Views
Citations
Oscillator Subject to Periodic and Random Forces
(Articles)
Moshe Gitterman
Journal of Modern Physics
Vol.4 No.1
,January 28, 2013
DOI:
10.4236/jmp.2013.41015
4,079
Downloads
6,435
Views
Citations
The Cauchy Problem for the Heat Equation with a Random Right Part from the Space
Sub
φ
(Ω)
(Articles)
Yuriy Kozachenko
,
Anna Slyvka-Tylyshchak
Applied Mathematics
Vol.5 No.15
,August 19, 2014
DOI:
10.4236/am.2014.515226
3,137
Downloads
4,007
Views
Citations
Dynamic Reinsurance Strategy
(Articles)
Miwaka Yamashita
Journal of Mathematical Finance
Vol.13 No.3
,August 9, 2023
DOI:
10.4236/jmf.2023.133018
77
Downloads
458
Views
Citations
This article belongs to the Special Issue on
Mathematical Finance and Applications
Optimal Investment and Risk Control Strategy for an Insurer under the Framework of Expected Logarithmic Utility
(Articles)
Tingyun Wang
Open Journal of Statistics
Vol.6 No.2
,April 26, 2016
DOI:
10.4236/ojs.2016.62024
2,029
Downloads
2,675
Views
Citations
The Role of Seeding in Multi-Stage vs. Two-Stage Diffusion Models
(Articles)
Yair Orbach
,
Gila E. Fruchter
Modern Economy
Vol.8 No.3
,March 31, 2017
DOI:
10.4236/me.2017.83034
1,680
Downloads
3,329
Views
Citations
This article belongs to the Special Issue on
Consumption and Economics
Set-Valued Stochastic Integrals with Respect to Finite Variation Processes
(Articles)
Jinping Zhang
,
Jiajia Qi
Advances in Pure Mathematics
Vol.3 No.9A
,December 18, 2013
DOI:
10.4236/apm.2013.39A1003
3,714
Downloads
5,738
Views
Citations
This article belongs to the Special Issue on
Differential Equations and Dynamic Systems
The Conditional Poisson Process and the Erlang and Negative Binomial Distributions
(Articles)
Anurag Agarwal
,
Peter Bajorski
,
David L. Farnsworth
,
James E. Marengo
,
Wei Qian
Open Journal of Statistics
Vol.7 No.1
,February 9, 2017
DOI:
10.4236/ojs.2017.71002
2,170
Downloads
4,613
Views
Citations
Stochastic Volatility Jump-Diffusion Model for Option Pricing
(Articles)
Nonthiya Makate
,
Pairote Sattayatham
Journal of Mathematical Finance
Vol.1 No.3
,November 8, 2011
DOI:
10.4236/jmf.2011.13012
5,306
Downloads
12,107
Views
Citations
Joint Characteristic Function of Stock Log-Price and Squared Volatility in the Bates Model and Its Asset Pricing Applications
(Articles)
Oleksandr Zhylyevskyy
Theoretical Economics Letters
Vol.2 No.4
,November 1, 2012
DOI:
10.4236/tel.2012.24074
4,460
Downloads
7,286
Views
Citations
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