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Journal
Affiliation
ISSN
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Conditional Law of the Hitting Time for a Lévy Process in Incomplete Observation
(Articles)
Waly Ngom
Journal of Mathematical Finance
Vol.5 No.5
,November 30, 2015
DOI:
10.4236/jmf.2015.55041
3,730
Downloads
4,777
Views
Citations
This article belongs to the Special Issue on
Density Estimation in Finance
Reflected BSDEs Driven by Lévy Processes and Countable Brownian Motions
(Articles)
Jean-Marc Owo
Applied Mathematics
Vol.6 No.14
,December 23, 2015
DOI:
10.4236/am.2015.614197
3,407
Downloads
4,065
Views
Citations
Evaluation the Price of Multi-Asset Rainbow Options Using Monte Carlo Method
(Articles)
A. Rasulov
,
R. Rakhmatov
,
A. Nafasov
Journal of Applied Mathematics and Physics
Vol.4 No.1
,January 29, 2016
DOI:
10.4236/jamp.2016.41021
5,242
Downloads
8,119
Views
Citations
A Stochastic SIVS Epidemic Model Based on Birth and Death Process
(Articles)
Lin Zhu
,
Tiansi Zhang
Journal of Applied Mathematics and Physics
Vol.4 No.9
,September 29, 2016
DOI:
10.4236/jamp.2016.49186
1,836
Downloads
3,383
Views
Citations
Least Squares Solution for Discrete Time Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences
(Articles)
Sie Long Kek
,
Jiao Li
,
Kok Lay Teo
Applied Mathematics
Vol.8 No.1
,January 11, 2017
DOI:
10.4236/am.2017.81001
1,500
Downloads
2,692
Views
Citations
This article belongs to the Special Issue on
Fixed Point Theory and Optimization
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
894
Downloads
1,962
Views
Citations
Optimal Error Estimates of the Crank-Nicolson Scheme for Solving a Kind of Decoupled FBSDEs
(Articles)
Zhe Wang
,
Yang Li
Journal of Applied Mathematics and Physics
Vol.6 No.2
,February 8, 2018
DOI:
10.4236/jamp.2018.62032
771
Downloads
1,498
Views
Citations
Non-Negativity Preserving Numerical Algorithms for Problems in Mathematical Finance
(Articles)
Yuan Yuan
Applied Mathematics
Vol.9 No.3
,March 30, 2018
DOI:
10.4236/am.2018.93024
1,367
Downloads
2,548
Views
Citations
Numerical Solution of Two-Dimensional Nonlinear Stochastic Itô-Volterra Integral Equations by Applying Block Pulse Functions
(Articles)
Guo Jiang
,
Xiaoyan Sang
,
Jieheng Wu
,
Biwen Li
Advances in Pure Mathematics
Vol.9 No.2
,February 14, 2019
DOI:
10.4236/apm.2019.92004
958
Downloads
1,974
Views
Citations
Stochastic Dynamics of Cholera Epidemic Model: Formulation, Analysis and Numerical Simulation
(Articles)
Yohana Maiga Marwa
,
Isambi Sailon Mbalawata
,
Samuel Mwalili
,
Wilson Mahera Charles
Journal of Applied Mathematics and Physics
Vol.7 No.5
,May 23, 2019
DOI:
10.4236/jamp.2019.75074
664
Downloads
2,195
Views
Citations
This article belongs to the Special Issue on
Stochastic Simulation Method and Its Applications
On the Effects of Different Interpretations of Stochastic Differential Equations
(Articles)
Claudio Floris
Applied Mathematics
Vol.10 No.11
,October 28, 2019
DOI:
10.4236/am.2019.1011063
793
Downloads
2,292
Views
Citations
A Comparative Survey of an Approximate Solution Method for Stochastic Delay Differential Equations
(Articles)
Emenonye Christian Emenonye
,
Donatus Anonwa
Applied Mathematics
Vol.14 No.3
,March 28, 2023
DOI:
10.4236/am.2023.143012
91
Downloads
520
Views
Citations
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
5,711
Downloads
9,026
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
3,974
Downloads
7,001
Views
Citations
A Liability Tracking Approach to Long Term Management of Pension Funds
(Articles)
Masashi Ieda
,
Takashi Yamashita
,
Yumiharu Nakano
Journal of Mathematical Finance
Vol.3 No.3
,August 22, 2013
DOI:
10.4236/jmf.2013.33040
4,471
Downloads
6,955
Views
Citations
Numeric Solution of the Fokker-Planck-Kolmogorov Equation
(Articles)
Claudio Floris
Engineering
Vol.5 No.12
,November 26, 2013
DOI:
10.4236/eng.2013.512119
7,351
Downloads
12,135
Views
Citations
Stochastic Ito-Calculus and Numerical Approximations for Asset Price Forecasting in the Nigerian Stock Market
(Articles)
Thomas Chinwe Urama
,
Patrick Oseloka Ezepue
Journal of Mathematical Finance
Vol.8 No.4
,November 12, 2018
DOI:
10.4236/jmf.2018.84041
2,196
Downloads
4,176
Views
Citations
This article belongs to the Special Issue on
Stochastic Methods and Finance
Review on the Current Stochastic Numerical Methods for Econometric Analysis
(Articles)
Lewis N. K. Mambo
,
Rostin M. M. Mabela
,
Jean-Pièrre B. Bosonga
,
Eugène M. Mbuyi
American Journal of Computational Mathematics
Vol.9 No.4
,December 26, 2019
DOI:
10.4236/ajcm.2019.94024
551
Downloads
1,375
Views
Citations
Spatio-Temporal Patterns for a Generalized Innovation Diffusion Model
(Articles)
Fariba Hashemi
,
Max-Olivier Hongler
,
Olivier Gallay
Theoretical Economics Letters
Vol.2 No.1
,February 23, 2012
DOI:
10.4236/tel.2012.21001
5,882
Downloads
10,825
Views
Citations
The Impact of Asset Price Bubbles on Credit Risk Measures
(Articles)
Michael Jacobs Jr.
Journal of Financial Risk Management
Vol.4 No.4
,November 30, 2015
DOI:
10.4236/jfrm.2015.44019
4,811
Downloads
6,403
Views
Citations
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