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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
48
Downloads
240
Views
Citations
On the Reflected Geometric Brownian Motion with Two Barriers
(Articles)
Lidong Zhang
,
Ziping Du
Intelligent Information Management
Vol.2 No.4
,May 7, 2010
DOI:
10.4236/iim.2010.23034
6,142
Downloads
10,823
Views
Citations
Analysis of Hedging Profits Under Two Stock Pricing Models
(Articles)
Lingyan Cao
,
Zheng-Feng Guo
Journal of Mathematical Finance
Vol.1 No.3
,November 8, 2011
DOI:
10.4236/jmf.2011.13015
4,559
Downloads
8,919
Views
Citations
Energy Portfolio Management with Entry Decisions over an Infinite Horizon
(Articles)
Zhen Liu
Applied Mathematics
Vol.3 No.7
,June 21, 2012
DOI:
10.4236/am.2012.37113
4,214
Downloads
6,649
Views
Citations
Valuation of European and American Options under Variance Gamma Process
(Articles)
Ferry Jaya Permana
,
Dharma Lesmono
,
Erwinna Chendra
Journal of Applied Mathematics and Physics
Vol.2 No.11
,October 28, 2014
DOI:
10.4236/jamp.2014.211114
3,677
Downloads
5,027
Views
Citations
Pricing European Option When the Stock Price Process Is Being Driven by Geometric Brownian Motion
(Articles)
Kebareng I. Moalosi-Court
Open Access Library Journal
Vol.6 No.8
,August 2, 2019
DOI:
10.4236/oalib.1105568
221
Downloads
820
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
5,395
Downloads
9,217
Views
Citations
This article belongs to the Special Issue on
Option Pricing Research
Prediction of Stock Price Movement Using Continuous Time Models
(Articles)
Masimba E. Sonono
,
Hopolang P. Mashele
Journal of Mathematical Finance
Vol.5 No.2
,May 22, 2015
DOI:
10.4236/jmf.2015.52017
4,275
Downloads
6,843
Views
Citations
Optimal Amount and Timing of Investment in a Stochastic Dynamic Cournot Competition
(Articles)
Yasunori Fujita
Theoretical Economics Letters
Vol.6 No.1
,January 19, 2016
DOI:
10.4236/tel.2016.61001
4,460
Downloads
5,185
Views
Citations
Value of Waiting and Excess Entry Theorem
(Articles)
Yasunori Fujita
Theoretical Economics Letters
Vol.6 No.2
,April 22, 2016
DOI:
10.4236/tel.2016.62023
2,119
Downloads
2,882
Views
Citations
Integro-Differential Equations for a Jump-Diffusion Risk Process with Dependence between Claim Sizes and Claim Intervals
(Articles)
Heli Gao
Journal of Applied Mathematics and Physics
Vol.4 No.11
,November 22, 2016
DOI:
10.4236/jamp.2016.411205
1,332
Downloads
2,109
Views
Citations
Does Immigration Promote the Investment of the Monopolistic Firm?
(Articles)
Yasunori Fujita
Modern Economy
Vol.8 No.3
,March 21, 2017
DOI:
10.4236/me.2017.83030
1,482
Downloads
2,340
Views
Citations
This article belongs to the Special Issue on
Monopoly and Anti-Monopoly
The Asian Option Pricing when Discrete Dividends Follow a Markov-Modulated Model
(Articles)
Yingyi Fang
,
Huisheng Shu
,
Xiu Kan
,
Xin Zhang
,
Zhiwei Zheng
Open Journal of Statistics
Vol.7 No.6
,December 29, 2017
DOI:
10.4236/ojs.2017.76074
978
Downloads
2,613
Views
Citations
Portfolio Selection in Mean-Minimum Return Level-Expected Bounded First Passage Time Framework
(Articles)
Tsotne Kutalia
Journal of Mathematical Finance
Vol.9 No.3
,June 20, 2019
DOI:
10.4236/jmf.2019.93012
644
Downloads
1,541
Views
Citations
The Barrier Binary Options
(Articles)
Min Gao
,
Zhenfeng Wei
Journal of Mathematical Finance
Vol.10 No.1
,February 26, 2020
DOI:
10.4236/jmf.2020.101010
1,155
Downloads
4,726
Views
Citations
Description of Incomplete Financial Markets for Time Evolution of Risk Assets
(Articles)
Nicholas S. Gonchar
Advances in Pure Mathematics
Vol.9 No.6
,June 30, 2019
DOI:
10.4236/apm.2019.96029
596
Downloads
1,271
Views
Citations
A Valuation Model for Callable Eurobonds
(Articles)
Vince Hooper
,
John Pointon
Journal of Mathematical Finance
Vol.9 No.3
,August 21, 2019
DOI:
10.4236/jmf.2019.93023
741
Downloads
1,752
Views
Citations
Brownian Motion in Parabolic Space
(Articles)
Takahisa Okino
Journal of Modern Physics
Vol.3 No.3
,March 28, 2012
DOI:
10.4236/jmp.2012.33034
4,757
Downloads
9,525
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
3,074
Downloads
5,520
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
3,150
Downloads
4,209
Views
Citations
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