Login
Login
切换导航
Home
Articles
Journals
Books
News
About
Services
Submit
Home
Journal
Articles
Journals A-Z
Browse Subjects
Biomedical & Life Sci.
Business & Economics
Chemistry & Materials Sci.
Computer Sci. & Commun.
Earth & Environmental Sci.
Engineering
Medicine & Healthcare
Physics & Mathematics
Social Sci. & Humanities
Browse Subjects
Biomedical & Life Sciences
Business & Economics
Chemistry & Materials Science
Computer Science & Communications
Earth & Environmental Sciences
Engineering
Medicine & Healthcare
Physics & Mathematics
Social Sciences & Humanities
Publish with us
Paper Submission
Information for Authors
Peer-Review Resources
Open Special Issues
Open Access Statement
Frequently Asked Questions
Publish with us
Paper Submission
Information for Authors
Peer-Review Resources
Open Special Issues
Open Access Statement
Frequently Asked Questions
Follow SCIRP
Contact us
+1 323-425-8868
customer@scirp.org
+86 18163351462(WhatsApp)
1655362766
Paper Publishing WeChat
Complete Matching
Editorial Board
Show/Hide Options
Show/Hide Options
All
Title
Abstract
Keywords
DOI
Author
Journal
Affiliation
ISSN
Subject
From Dynamic Linear Evaluation Rule to Dynamic CAPM in a Fractional Brownian Motion Environment
(Articles)
Qing Zhou
,
Chao Li
Journal of Mathematical Finance
Vol.2 No.4
,November 23, 2012
DOI:
10.4236/jmf.2012.24034
4,765
Downloads
7,826
Views
Citations
Perpetual American Call Option under Fractional Brownian Motion Model
(Articles)
Atsuo Suzuki
Journal of Mathematical Finance
Vol.13 No.2
,May 31, 2023
DOI:
10.4236/jmf.2023.132014
89
Downloads
416
Views
Citations
This article belongs to the Special Issue on
Pricing Strategy and Theory
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
3,071
Downloads
5,511
Views
Citations
Mixed Fractional Merton Model to Evaluate European Options with Transaction Costs
(Articles)
Foad Shokrollahi
Journal of Mathematical Finance
Vol.8 No.4
,November 7, 2018
DOI:
10.4236/jmf.2018.84040
884
Downloads
1,770
Views
Citations
Existence of Solutions for Fractional Boundary Value Problem Involving p-Laplacian Operator
(Articles)
Ghader Mohmmed Alqurishi
Open Access Library Journal
Vol.8 No.2
,February 24, 2021
DOI:
10.4236/oalib.1107192
385
Downloads
1,263
Views
Citations
Risk-Neutral Pricing of European Call Options: A Specious Concept
(Articles)
Daniel T. Cassidy
Journal of Mathematical Finance
Vol.8 No.2
,May 9, 2018
DOI:
10.4236/jmf.2018.82022
891
Downloads
3,673
Views
Citations
Fractional Stochastic Volatility Pricing of European Option Based on Self-Adaptive Differential Evolution
(Articles)
Yue Hu
,
Hongling Dong
,
Le Fu
,
Jiayang Zhai
Journal of Mathematical Finance
Vol.12 No.3
,August 25, 2022
DOI:
10.4236/jmf.2022.123029
187
Downloads
1,015
Views
Citations
Simulation of a Daily Precipitation Time Series Using a Stochastic Model with Filtering
(Articles)
Chieko Gomi
,
Yasuhisa Kuzuha
Open Journal of Modern Hydrology
Vol.3 No.4
,October 23, 2013
DOI:
10.4236/ojmh.2013.34025
3,449
Downloads
6,229
Views
Citations
Fixed Point Theorem and Fractional Differential Equations with Multiple Delays Related with Chaos Neuron Models
(Articles)
Toshiharu Kawasaki
,
Masashi Toyoda
Applied Mathematics
Vol.6 No.13
,November 30, 2015
DOI:
10.4236/am.2015.613192
3,312
Downloads
4,500
Views
Citations
This article belongs to the Special Issue on
Fractional Calculus
Existence Theorem for a Nonlinear Functional Integral Equation and an Initial Value Problem of Fractional Order in L
1
(R
+
)
(Articles)
Ibrahim Abouelfarag Ibrahim
,
Tarek S. Amer
,
Yasser M. Aboessa
Applied Mathematics
Vol.4 No.2
,February 28, 2013
DOI:
10.4236/am.2013.42060
4,623
Downloads
7,391
Views
Citations
Strong Local Non-Determinism of Sub-Fractional Brownian Motion
(Articles)
Nana Luan
Applied Mathematics
Vol.6 No.13
,November 30, 2015
DOI:
10.4236/am.2015.613194
3,136
Downloads
4,137
Views
Citations
This article belongs to the Special Issue on
Fractional Calculus
Generalized Option Betas
(Articles)
Sven Husmann
,
Neda Todorova
Journal of Mathematical Finance
Vol.3 No.3
,August 8, 2013
DOI:
10.4236/jmf.2013.33035
5,526
Downloads
8,695
Views
Citations
Geometric Fractional Brownian Motion Perturbed by Fractional Ornstein-Uhlenbeck Process and Application on KLCI Option Pricing
(Articles)
Mohammed Alhagyan
,
Masnita Misiran
,
Zurni Omar
Open Access Library Journal
Vol.3 No.8
,August 19, 2016
DOI:
10.4236/oalib.1102863
1,474
Downloads
2,698
Views
Citations
Certain Problem for Starlike Functions with Respect to Other Points
(Articles)
Ghassan H. Esa
Open Access Library Journal
Vol.8 No.4
,April 30, 2021
DOI:
10.4236/oalib.1107383
115
Downloads
530
Views
Citations
Controllability of a Stochastic Neutral Functional Differential Equation Driven by a fBm
(Articles)
Jingqi Han
,
Litan Yan
Journal of Applied Mathematics and Physics
Vol.6 No.4
,April 27, 2018
DOI:
10.4236/jamp.2018.64078
750
Downloads
1,691
Views
Citations
One Dimensional Random Motion on Segment with Reflecting Edges and Dependent Increments
(Articles)
Gurami Tsitsiashvili
Journal of Applied Mathematics and Physics
Vol.6 No.3
,March 15, 2018
DOI:
10.4236/jamp.2018.63045
556
Downloads
1,055
Views
Citations
Existence and Multiple of Positive Solution for Nonlinear Fractional Difference Equations with Parameter
(Articles)
Youji Xu
Journal of Applied Mathematics and Physics
Vol.3 No.7
,June 30, 2015
DOI:
10.4236/jamp.2015.37091
3,824
Downloads
4,582
Views
Citations
Fractional Optical Solitons and Fractional Noether’s Theorem with Ortigueira’s Centered Derivatives
(Articles)
Jorge Fujioka
,
Manuel Velasco
,
Argel Ramírez
Applied Mathematics
Vol.7 No.12
,July 26, 2016
DOI:
10.4236/am.2016.712118
1,595
Downloads
2,406
Views
Citations
Existence and Stability of Solutions for a Class of Fractional Impulsive Differential Equations with Atangana-Baleanu-Caputo Derivative
(Articles)
Xuefan Lin
,
Weimin Hu
,
Youhui Su
,
Yongzhen Yun
Journal of Applied Mathematics and Physics
Vol.11 No.12
,December 26, 2023
DOI:
10.4236/jamp.2023.1112249
68
Downloads
294
Views
Citations
Existence and Uniqueness of Positive Solutions for a Coupled System of Nonlinear Fractional Differential Equations
(Articles)
Minjie Li
,
Yiliang Liu
Open Journal of Applied Sciences
Vol.3 No.1B1
,July 11, 2013
DOI:
10.4236/ojapps.2013.31B1011
6,303
Downloads
10,524
Views
Citations
<
1
2
3
...
>
Follow SCIRP
Contact us
+1 323-425-8868
customer@scirp.org
+86 18163351462(WhatsApp)
1655362766
Paper Publishing WeChat
Free SCIRP Newsletters
Home
Journals A-Z
Subject
Books
Sitemap
Contact Us
About SCIRP
Publication Fees
For Authors
Peer-Review Issues
Special Issues
News
Service
Manuscript Tracking System
Subscription
Translation & Proofreading
FAQ
Volume & Issue
Policies
Open Access
Publication Ethics
Preservation
Retraction
Privacy Policy
Copyright © 2006-2024 Scientific Research Publishing Inc. All Rights Reserved.
Top