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Two-Sided First Exit Problem for Jump Diffusion Distribution Processes Having Jumps with a Mixture of Erlang
(Articles)
Yuzhen Wen
,
Chuancun Yin
Applied Mathematics
Vol.4 No.8
,July 30, 2013
DOI:
10.4236/am.2013.48153
3,827
Downloads
7,074
Views
Citations
The Distribution of the Time of Ruin, the Surplus Immediately before Ruin and Deficit at Ruin under Two Sided Risk Renewal Process
(Articles)
Joseph Justin Rebello
,
K. K. Thampi
Journal of Mathematical Finance
Vol.7 No.3
,July 17, 2017
DOI:
10.4236/jmf.2017.73032
669
Downloads
1,055
Views
Citations
Analysis of Residence Time in the Measurement of Radon Activity by Passive Diffusion in an Open Volume: A Micro-Statistical Approach
(Articles)
M. P. Silverman
World Journal of Nuclear Science and Technology
Vol.7 No.4
,August 30, 2017
DOI:
10.4236/wjnst.2017.74020
693
Downloads
1,083
Views
Citations
Model and Statistical Analysis of the Motion of a Tired Random Walker in Continuum
(Articles)
Muktish Acharyya
Journal of Modern Physics
Vol.6 No.14
,November 16, 2015
DOI:
10.4236/jmp.2015.614208
2,026
Downloads
2,371
Views
Citations
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
1,810
Downloads
2,159
Views
Citations
A Clustering Method to Solve Backward Stochastic Differential Equations with Jumps
(Articles)
Liangliang Zhang
Journal of Mathematical Finance
Vol.10 No.1
,December 13, 2019
DOI:
10.4236/jmf.2020.101001
337
Downloads
591
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
601
Downloads
1,058
Views
Citations
A Hybrid Importance Sampling Algorithm for Estimating VaR under the Jump Diffusion Model
(Articles)
Tian-Shyr Dai
,
Li-Min Liu
Journal of Software Engineering and Applications
Vol.2 No.4
,November 27, 2009
DOI:
10.4236/jsea.2009.24039
4,694
Downloads
8,224
Views
Citations
Duopolistic Competition and Capacity Choice with Jump-Diffusion Process
(Articles)
Danmei Chen
Journal of Mathematical Finance
Vol.5 No.2
,May 22, 2015
DOI:
10.4236/jmf.2015.52018
2,440
Downloads
2,860
Views
Citations
A New Binomial Tree Method for European Options under the Jump Diffusion Model
(Articles)
Lingkang Zhu
,
Xiu Kan
,
Huisheng Shu
,
Zifeng Wang
Journal of Applied Mathematics and Physics
Vol.7 No.12
,December 9, 2019
DOI:
10.4236/jamp.2019.712211
373
Downloads
499
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
310
Downloads
646
Views
Citations
This article belongs to the Special Issue on
Financial Econometrics
Brownian Motion of Radioactive Particles: Derivation and Monte Carlo Test of Spatial and Temporal Distributions
(Articles)
M. P. Silverman
,
Akrit Mudvari
World Journal of Nuclear Science and Technology
Vol.8 No.2
,April 30, 2018
DOI:
10.4236/wjnst.2018.82009
556
Downloads
980
Views
Citations
Exit Probability and First Passage Time of a Lazy Pearson Walker: Scaling Behaviour
(Articles)
Muktish Acharyya
Applied Mathematics
Vol.7 No.12
,July 27, 2016
DOI:
10.4236/am.2016.712119
1,116
Downloads
1,690
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
1,091
Downloads
1,513
Views
Citations
Jump Diffusion Modeling of Stock Prices on Ghana Stock Exchange
(Articles)
Osei Antwi
,
Kyere Bright
,
Kwasi Awuah Wereko
Journal of Applied Mathematics and Physics
Vol.8 No.9
,September 7, 2020
DOI:
10.4236/jamp.2020.89131
101
Downloads
360
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
2,942
Downloads
3,354
Views
Citations
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
132
Downloads
279
Views
Citations
This article belongs to the Special Issue on
Pricing Strategy, Model and Price Analysis
Combined Optimal Stopping and Mixed Regular-Singular Control of Jump Diffusions
(Articles)
Charles Kusaya
,
Memory Mandiudza
,
Nicholas Mwareya
,
Confess Matete
,
Leonard Shambira
,
Nyashadzashe Ngaza
Journal of Mathematical Finance
Vol.11 No.2
,April 1, 2021
DOI:
10.4236/jmf.2021.112010
166
Downloads
243
Views
Citations
Existence and Uniqueness of Solution to Two-Point Boundary Value for Two-Sided Fractional Differential Equations
(Articles)
Ailing Shi
,
Yu Bai
Applied Mathematics
Vol.4 No.6
,June 14, 2013
DOI:
10.4236/am.2013.46127
4,725
Downloads
6,688
Views
Citations
On the Stability of Stochastic Jump Kinetics
(Articles)
Stefan Engblom
Applied Mathematics
Vol.5 No.19
,November 18, 2014
DOI:
10.4236/am.2014.519300
4,511
Downloads
5,105
Views
Citations
This article belongs to the Special Issue on
Mathematical Biology
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