Fractional Brownian Motion; Geometric Asian Options; Closed-Form Solution; Risk-Free Rate - Articles

The effect of cartilaginous rings on particle deposition by convection and Brownian diffusion (Articles)

Hans O. Åkerstedt, Sofie M. Högberg, T. Staffan Lundström, Thomas Sandström

Natural Science Vol.2 No.7，July 30, 2010

DOI: 10.4236/ns.2010.27097 4,210 Downloads 8,495 Views Citations
On Valuing Constant Maturity Swap Spread Derivatives (Articles)

Leonard Tchuindjo

Journal of Mathematical Finance Vol.2 No.2，May 23, 2012

DOI: 10.4236/jmf.2012.22020 10,910 Downloads 16,438 Views Citations
The Existence and Uniqueness of Random Solution to Itô Stochastic Integral Equation (Articles)

Hamdin Ahmed Alafif, Caishi Wang

Applied Mathematics Vol.3 No.7，June 21, 2012

DOI: 10.4236/am.2012.37119 3,969 Downloads 6,988 Views Citations
Ito’s Formula for the Discrete-Time Quantum Walk in Two Dimensions (Articles)

Clement Ampadu

Journal of Quantum Information Science Vol.2 No.2，June 22, 2012

DOI: 10.4236/jqis.2012.22008 4,054 Downloads 7,849 Views Citations
Optimal Stopping Time for Holding an Asset (Articles)

Pham Van Khanh

American Journal of Operations Research Vol.2 No.4，November 30, 2012

DOI: 10.4236/ajor.2012.24062 6,025 Downloads 9,538 Views Citations
An Evaluation for the Probability Density of the First Hitting Time (Articles)

Shih-Yu Shen, Yi-Long Hsiao

Applied Mathematics Vol.4 No.5，May 20, 2013

DOI: 10.4236/am.2013.45108 5,778 Downloads 8,178 Views Citations
A Novel Method with Martingale Theory for Phase Noise Analysis in Coherent Optical Communication (Articles)

Chengle Sui, Qiangmin Wang, Shilin Xiao, Pingqing Li

Optics and Photonics Journal Vol.3 No.2B，July 19, 2013

DOI: 10.4236/opj.2013.32B041 3,629 Downloads 5,152 Views Citations
Searching for a Target Whose Truncated Brownian Motion (Articles)

Abd Elmoneim A. Teamah, Mohamed A. El-Hadidy, Marwa M. El-Ghoul

Applied Mathematics Vol.8 No.6，June 14, 2017

DOI: 10.4236/am.2017.86061 1,563 Downloads 2,412 Views Citations
The Arc-Sine Laws for the Skew Brownian Motion and Their Interpretation (Articles)

Ivan H. Krykun

Journal of Applied Mathematics and Physics Vol.6 No.2，February 8, 2018

DOI: 10.4236/jamp.2018.62033 1,144 Downloads 2,146 Views Citations
A Generalization of the Clark-Ocone Formula (Articles)

Mahmmoud Salih, Sulieman Jomah

Journal of Applied Mathematics and Physics Vol.6 No.7，July 19, 2018

DOI: 10.4236/jamp.2018.67121 637 Downloads 1,753 Views Citations
Multiple G-Stratonovich Integral Driven by G-Brownian Motion (Articles)

Zou Li, Fangyuan Liu, Yang Li

Journal of Applied Mathematics and Physics Vol.6 No.11，November 19, 2018

DOI: 10.4236/jamp.2018.611190 843 Downloads 1,613 Views Citations
Brownian Motion & the Stochastic Behavior of Stocks (Articles)

Pantelis Tassopoulos, Yorgos Protonotarios

Journal of Mathematical Finance Vol.12 No.1，February 15, 2022

DOI: 10.4236/jmf.2022.121009 363 Downloads 2,891 Views Citations
Hydrodynamic Interactions Introduce Differences in the Behaviour of a Ratchet Dimer Brownian Motor (Articles)

José A. Fornés

Journal of Biomaterials and Nanobiotechnology Vol.6 No.2，March 12, 2015

DOI: 10.4236/jbnb.2015.62008 4,948 Downloads 5,715 Views Citations
An Empirical Study of Option Prices under the Hybrid Brownian Motion Model (Articles)

Hideki Iwaki, Lei Luo

Journal of Mathematical Finance Vol.3 No.2，May 24, 2013

DOI: 10.4236/jmf.2013.32033 4,748 Downloads 7,789 Views Citations
Absorption Rate into a Small Sphere for a Diffusing Particle Confined in a Large Sphere (Articles)

Hongyun Wang, Hong Zhou

Applied Mathematics Vol.7 No.7，April 28, 2016

DOI: 10.4236/am.2016.77065 1,818 Downloads 2,744 Views Citations
An investigation using high-precision CCD laser displacement sensor to measure body surface motion induced by heartbeat (Articles)

Satoshi Suzuki, Takemi Matsui, Takafumi Asao, Kentaro Kotani

Journal of Biomedical Science and Engineering Vol.5 No.11，November 27, 2012

DOI: 10.4236/jbise.2012.511084 4,162 Downloads 6,394 Views Citations
Markerless Respiratory Motion Tracking Using Single Depth Camera (Articles)

Shinobu Kumagai, Ryohei Uemura, Toru Ishibashi, Susumu Nakabayashi, Norikazu Arai, Takenori Kobayashi, Jun’ichi Kotoku

Open Journal of Medical Imaging Vol.6 No.1，March 25, 2016

DOI: 10.4236/ojmi.2016.61003 3,073 Downloads 4,526 Views Citations
Deposition of charged nano-particles in the human airways including effects from cartilaginous rings (Articles)

Hans O. Akerstedt

Natural Science Vol.3 No.10，October 21, 2011

DOI: 10.4236/ns.2011.310113 5,181 Downloads 8,913 Views Citations
A Computational Approach to Financial Option Pricing Using Quasi Monte Carlo Methods via Variance Reduction Techniques (Articles)

Farshid Mehrdoust, Kianoush Fathi Vajargah

Journal of Mathematical Finance Vol.2 No.2，May 23, 2012

DOI: 10.4236/jmf.2012.22021 4,967 Downloads 10,084 Views Citations
Telegraph Equations and Complementary Dirac Equation from Brownian Movement (Articles)

Balwant Singh Rajput

Journal of Modern Physics Vol.3 No.9，September 24, 2012

DOI: 10.4236/jmp.2012.39128 3,964 Downloads 6,272 Views Citations

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