High-Order Stochastic Models - Articles - Scientific Research Publishing

Stability of High-Order Linear Itô Equations with Delays (Articles)

Lev Idels, Ramazan Kadiev, Arcady Ponosov

Applied Mathematics Vol.9 No.3，March 29, 2018

DOI: 10.4236/am.2018.93019 958 Downloads 1,743 Views Citations
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Open Journal of Applied Sciences Vol.4 No.2，February 20, 2014

DOI: 10.4236/ojapps.2014.42004 7,310 Downloads 10,935 Views Citations
Fifth-Order Comprehensive Adjoint Sensitivity Analysis Methodology for Nonlinear Systems (5th-CASAM-N): I. Mathematical Framework (Articles)

Dan Gabriel Cacuci

American Journal of Computational Mathematics Vol.12 No.1，March 11, 2022

DOI: 10.4236/ajcm.2022.121005 229 Downloads 886 Views Citations
Stochastic Maximum Principle for Optimal Advertising Models with Delay and Non-Convex Control Spaces (Articles)

Giuseppina Guatteri, Federica Masiero

Advances in Pure Mathematics Vol.14 No.6，June 18, 2024

DOI: 10.4236/apm.2024.146025 66 Downloads 289 Views Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Int'l J. of Modern Nonlinear Theory and Application Vol.2 No.1，March 13, 2013

DOI: 10.4236/ijmnta.2013.21003 6,760 Downloads 11,724 Views Citations
On the Contribution of the Stochastic Integrals to Econometrics (Articles)

Lewis N. K. Mambo, Rostin M. M. Mabela, Isaac K. Kanyama, Eugène M. Mbuyi

Applied Mathematics Vol.10 No.12，December 23, 2019

DOI: 10.4236/am.2019.1012073 711 Downloads 2,120 Views Citations
Analysis of the Precision of Bispectral Estimation Methods (Articles)

Wenbing Wu

Int'l J. of Modern Nonlinear Theory and Application Vol.8 No.3，July 20, 2019

DOI: 10.4236/ijmnta.2019.83005 673 Downloads 1,604 Views Citations
High-Order Finite Difference Method for Helmholtz Equation in Polar Coordinates (Articles)

Na Zhu, Meiling Zhao

American Journal of Computational Mathematics Vol.9 No.3，August 30, 2019

DOI: 10.4236/ajcm.2019.93013 736 Downloads 2,072 Views Citations
Developing Creative and Critical Thinking Skills via Counseling Approaches (Articles)

Wong Keat Fong, Abu Yazid Abu Bakar

Creative Education Vol.14 No.5，May 29, 2023

DOI: 10.4236/ce.2023.145064 310 Downloads 1,758 Views Citations
Discrete Evolutionary Genetics: Multiplicative Fitnesses and the Mutation-Fitness Balance (Articles)

Thierry Huillet, Servet Martinez

Applied Mathematics Vol.2 No.1，January 30, 2011

DOI: 10.4236/am.2011.21002 5,924 Downloads 9,928 Views Citations
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Journal of Mathematical Finance Vol.3 No.1，February 26, 2013

DOI: 10.4236/jmf.2013.31002 6,657 Downloads 12,495 Views Citations
A New Formula for Partitions in a Set of Entities into Empty and Nonempty Subsets, and Its Application to Stochastic and Agent-Based Computational Models (Articles)

Ghennadii Gubceac, Roman Gutu, Florentin Paladi

Applied Mathematics Vol.4 No.10C，October 4, 2013

DOI: 10.4236/am.2013.410A3003 4,700 Downloads 7,290 Views Citations
This article belongs to the Special Issue on Advances in Mathematical Physics
Solving Nonlinear Stochastic Diffusion Models with Nonlinear Losses Using the Homotopy Analysis Method (Articles)

Aisha A. Fareed, Hanafy H. El-Zoheiry, Magdy A. El-Tawil, Mohammed A. El-Beltagy, Hany N. Hassan

Applied Mathematics Vol.5 No.1，January 10, 2014

DOI: 10.4236/am.2014.51014 4,585 Downloads 6,586 Views Citations
The SABR Model: Explicit Formulae of the Moments of the Forward Prices/Rates Variable and Series Expansions of the Transition Probability Density and of the Option Prices (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Journal of Applied Mathematics and Physics Vol.2 No.7，June 13, 2014

DOI: 10.4236/jamp.2014.27062 5,246 Downloads 7,463 Views Citations
Optimal Aggregate Production Plans via a Constrained LQG Model (Articles)

Oscar S. Silva Filho

Engineering Vol.6 No.12，November 13, 2014

DOI: 10.4236/eng.2014.612075 5,419 Downloads 6,368 Views Citations
This article belongs to the Special Issue on Industrial Engineering
A Comparison of Deterministic and Stochastic Susceptible-Infected-Susceptible (SIS) and Susceptible-Infected-Recovered (SIR) Models (Articles)

Abdelmalik Moujahid, Fernando Vadillo

Open Journal of Modelling and Simulation Vol.9 No.3，July 19, 2021

DOI: 10.4236/ojmsi.2021.93016 326 Downloads 1,651 Views Citations
Some Identities Involving the High-Order Cauchy Polynomials (Articles)

Liwei Liu, Wuyungaowa

Journal of Applied Mathematics and Physics Vol.10 No.4，April 12, 2022

DOI: 10.4236/jamp.2022.104079 171 Downloads 640 Views Citations
Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models (Articles)

Tommaso Pellegrino

Journal of Mathematical Finance Vol.9 No.3，August 22, 2019

DOI: 10.4236/jmf.2019.93025 874 Downloads 1,766 Views Citations
Modeling Exchange Rate Dynamics in Egypt: Observed and Unobserved Volatility (Articles)

Dina Rofael, Rana Hosni

Modern Economy Vol.6 No.1，January 14, 2015

DOI: 10.4236/me.2015.61006 4,454 Downloads 6,098 Views Citations
Signal Classification Method Based on Support Vector Machine and High-Order Cumulants (Articles)

Xin ZHOU, Ying WU, Bin YANG

Wireless Sensor Network Vol.2 No.1，January 13, 2010

DOI: 10.4236/wsn.2010.21007 8,377 Downloads 15,135 Views Citations

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