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Affiliation
ISSN
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The Sum and Difference of Two Constant Elasticity of Variance Stochastic Variables
(Articles)
Chi-Fai Lo
Applied Mathematics
Vol.4 No.11
,November 5, 2013
DOI:
10.4236/am.2013.411203
4,078
Downloads
5,602
Views
Citations
A Simple Generalisation of Kirk’s Approximation for Multi-Asset Spread Options by the Lie-Trotter Operator Splitting Method
(Articles)
Chi-Fai Lo
Journal of Mathematical Finance
Vol.4 No.3
,May 6, 2014
DOI:
10.4236/jmf.2014.43016
5,622
Downloads
7,180
Views
Citations
Optimal Investment Problem with Multiple Risky Assets under the Constant Elasticity of Variance (CEV) Model
(Articles)
Hui Zhao
,
Ximin Rong
,
Weiqin Ma
,
Bo Gao
Modern Economy
Vol.3 No.6
,October 31, 2012
DOI:
10.4236/me.2012.36092
3,989
Downloads
6,633
Views
Citations
A Unified Stochastic Volatility—Stochastic Correlation Model
(Articles)
Xiang Lu
,
Gunter Meissner
,
Hong Sherwin
Journal of Mathematical Finance
Vol.10 No.4
,November 25, 2020
DOI:
10.4236/jmf.2020.104039
106
Downloads
322
Views
Citations
This article belongs to the Special Issue on
Financial Statistics
On Optimal Ordering of Service Parameters of a Coxian Queueing Model with Three Phases
(Articles)
Vedat Sağlam
,
Murat Sağır
,
Erdinç Yücesoy
,
Müjgan Zobu
Open Journal of Optimization
Vol.4 No.3
,August 26, 2015
DOI:
10.4236/ojop.2015.43008
2,770
Downloads
3,236
Views
Citations
Malliavin Differentiability of CEV-Type Heston Model
(Articles)
Shota Tsumurai
Journal of Mathematical Finance
Vol.10 No.1
,February 26, 2020
DOI:
10.4236/jmf.2020.101012
252
Downloads
427
Views
Citations
The Impact of Asset Price Bubbles on Credit Risk Measures
(Articles)
Michael Jacobs Jr.
Journal of Financial Risk Management
Vol.4 No.4
,November 30, 2015
DOI:
10.4236/jfrm.2015.44019
4,405
Downloads
5,349
Views
Citations
Correlation of Brownian Motions and Its Impact on a Reinsurer’s Optimal Investment Strategy and Reinsured Proportion under Exponential Utility Maximization and Constant Elasticity of Variance Model
(Articles)
Silas A. Ihedioha
Open Access Library Journal
Vol.5 No.10
,October 30, 2018
DOI:
10.4236/oalib.1104954
199
Downloads
327
Views
Citations
Numeric Solution of the Fokker-Planck-Kolmogorov Equation
(Articles)
Claudio Floris
Engineering
Vol.5 No.12
,November 26, 2013
DOI:
10.4236/eng.2013.512119
6,587
Downloads
10,089
Views
Citations
Comparison of Probability Distributions for Estimation of Peak Flood Discharge
(Articles)
N. Vivekanandan
Open Access Library Journal
Vol.1 No.4
,July 2, 2014
DOI:
10.4236/oalib.1100498
3,341
Downloads
4,084
Views
Citations
Orbital Properties of Regular Chain
(Articles)
Kaiguang Zhang
,
Haixia Du
,
Hongling Meng
,
Mingting Ba
Applied Mathematics
Vol.5 No.21
,December 1, 2014
DOI:
10.4236/am.2014.521308
3,039
Downloads
3,327
Views
Citations
Stochastic Viscosity Solutions for SPDEs with Discontinuous Coefficients
(Articles)
Yidong Zhang
Applied Mathematics
Vol.11 No.11
,November 30, 2020
DOI:
10.4236/am.2020.1111083
135
Downloads
242
Views
Citations
Numerical Methods in Financial and Actuarial Applications: A Stochastic Maximum Principle Approach
(Articles)
Marina Di Giacinto
Journal of Mathematical Finance
Vol.8 No.2
,April 4, 2018
DOI:
10.4236/jmf.2018.82019
757
Downloads
1,572
Views
Citations
This article belongs to the Special Issue on
Actuarial Science and Finance
A Note on Laws of Motion for Aggregate Distributions
(Articles)
Damir Stijepic
Theoretical Economics Letters
Vol.10 No.6
,December 25, 2020
DOI:
10.4236/tel.2020.106083
56
Downloads
150
Views
Citations
On Approximating Two Distributions from a Single Complex-Valued Function
(Articles)
William Dana Flanders
,
George Japaridze
Applied Mathematics
Vol.1 No.6
,December 27, 2010
DOI:
10.4236/am.2010.16058
5,115
Downloads
9,531
Views
Citations
Age-Related Changes in Probability Density Function of Pairwise Euclidean Distances between Multichannel Human EEG Signals
(Articles)
Mikhail Trifonov
,
Vladimir Rozhkov
Journal of Biosciences and Medicines
Vol.2 No.4
,June 12, 2014
DOI:
10.4236/jbm.2014.24004
2,810
Downloads
3,814
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 Effects of Transaction Cost and Correlation of Brownian Motions on an Insurer’s Optimal Investment Strategy through Logarithmic Utility Optimization under Modified Constant Elasticity of Variance (M-CEV) Model
(Articles)
Silas A. Ihedioha
,
Gbenga M. Ogungbenle
,
Philip T. Ajai
Open Access Library Journal
Vol.7 No.7
,July 13, 2020
DOI:
10.4236/oalib.1106488
45
Downloads
115
Views
Citations
On a Characterization of Zero-Inflated Negative Binomial Distribution
(Articles)
R. Suresh
,
G. Nanjundan
,
S. Nagesh
,
Sadiq Pasha
Open Journal of Statistics
Vol.5 No.6
,October 13, 2015
DOI:
10.4236/ojs.2015.56053
3,469
Downloads
4,304
Views
Citations
A Note on “Limit Distributions of Self-Normalized Sums” Using Cauchy-Generated Samples
(Articles)
Jan Vrbik
Applied Mathematics
Vol.10 No.11
,October 25, 2019
DOI:
10.4236/am.2019.1011062
279
Downloads
406
Views
Citations
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