Jump Size - Articles - Scientific Research Publishing

Bohr Correspondence Principle and Multiphoton Nature Raleigh Light Scattering (Articles)

Valeriy E. Ogluzdin

Journal of Modern Physics Vol.1 No.1，May 7, 2010

DOI: 10.4236/jmp.2010.11012 5,980 Downloads 11,043 Views Citations
Interest Rate Models (Articles)

Alex Paseka, Theodoro Koulis, Aerambamoorthy Thavaneswaran

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

DOI: 10.4236/jmf.2012.22016 7,009 Downloads 14,407 Views Citations
Hydraulic Jump in the Gulf of California (Articles)

David Salas-Monreal, David Alberto Salas-de-Leon, María Adela Monreal-Gomez, Mayra Lorena Riverón-Enzástiga, Erika Mojica-Ramírez

Open Journal of Marine Science Vol.2 No.4，October 31, 2012

DOI: 10.4236/ojms.2012.24017 6,308 Downloads 9,455 Views Citations
Super-Compressibility Phenomenon (Articles)

Kholmurad Khasanov

Journal of Modern Physics Vol.4 No.2，February 18, 2013

DOI: 10.4236/jmp.2013.42028 4,024 Downloads 6,689 Views Citations
VaR-Optimal Risk Management in Regime-Switching Jump-Diffusion Models (Articles)

Alessandro Ramponi

Journal of Mathematical Finance Vol.3 No.1，February 28, 2013

DOI: 10.4236/jmf.2013.31009 5,707 Downloads 9,971 Views Citations
Price Jump Prediction in a Limit Order Book (Articles)

Ban Zheng, Eric Moulines, Frédéric Abergel

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

DOI: 10.4236/jmf.2013.32024 9,185 Downloads 17,349 Views Citations
First normative reference of standing long jump indicates gender difference in lower muscular strength of Macedonian school children (Articles)

Seryozha Gontarev, Vujica Zivkovic, Lence A. Velickovska, Milan Naumovski

Health Vol.6 No.1，January 26, 2014

DOI: 10.4236/health.2014.61016 11,473 Downloads 15,181 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 3,269 Downloads 4,100 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 4,843 Downloads 5,919 Views Citations
This article belongs to the Special Issue on Mathematical Biology
When to Sell an Asset Where Its Drift Drops from a High Value to a Smaller One (Articles)

Pham Van Khanh

American Journal of Operations Research Vol.5 No.6，November 11, 2015

DOI: 10.4236/ajor.2015.56040 4,506 Downloads 5,268 Views Citations
A Note on the Kou’s Continuity Correction Formula (Articles)

Ting Liu, Chang Feng, Yanqiong Lu, Bei Yao

Open Journal of Social Sciences Vol.3 No.11，November 20, 2015

DOI: 10.4236/jss.2015.311005 3,272 Downloads 4,227 Views Citations
Smoothed Particle Hydrodynamic Modelling of Hydraulic Jumps: Bulk Parameters and Free Surface Fluctuations (Articles)

Patrick Jonsson, Pär Jonsén, Patrik Andreasson, T. Staffan Lundström, J. Gunnar I. Hellström

Engineering Vol.8 No.6，June 29, 2016

DOI: 10.4236/eng.2016.86036 2,291 Downloads 3,630 Views Citations
On Applications of Generalized Functions in the Discontinuous Beam Bending Differential Equations (Articles)

Dimplekumar Chalishajar, Austin States, Brad Lipscomb

Applied Mathematics Vol.7 No.16，October 25, 2016

DOI: 10.4236/am.2016.716160 2,328 Downloads 4,114 Views Citations
On Optimal Sparse-Control Problems Governed by Jump-Diffusion Processes (Articles)

Beatrice Gaviraghi, Andreas Schindele, Mario Annunziato, Alfio Borzì

Applied Mathematics Vol.7 No.16，October 25, 2016

DOI: 10.4236/am.2016.716162 1,757 Downloads 3,168 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 1,415 Downloads 2,309 Views Citations
Numerical Methods for Discrete Double Barrier Option Pricing Based on Merton Jump Diffusion Model (Articles)

Mingjia Li

Open Journal of Statistics Vol.7 No.3，June 12, 2017

DOI: 10.4236/ojs.2017.73032 1,435 Downloads 2,780 Views Citations
CVA under Bates Model with Stochastic Default Intensity (Articles)

Yaqin Feng

Journal of Mathematical Finance Vol.7 No.3，July 31, 2017

DOI: 10.4236/jmf.2017.73036 1,546 Downloads 3,298 Views Citations
Simulated Minimum Cramér-Von Mises Distance Estimation for Some Actuarial and Financial Models (Articles)

Andrew Luong, Christopher Blier-Wong

Open Journal of Statistics Vol.7 No.5，October 25, 2017

DOI: 10.4236/ojs.2017.75058 1,155 Downloads 2,194 Views Citations
A Mean-Field Stochastic Maximum Principle for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps via Malliavin Calculus (Articles)

Qing Zhou, Yong Ren

Journal of Applied Mathematics and Physics Vol.6 No.1，January 16, 2018

DOI: 10.4236/jamp.2018.61014 970 Downloads 2,117 Views Citations
Robust Finite-Time H_∞ Filtering for Discrete-Time Markov Jump Stochastic Systems (Articles)

Aiqing Zhang

Journal of Applied Mathematics and Physics Vol.6 No.11，November 26, 2018

DOI: 10.4236/jamp.2018.611201 743 Downloads 1,493 Views Citations

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