Jump at Default - Articles - Scientific Research Publishing

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 737 Downloads 1,462 Views Citations
Derivatives Pricing via Machine Learning (Articles)

Tingting Ye, Liangliang Zhang

Journal of Mathematical Finance Vol.9 No.3，August 27, 2019

DOI: 10.4236/jmf.2019.93029 1,637 Downloads 7,895 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 721 Downloads 1,749 Views Citations
On the Development of a Hybridized Ant Colony Optimization (HACO) Algorithm (Articles)

Kayode J. Adebayo, Felix M. Aderibigbe, Adejoke O. Dele-Rotimi

American Journal of Computational Mathematics Vol.9 No.4，December 26, 2019

DOI: 10.4236/ajcm.2019.94026 546 Downloads 1,760 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 451 Downloads 1,008 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 457 Downloads 1,129 Views Citations
Pricing Bitcoin under Double Exponential Jump-Diffusion Model with Asymmetric Jumps Stochastic Volatility (Articles)

Ndeye Fatou Sene, Mamadou Abdoulaye Konte, Jane Aduda

Journal of Mathematical Finance Vol.11 No.2，May 31, 2021

DOI: 10.4236/jmf.2021.112018 514 Downloads 2,921 Views Citations
This article belongs to the Special Issue on Mathematical Finance and Application
Option Pricing Model with Transaction Costs and Jumps in Illiquid Markets (Articles)

Praewnapa Seelama, Dawud Thongtha

Journal of Mathematical Finance Vol.11 No.3，June 10, 2021

DOI: 10.4236/jmf.2021.113020 474 Downloads 1,955 Views Citations
This article belongs to the Special Issue on Stochastic and Financial Mathematics
Stochastic HIV Infection Model with CTLs Immune Response Driven by Lévy Jumps (Articles)

Yan Cheng, Leilei Qu

Journal of Applied Mathematics and Physics Vol.10 No.3，March 9, 2022

DOI: 10.4236/jamp.2022.103051 196 Downloads 728 Views Citations
Inverse Spectral Problem for Sturm-Liouville Operator with Boundary and Jump Conditions Dependent on the Spectral Parameter (Articles)

Hui Zhao, Jijun Ao

Journal of Applied Mathematics and Physics Vol.12 No.3，March 29, 2024

DOI: 10.4236/jamp.2024.123060 147 Downloads 475 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 4,931 Downloads 6,539 Views Citations
The Growing Evidence for Photobiomodulation as a Promising Treatment for Alzheimer’s Disease (Articles)

Lew Lim

Journal of Biosciences and Medicines Vol.6 No.12，December 27, 2018

DOI: 10.4236/jbm.2018.612010 3,327 Downloads 5,658 Views Citations
Managing Factors That Correlate to High Cohort Default Rate at Public 2-Year Community Colleges in Michigan (Articles)

Emmanuel Obilor Njoku

Journal of Financial Risk Management Vol.12 No.4，December 5, 2023

DOI: 10.4236/jfrm.2023.124018 120 Downloads 398 Views Citations
The Quantification of Model Risk According to the Principle of Relative Entropy with Case Studies (Articles)

Michael Jacobs Jr.

Journal of Financial Risk Management Vol.14 No.2，April 15, 2025

DOI: 10.4236/jfrm.2025.142007 53 Downloads 616 Views Citations
Analysis of Nonlinear Stochastic Systems with Jumps Generated by Erlang Flow of Events (Articles)

Alexander S. Kozhevnikov, Konstantin A. Rybakov

Open Journal of Applied Sciences Vol.3 No.1，March 29, 2013

DOI: 10.4236/ojapps.2013.31001 4,052 Downloads 7,177 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 969 Downloads 2,079 Views Citations
The Algebraic Immersed Interface and Boundary Method for Elliptic Equations with Jump Conditions (Articles)

Arthur Sarthou, Stéphane Vincent, Philippe Angot, Jean-Paul Caltagirone

Open Journal of Fluid Dynamics Vol.10 No.3，August 19, 2020

DOI: 10.4236/ojfd.2020.103015 464 Downloads 1,309 Views Citations
Ultimate Olympics Records in Athletics Using Extreme Value Theory (Articles)

Fumio Maruyama

Open Journal of Applied Sciences Vol.12 No.4，April 29, 2022

DOI: 10.4236/ojapps.2022.124038 235 Downloads 1,205 Views Citations
A Formulation of Investor Sentiment of Cryptocurrencies and Cryptocurrency Futures and Options (Articles)

Rebecca Abraham

Theoretical Economics Letters Vol.14 No.2，April 25, 2024

DOI: 10.4236/tel.2024.142032 124 Downloads 647 Views Citations
The Fundamental Principle of Conservation of Physical Money: Its Violation and the GlobalFinancial System Collapse (Articles)

Murad Al-Shibli

iBusiness Vol.3 No.1，March 10, 2011

DOI: 10.4236/ib.2011.31013 6,616 Downloads 12,991 Views Citations

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