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European Option Pricing for a Stochastic Volatility Lévy Model with Stochastic Interest Rates
(Articles)
Sarisa Pinkham
,
Pairote Sattayatham
Journal of Mathematical Finance
Vol.1 No.3
,November 25, 2011
DOI:
10.4236/jmf.2011.13013
4,360
Downloads
10,199
Views
Citations
A Stochastic Correlation Model with Time Change for Pricing Credit Spread Options
(Articles)
Zhigang Tong
,
Allen Liu
Journal of Mathematical Finance
Vol.7 No.2
,May 31, 2017
DOI:
10.4236/jmf.2017.72024
1,127
Downloads
1,768
Views
Citations
This article belongs to the Special Issue on
Option Pricing
Simulation on the Time Progress of the Non-Point Source Pollution Load in Initial Stage Runoff for Small Watershed
(Articles)
Mingyuan Sun
,
Tiantian Liu
,
Bo Chen
,
Yi Zhang
,
Longxi Han
World Journal of Engineering and Technology
Vol.5 No.3B
,August 11, 2017
DOI:
10.4236/wjet.2017.53B008
601
Downloads
902
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
601
Downloads
1,057
Views
Citations
The Prediction of the Peak Time of People Taking School Bus Based on Martingale Process
(Articles)
Yuxuan Zhou
,
Shujun Liu
,
Yufeng Gui
Applied Mathematics
Vol.8 No.5
,May 18, 2017
DOI:
10.4236/am.2017.85049
1,038
Downloads
1,397
Views
Citations
The Optimal Stopping Time for Selling an Asset When It Is Uncertain Whether the Price Process Is Increasing or Decreasing When the Horizon Is Infinite
(Articles)
Nguyen Khac Minh
,
Nguyen Thanh Trung
,
Pham Van Khanh
American Journal of Operations Research
Vol.8 No.2
,March 9, 2018
DOI:
10.4236/ajor.2018.82007
616
Downloads
1,216
Views
Citations
Analysis of Change Point in Surface Temperature Time Series Using Cumulative Sum Chart and Bootstrapping for Asansol Weather Observation Station, West Bengal, India
(Articles)
Ansar Khan
,
Soumendu Chatterjee
,
Dipak Bisai
,
Nilay Kanti Barman
American Journal of Climate Change
Vol.3 No.1
,March 21, 2014
DOI:
10.4236/ajcc.2014.31008
4,374
Downloads
7,078
Views
Citations
Forestry under Climate Change. Is Time a Tool for Sustainable Forest Management?
(Articles)
Fabrizio D’Aprile
,
Nigel Tapper
,
Marco Marchetti
Open Journal of Forestry
Vol.5 No.4
,March 20, 2015
DOI:
10.4236/ojf.2015.54028
4,203
Downloads
5,249
Views
Citations
Effects of Strength-Based Approach Horticultural Therapy on Primary Students’ Resilience
(Articles)
Mei-Lun Chen
,
Li-Chen Lo
,
Shi-Jer Lou
Creative Education
Vol.9 No.16
,December 29, 2018
DOI:
10.4236/ce.2018.916223
520
Downloads
807
Views
Citations
Experimental Investigation of Visualization and Package of Phase Change Material for Thermal Management of 18650 Lithium-Ion Battery
(Articles)
Qingyu Wu
Open Access Library Journal
Vol.5 No.11
,November 26, 2018
DOI:
10.4236/oalib.1105035
375
Downloads
734
Views
Citations
Two-Sided First Exit Problem for Jump Diffusion Distribution Processes Having Jumps with a Mixture of Erlang
(Articles)
Yuzhen Wen
,
Chuancun Yin
Applied Mathematics
Vol.4 No.8
,July 30, 2013
DOI:
10.4236/am.2013.48153
3,827
Downloads
7,074
Views
Citations
A Collaborative Business Model for Imperfect Process with Setup Cost and Lead Time Reductions
(Articles)
Chien-Chung Lo
Open Journal of Social Sciences
Vol.1 No.7
,December 12, 2013
DOI:
10.4236/jss.2013.17002
3,796
Downloads
5,639
Views
Citations
Modeling and Design of Real-Time Pricing Systems Based on Markov Decision Processes
(Articles)
Koichi Kobayashi
,
Ichiro Maruta
,
Kazunori Sakurama
,
Shun-ichi Azuma
Applied Mathematics
Vol.5 No.10
,June 3, 2014
DOI:
10.4236/am.2014.510141
3,618
Downloads
4,669
Views
Citations
On the Convergence of the Dual-Pivot Quicksort Process
(Articles)
Mahmoud Ragab
,
Beih El-Sayed El-Desouky
,
Nora Nader
Open Journal of Modelling and Simulation
Vol.4 No.1
,January 29, 2016
DOI:
10.4236/ojmsi.2016.41001
3,797
Downloads
4,820
Views
Citations
Low Voltage Daily Energy Demand Temperature Dependent Representation by Using Circular Statistics
(Articles)
Pucheta Julián
,
Salas Carlos
,
Piumetto Miguel
,
Herrera Martín
,
Rodriguez Rivero Cristian
Applied Mathematics
Vol.10 No.3
,March 15, 2019
DOI:
10.4236/am.2019.103006
431
Downloads
660
Views
Citations
Flood Risk Pattern Recognition Using Chemometric Technique: A Case Study in Muda River Basin
(Articles)
Ahmad Shakir Mohd Saudi
,
Hafizan Juahir
,
Azman Azid
,
Mohd Khairul Amri Kamarudin
,
Mohd Ekhwan Toriman
,
Nor Azlina Abdul Aziz
Computational Water, Energy, and Environmental Engineering
Vol.3 No.3
,July 4, 2014
DOI:
10.4236/cweee.2014.33011
3,860
Downloads
5,231
Views
Citations
Local and Time Changes over a 66-Year Period and Annual Relocation of Saudi Arabian Subtropical High Pressure
(Articles)
Hasan Lashkari
,
Ali Akbar Matkan
,
Zainab Mohammadi
Open Journal of Geology
Vol.6 No.9
,September 14, 2016
DOI:
10.4236/ojg.2016.69081
1,724
Downloads
2,139
Views
Citations
Functional Weak Laws for the Weighted Mean Losses or Gains and Applications
(Articles)
Gane Samb Lo
,
Serigne Touba Sall
,
Pape Djiby Mergane
Applied Mathematics
Vol.6 No.5
,May 27, 2015
DOI:
10.4236/am.2015.65079
2,515
Downloads
2,943
Views
Citations
Simple, Flexible, and Interoperable SCADA System Based on Agent Technology
(Articles)
Hosny Abbas
,
Samir Shaheen
,
Mohammed Amin
Intelligent Control and Automation
Vol.6 No.3
,August 12, 2015
DOI:
10.4236/ica.2015.63018
4,973
Downloads
5,680
Views
Citations
Short and Long-Term Time Series Forecasting Stochastic Analysis for Slow Dynamic Processes
(Articles)
Julián Pucheta
,
Carlos Salas
,
Martín Herrera
,
Cristian Rodriguez Rivero
,
Gustavo Alasino
Applied Mathematics
Vol.10 No.8
,August 27, 2019
DOI:
10.4236/am.2019.108050
410
Downloads
938
Views
Citations
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