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   2,938 Downloads  3,346 Views  Citations

Is the Driving Force of a Continuous Process a Brownian Motion or Fractional Brownian Motion? (Articles)

Xinbing Kong, Bingyi Jing, Cuixia Li

Journal of Mathematical Finance Vol.3 No.4，November 15, 2013

DOI: 10.4236/jmf.2013.34048   2,751 Downloads  4,737 Views  Citations

Quantum Effect on Elementary Process of Diffusion and Collective Motion of Brown Particles (Articles)

Takahisa Okino

Journal of Modern Physics Vol.9 No.5，April 25, 2018

DOI: 10.4236/jmp.2018.95063   546 Downloads  928 Views  Citations

Application of G-Brown Motion in the Stock Price (Articles)

Chuankang Chai

Journal of Mathematical Finance Vol.10 No.1，December 20, 2019

DOI: 10.4236/jmf.2020.101003   311 Downloads  603 Views  Citations

Evaluation of Daily Tumor Motion by Measuring Fiducial Length on CBCT Images in Pancreatic Stereotactic Body Radiation Therapy (Articles)

Si Young Jang, Min-Sig Hwang, Ron Lalonde, Dwight E. Heron, M. Saiful Huq

Int'l J. of Medical Physics, Clinical Eng. and Radiation Oncology Vol.8 No.2，April 2, 2019

DOI: 10.4236/ijmpcero.2019.82007   422 Downloads  628 Views  Citations

Strong Local Non-Determinism of Sub-Fractional Brownian Motion (Articles)

Nana Luan

Applied Mathematics Vol.6 No.13，November 30, 2015

DOI: 10.4236/am.2015.613194   2,829 Downloads  3,354 Views  Citations
This article belongs to the Special Issue on Fractional Calculus

Controllability of a Stochastic Neutral Functional Differential Equation Driven by a fBm (Articles)

Jingqi Han, Litan Yan

Journal of Applied Mathematics and Physics Vol.6 No.4，April 27, 2018

DOI: 10.4236/jamp.2018.64078   452 Downloads  916 Views  Citations

Further Results on Convergence for Nonlinear Transformations of Fractionally Integrated Time Series (Articles)

Chien-Ho Wang

Theoretical Economics Letters Vol.2 No.4，November 1, 2012

DOI: 10.4236/tel.2012.24075   3,740 Downloads  5,571 Views  Citations

One Dimensional Random Motion on Segment with Reflecting Edges and Dependent Increments (Articles)

Gurami Tsitsiashvili

Journal of Applied Mathematics and Physics Vol.6 No.3，March 15, 2018

DOI: 10.4236/jamp.2018.63045   348 Downloads  518 Views  Citations

Mixed Fractional Merton Model to Evaluate European Options with Transaction Costs (Articles)

Foad Shokrollahi

Journal of Mathematical Finance Vol.8 No.4，November 7, 2018

DOI: 10.4236/jmf.2018.84040   565 Downloads  909 Views  Citations

Simulation of a Daily Precipitation Time Series Using a Stochastic Model with Filtering (Articles)

Chieko Gomi, Yasuhisa Kuzuha

Open Journal of Modern Hydrology Vol.3 No.4，October 23, 2013

DOI: 10.4236/ojmh.2013.34025   3,150 Downloads  5,474 Views  Citations

From Dynamic Linear Evaluation Rule to Dynamic CAPM in a Fractional Brownian Motion Environment (Articles)

Qing Zhou, Chao Li

Journal of Mathematical Finance Vol.2 No.4，November 23, 2012

DOI: 10.4236/jmf.2012.24034   4,506 Downloads  7,170 Views  Citations

Markerless Respiratory Motion Tracking Using Single Depth Camera (Articles)

Shinobu Kumagai, Ryohei Uemura, Toru Ishibashi, Susumu Nakabayashi, Norikazu Arai, Takenori Kobayashi, Jun’ichi Kotoku

Open Journal of Medical Imaging Vol.6 No.1，March 25, 2016

DOI: 10.4236/ojmi.2016.61003   2,563 Downloads  3,365 Views  Citations

Evaluation of Geometric Asian Power Options under Fractional Brownian Motion (Articles)

Zhijuan Mao, Zhian Liang

Journal of Mathematical Finance Vol.4 No.1，December 25, 2013

DOI: 10.4236/jmf.2014.41001   4,880 Downloads  7,971 Views  Citations
This article belongs to the Special Issue on Option Pricing Research

Efficacy of Daily Cone-Beam Computed Tomography as Part of a Rescan Protocol for Large Offset to Reduce the Inter-Fractional Motion of the Prostate (Articles)

Shinsaku Yamaguchi, Takayuki Ohguri, Hajime Imada, Katsuya Yahara, Hiroyuki Narisada, Satoshi Iwasaki, Toshihiro Onoda, Yuta Ezaki, Eiji Hamada, Yukunori Korogi

Int'l J. of Medical Physics, Clinical Eng. and Radiation Oncology Vol.3 No.4，September 19, 2014

DOI: 10.4236/ijmpcero.2014.34025   2,794 Downloads  3,521 Views  Citations

Attenuated Model of Pricing Credit Default Swap under the Fractional Brownian Motion Environment (Articles)

Wenjing Gu, Yinglin Liu, Ruili Hao

Journal of Mathematical Finance Vol.6 No.2，March 9, 2016

DOI: 10.4236/jmf.2016.62021   2,546 Downloads  3,072 Views  Citations

Geometric Fractional Brownian Motion Perturbed by Fractional Ornstein-Uhlenbeck Process and Application on KLCI Option Pricing (Articles)

Mohammed Alhagyan, Masnita Misiran, Zurni Omar

Open Access Library Journal Vol.3 No.8，August 19, 2016

DOI: 10.4236/oalib.1102863   1,259 Downloads  1,784 Views  Citations

Brown Tumor of the Maxilla Revealing Primary Hyperparathyroidism (Articles)

Madiha Mahfoudhi, Khaled Khamassi, Amel Gaieb Battikh, Rym Lahiani, Turki Sami, Mamia Ben Salah

International Journal of Clinical Medicine Vol.6 No.4，April 16, 2015

DOI: 10.4236/ijcm.2015.64031   3,170 Downloads  3,748 Views  Citations

Applications of Fractional Calculus to Newtonian Mechanics (Articles)

Gabriele U. Varieschi

Journal of Applied Mathematics and Physics Vol.6 No.6，June 21, 2018

DOI: 10.4236/jamp.2018.66105   1,086 Downloads  2,113 Views  Citations

The Effect of Chitosan Prepared in Different Solvents on the Quality Parameters of Brown Trout Fillets (Salmo trutta fario) (Articles)

Gonca Alak

Food and Nutrition Sciences Vol.3 No.9，September 12, 2012

DOI: 10.4236/fns.2012.39172   4,100 Downloads  6,531 Views  Citations