Diffusion Process - Articles - Scientific Research Publishing

Poisson Process Modeling of Pure Jump Equities on the Ghana Stock Exchange (Articles)

Osei Antwi, Kyere Bright, Martinu Issa

Journal of Applied Mathematics and Physics Vol.10 No.10，October 27, 2022

DOI: 10.4236/jamp.2022.1010207 113 Downloads 620 Views Citations
Optimal Investment and Risk Control Strategy for an Insurer under the Framework of Expected Logarithmic Utility (Articles)

Tingyun Wang

Open Journal of Statistics Vol.6 No.2，April 26, 2016

DOI: 10.4236/ojs.2016.62024 2,082 Downloads 2,798 Views Citations
The Role of Seeding in Multi-Stage vs. Two-Stage Diffusion Models (Articles)

Yair Orbach, Gila E. Fruchter

Modern Economy Vol.8 No.3，March 31, 2017

DOI: 10.4236/me.2017.83034 1,816 Downloads 3,806 Views Citations
This article belongs to the Special Issue on Consumption and Economics
A Hybrid Importance Sampling Algorithm for Estimating VaR under the Jump Diffusion Model (Articles)

Tian-Shyr Dai, Li-Min Liu

Journal of Software Engineering and Applications Vol.2 No.4，November 27, 2009

DOI: 10.4236/jsea.2009.24039 5,212 Downloads 9,214 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 4,171 Downloads 7,899 Views Citations
Duopolistic Competition and Capacity Choice with Jump-Diffusion Process (Articles)

Danmei Chen

Journal of Mathematical Finance Vol.5 No.2，May 22, 2015

DOI: 10.4236/jmf.2015.52018 2,746 Downloads 3,586 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 950 Downloads 1,892 Views Citations
A New Binomial Tree Method for European Options under the Jump Diffusion Model (Articles)

Lingkang Zhu, Xiu Kan, Huisheng Shu, Zifeng Wang

Journal of Applied Mathematics and Physics Vol.7 No.12，December 9, 2019

DOI: 10.4236/jamp.2019.712211 893 Downloads 2,049 Views Citations
The Estimation of the Spot Volatility for Diffusion Process (Articles)

Weiwei Xu, Xin Yang, Shanchao Yang

Open Journal of Statistics Vol.11 No.2，April 21, 2021

DOI: 10.4236/ojs.2021.112017 323 Downloads 914 Views Citations
This article belongs to the Special Issue on Parameters Estimation Research
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 1,409 Downloads 2,263 Views Citations
Algorithm of Iterative Process for Some Mappings and Iterative Solution of Some Diffusion Equation (Articles)

Wenjun Liu, Jinghua Meng

Open Journal of Applied Sciences Vol.2 No.4B，January 11, 2013

DOI: 10.4236/ojapps.2012.24B015 2,336 Downloads 3,884 Views Citations
The Globalization-Deglobalization Policy Conundrum (Articles)

Neil Dias Karunaratne

Modern Economy Vol.3 No.4，July 24, 2012

DOI: 10.4236/me.2012.34048 6,895 Downloads 11,642 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 3,255 Downloads 4,044 Views Citations
From Nonparametric Density Estimation to Parametric Estimation of Multidimensional Diffusion Processes (Articles)

Julien Apala N’drin, Ouagnina Hili

Applied Mathematics Vol.6 No.9，August 21, 2015

DOI: 10.4236/am.2015.69142 2,901 Downloads 3,924 Views Citations
Optimal Portfolio Choice in a Jump-Diffusion Model with Self-Exciting (Articles)

Baojun Bian, Xinfu Chen, Xudong Zeng

Journal of Mathematical Finance Vol.9 No.3，August 20, 2019

DOI: 10.4236/jmf.2019.93020 878 Downloads 2,160 Views Citations
This article belongs to the Special Issue on Financial Econometrics
Effective Trace Acquirement during Product Information Diffusion and Application (Articles)

Xuehua Sun, Jianjun Wang, Guozhang Xu, Hongwei Gao, Liping Ma

Intelligent Information Management Vol.12 No.3，May 6, 2020

DOI: 10.4236/iim.2020.123008 641 Downloads 1,266 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 450 Downloads 1,005 Views Citations
This article belongs to the Special Issue on Pricing Strategy, Model and Price Analysis
Applications of Dynamic-Equilibrium Continuous Markov Stochastic Processes to Elements of Survival Analysis (Articles)

Eugen Mamontov, Ziad Taib

Journal of Applied Mathematics and Physics Vol.7 No.1，January 14, 2019

DOI: 10.4236/jamp.2019.71006 682 Downloads 1,411 Views Citations
Brownian Motion of Radioactive Particles: Derivation and Monte Carlo Test of Spatial and Temporal Distributions (Articles)

M. P. Silverman, Akrit Mudvari

World Journal of Nuclear Science and Technology Vol.8 No.2，April 30, 2018

DOI: 10.4236/wjnst.2018.82009 987 Downloads 2,687 Views Citations
Estimation in Interacting Diffusions: Continuous and Discrete Sampling (Articles)

Jaya Prakash Narayan Bishwal

Applied Mathematics Vol.2 No.9，September 19, 2011

DOI: 10.4236/am.2011.29160 5,833 Downloads 9,122 Views Citations

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