Martingale Probability - Articles - Scientific Research Publishing

EURIBOR Market Modeling and Monte Carlo Pricing of Caps Interest Rate Derivatives (Articles)

Enock N. Mokaya

Journal of Mathematical Finance Vol.16 No.2, May 14, 2026

DOI: 10.4236/jmf.2026.162007 50 Downloads 335 Views Citations
Discrete Time Risk Model Financed by Random Premiums (Articles)

Andrzej Korzeniowski

Journal of Mathematical Finance Vol.12 No.1, February 14, 2022

DOI: 10.4236/jmf.2022.121008 348 Downloads 1,365 Views Citations
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 4,648 Downloads 5,732 Views Citations
Multi-Period Portfolio Selection with No-Shorting Constraints: Duality Analysis (Articles)

Jun Qi, Lan Yi

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

DOI: 10.4236/jmf.2017.73040 1,263 Downloads 2,606 Views Citations
Effect of an Excess of Loss Reinsurance on Upper Bounds of Ruin Probabilities (Articles)

Nguyen Quang Chung

Journal of Mathematical Finance Vol.7 No.4, November 29, 2017

DOI: 10.4236/jmf.2017.74053 1,121 Downloads 2,617 Views Citations
Some Results on a Double Compound Poisson-Geometric Risk Model with Interference (Articles)

Dezhi Yan

Theoretical Economics Letters Vol.2 No.1, February 23, 2012

DOI: 10.4236/tel.2012.21008 6,197 Downloads 10,010 Views Citations
On the Evolution of Consanguinities (Articles)

Paul G. Bamberg

Applied Mathematics Vol.8 No.4, April 30, 2017

DOI: 10.4236/am.2017.84044 1,518 Downloads 2,549 Views Citations
A New Randomized Pólya Urn Model (Articles)

Djilali Ait Aoudia, Francois Perron

Applied Mathematics Vol.3 No.12A, December 31, 2012

DOI: 10.4236/am.2012.312A292 7,759 Downloads 12,233 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
An Upper Bound for Conditional Second Moment of the Solution of a SDE (Articles)

Andriy Yurachkivsky

Applied Mathematics Vol.4 No.1, January 28, 2013

DOI: 10.4236/am.2013.41023 3,127 Downloads 5,266 Views Citations
History of the Modern Probability Philosophy (Articles)

Seifedine Kadry

Open Journal of Philosophy Vol.4 No.2, May 6, 2014

DOI: 10.4236/ojpp.2014.42017 4,772 Downloads 7,856 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 2,210 Downloads 3,231 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 1,417 Downloads 2,416 Views Citations
Endogenous Explanation for Random Fluctuation of Stock Price and Its Application: Based on the View of Repeated Game with Asymmetric Information (Articles)

Weicheng Xu, Tian Zhou, Di Peng

Journal of Applied Mathematics and Physics Vol.9 No.4, April 21, 2021

DOI: 10.4236/jamp.2021.94050 484 Downloads 1,444 Views Citations
Hedging “Sudden Stops” and Emergent Recessions through International Reserves in Egypt—An Application of the Martingale Optimality Principle Approach (Articles)

Ahmed S. Abutaleb, Michael G. Papaioannou

Journal of Mathematical Finance Vol.11 No.3, August 3, 2021

DOI: 10.4236/jmf.2021.113024 288 Downloads 1,120 Views Citations
Assessment of Contingent Liabilities for Risk Assets Evolutions Built on Brownian Motion (Articles)

Nicholas Simon Gonchar

Advances in Pure Mathematics Vol.10 No.5, May 12, 2020

DOI: 10.4236/apm.2020.105016 815 Downloads 1,699 Views Citations
Description of Minimal Entropy Hellinger Sigma Martingale Density of Order One, Order q and Order Zero (Articles)

Winfrida Felix Mwigilwa, Jane Aduda, Ananda Omutokoh Kube

Journal of Mathematical Finance Vol.11 No.3, August 24, 2021

DOI: 10.4236/jmf.2021.113030 380 Downloads 1,324 Views Citations
Probability Brainteasers for College Students (Articles)

Sahand Rabbani, Hossein Shahmohamad

Open Journal of Statistics Vol.4 No.4, June 20, 2014

DOI: 10.4236/ojs.2014.44027 6,490 Downloads 8,359 Views Citations
Reliability Measure of a Relay Parallel System under Dependence Conditions (Articles)

Vanderlei da Costa Bueno

American Journal of Operations Research Vol.3 No.1A, January 30, 2013

DOI: 10.4236/ajor.2013.31A009 5,213 Downloads 7,920 Views Citations
This article belongs to the Special Issue on Complex System
An Optimal Life Insurance Policy in the Continuous-Time Investment-Consumption Problem (Articles)

Hideki Iwaki, Yusuke Osaki

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

DOI: 10.4236/jmf.2013.32029 5,694 Downloads 9,721 Views Citations
A Novel Method with Martingale Theory for Phase Noise Analysis in Coherent Optical Communication (Articles)

Chengle Sui, Qiangmin Wang, Shilin Xiao, Pingqing Li

Optics and Photonics Journal Vol.3 No.2B, July 19, 2013

DOI: 10.4236/opj.2013.32B041 3,866 Downloads 5,697 Views Citations

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