Stochastic Continuous-Time Models - Articles - Scientific Research Publishing

On the Contribution of the Stochastic Integrals to Econometrics (Articles)

Lewis N. K. Mambo, Rostin M. M. Mabela, Isaac K. Kanyama, Eugène M. Mbuyi

Applied Mathematics Vol.10 No.12，December 23, 2019

DOI: 10.4236/am.2019.1012073 711 Downloads 2,118 Views Citations
The Dynamic-to-Static Conversion of Dynamic Fault Trees Using Stochastic Dependency Graphs and Stochastic Activity Networks (Articles)

Gabriele Manno, Ferdinando Chiacchio, Francesco Pappalardo

Engineering Vol.5 No.2，February 6, 2013

DOI: 10.4236/eng.2013.52023 4,362 Downloads 6,673 Views Citations
A Stochastic SIVS Epidemic Model Based on Birth and Death Process (Articles)

Lin Zhu, Tiansi Zhang

Journal of Applied Mathematics and Physics Vol.4 No.9，September 29, 2016

DOI: 10.4236/jamp.2016.49186 1,908 Downloads 3,564 Views Citations
Assessing the Risks of Trading Strategies Using Acceptability Indices (Articles)

Masimba E. Sonono, Hopolang P. Mashele

Journal of Mathematical Finance Vol.3 No.4，November 27, 2013

DOI: 10.4236/jmf.2013.34049 3,432 Downloads 5,552 Views Citations
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Open Journal of Applied Sciences Vol.4 No.2，February 20, 2014

DOI: 10.4236/ojapps.2014.42004 7,310 Downloads 10,931 Views Citations
Stochastic Maximum Principle for Optimal Advertising Models with Delay and Non-Convex Control Spaces (Articles)

Giuseppina Guatteri, Federica Masiero

Advances in Pure Mathematics Vol.14 No.6，June 18, 2024

DOI: 10.4236/apm.2024.146025 66 Downloads 289 Views Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Int'l J. of Modern Nonlinear Theory and Application Vol.2 No.1，March 13, 2013

DOI: 10.4236/ijmnta.2013.21003 6,760 Downloads 11,723 Views Citations
Discrete Evolutionary Genetics: Multiplicative Fitnesses and the Mutation-Fitness Balance (Articles)

Thierry Huillet, Servet Martinez

Applied Mathematics Vol.2 No.1，January 30, 2011

DOI: 10.4236/am.2011.21002 5,923 Downloads 9,924 Views Citations
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Journal of Mathematical Finance Vol.3 No.1，February 26, 2013

DOI: 10.4236/jmf.2013.31002 6,657 Downloads 12,494 Views Citations
A New Formula for Partitions in a Set of Entities into Empty and Nonempty Subsets, and Its Application to Stochastic and Agent-Based Computational Models (Articles)

Ghennadii Gubceac, Roman Gutu, Florentin Paladi

Applied Mathematics Vol.4 No.10C，October 4, 2013

DOI: 10.4236/am.2013.410A3003 4,700 Downloads 7,286 Views Citations
This article belongs to the Special Issue on Advances in Mathematical Physics
Solving Nonlinear Stochastic Diffusion Models with Nonlinear Losses Using the Homotopy Analysis Method (Articles)

Aisha A. Fareed, Hanafy H. El-Zoheiry, Magdy A. El-Tawil, Mohammed A. El-Beltagy, Hany N. Hassan

Applied Mathematics Vol.5 No.1，January 10, 2014

DOI: 10.4236/am.2014.51014 4,585 Downloads 6,585 Views Citations
The SABR Model: Explicit Formulae of the Moments of the Forward Prices/Rates Variable and Series Expansions of the Transition Probability Density and of the Option Prices (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Journal of Applied Mathematics and Physics Vol.2 No.7，June 13, 2014

DOI: 10.4236/jamp.2014.27062 5,245 Downloads 7,460 Views Citations
Optimal Aggregate Production Plans via a Constrained LQG Model (Articles)

Oscar S. Silva Filho

Engineering Vol.6 No.12，November 13, 2014

DOI: 10.4236/eng.2014.612075 5,419 Downloads 6,367 Views Citations
This article belongs to the Special Issue on Industrial Engineering
A Comparison of Deterministic and Stochastic Susceptible-Infected-Susceptible (SIS) and Susceptible-Infected-Recovered (SIR) Models (Articles)

Abdelmalik Moujahid, Fernando Vadillo

Open Journal of Modelling and Simulation Vol.9 No.3，July 19, 2021

DOI: 10.4236/ojmsi.2021.93016 326 Downloads 1,649 Views Citations
Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models (Articles)

Tommaso Pellegrino

Journal of Mathematical Finance Vol.9 No.3，August 22, 2019

DOI: 10.4236/jmf.2019.93025 874 Downloads 1,766 Views Citations
Modeling Exchange Rate Dynamics in Egypt: Observed and Unobserved Volatility (Articles)

Dina Rofael, Rana Hosni

Modern Economy Vol.6 No.1，January 14, 2015

DOI: 10.4236/me.2015.61006 4,454 Downloads 6,095 Views Citations
A New Approach to Complex Bandpass Sigma Delta Modulator Design for GPS/Galileo Receiver (Articles)

Nima Ahmadpoor, Ebrahim Farshidi

Circuits and Systems Vol.3 No.1，December 31, 2011

DOI: 10.4236/cs.2012.31006 5,824 Downloads 9,967 Views Citations
Eigenstructure Assignment Method and Its Applications to the Constrained Problem (Articles)

H. Maarouf, A. Baddou

World Journal of Engineering and Technology Vol.2 No.2，May 27, 2014

DOI: 10.4236/wjet.2014.22017 2,901 Downloads 5,362 Views Citations
On the Iterative Solution to H_∞ Control Problems (Articles)

Ivan G. Ivanov, Ivelin G. Ivanov, Nikolay C. Netov

Applied Mathematics Vol.6 No.8，July 17, 2015

DOI: 10.4236/am.2015.68119 3,326 Downloads 4,187 Views Citations
Two Optimization Problems of a Continuous-in-Time Financial Model (Articles)

Emmanuel Frénod, Pierre Ménard, Mohamad Safa

Journal of Mathematical Finance Vol.8 No.1，January 29, 2018

DOI: 10.4236/jmf.2018.81003 950 Downloads 2,112 Views Citations

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