Fractional Brownian Motion - Articles - Scientific Research Publishing

Real Options Adoption with Poisson Price, Quantity, and Policy Uncertainty Jumps (Articles)

Chong (Andrea) Zhao, Gregory Colson, Hazel Wetzstein, Michael Wetzstein

Theoretical Economics Letters Vol.13 No.6，December 22, 2023

DOI: 10.4236/tel.2023.136087 149 Downloads 498 Views Citations
Financial Modeling with Geometric Brownian Motion (Articles)

Chelsea Peng, Colette Simon

Open Journal of Business and Management Vol.12 No.2，March 28, 2024

DOI: 10.4236/ojbm.2024.122065 415 Downloads 3,466 Views Citations
Survival Model Inference Using Functions of Brownian Motion (Articles)

John O’Quigley

Applied Mathematics Vol.3 No.6，June 27, 2012

DOI: 10.4236/am.2012.36098 3,907 Downloads 6,957 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 942 Downloads 1,757 Views Citations
On the Reflected Geometric Brownian Motion with Two Barriers (Articles)

Lidong Zhang, Ziping Du

Intelligent Information Management Vol.2 No.4，May 7, 2010

DOI: 10.4236/iim.2010.23034 6,302 Downloads 11,063 Views Citations
The effect of cartilaginous rings on particle deposition by convection and Brownian diffusion (Articles)

Hans O. Åkerstedt, Sofie M. Högberg, T. Staffan Lundström, Thomas Sandström

Natural Science Vol.2 No.7，July 30, 2010

DOI: 10.4236/ns.2010.27097 4,234 Downloads 8,587 Views Citations
Analysis of Hedging Profits Under Two Stock Pricing Models (Articles)

Lingyan Cao, Zheng-Feng Guo

Journal of Mathematical Finance Vol.1 No.3，November 8, 2011

DOI: 10.4236/jmf.2011.13015 4,710 Downloads 9,200 Views Citations
On Valuing Constant Maturity Swap Spread Derivatives (Articles)

Leonard Tchuindjo

Journal of Mathematical Finance Vol.2 No.2，May 23, 2012

DOI: 10.4236/jmf.2012.22020 11,055 Downloads 16,740 Views Citations
Energy Portfolio Management with Entry Decisions over an Infinite Horizon (Articles)

Zhen Liu

Applied Mathematics Vol.3 No.7，June 21, 2012

DOI: 10.4236/am.2012.37113 4,348 Downloads 6,962 Views Citations
The Existence and Uniqueness of Random Solution to Itô Stochastic Integral Equation (Articles)

Hamdin Ahmed Alafif, Caishi Wang

Applied Mathematics Vol.3 No.7，June 21, 2012

DOI: 10.4236/am.2012.37119 4,008 Downloads 7,135 Views Citations
Ito’s Formula for the Discrete-Time Quantum Walk in Two Dimensions (Articles)

Clement Ampadu

Journal of Quantum Information Science Vol.2 No.2，June 22, 2012

DOI: 10.4236/jqis.2012.22008 4,088 Downloads 7,986 Views Citations
Optimal Stopping Time for Holding an Asset (Articles)

Pham Van Khanh

American Journal of Operations Research Vol.2 No.4，November 30, 2012

DOI: 10.4236/ajor.2012.24062 6,098 Downloads 9,824 Views Citations
An Evaluation for the Probability Density of the First Hitting Time (Articles)

Shih-Yu Shen, Yi-Long Hsiao

Applied Mathematics Vol.4 No.5，May 20, 2013

DOI: 10.4236/am.2013.45108 5,866 Downloads 8,465 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 3,726 Downloads 5,360 Views Citations
Valuation of European and American Options under Variance Gamma Process (Articles)

Ferry Jaya Permana, Dharma Lesmono, Erwinna Chendra

Journal of Applied Mathematics and Physics Vol.2 No.11，October 28, 2014

DOI: 10.4236/jamp.2014.211114 3,880 Downloads 5,215 Views Citations
Searching for a Target Whose Truncated Brownian Motion (Articles)

Abd Elmoneim A. Teamah, Mohamed A. El-Hadidy, Marwa M. El-Ghoul

Applied Mathematics Vol.8 No.6，June 14, 2017

DOI: 10.4236/am.2017.86061 1,593 Downloads 2,524 Views Citations
The Arc-Sine Laws for the Skew Brownian Motion and Their Interpretation (Articles)

Ivan H. Krykun

Journal of Applied Mathematics and Physics Vol.6 No.2，February 8, 2018

DOI: 10.4236/jamp.2018.62033 1,191 Downloads 2,288 Views Citations
A Generalization of the Clark-Ocone Formula (Articles)

Mahmmoud Salih, Sulieman Jomah

Journal of Applied Mathematics and Physics Vol.6 No.7，July 19, 2018

DOI: 10.4236/jamp.2018.67121 661 Downloads 1,864 Views Citations
Multiple G-Stratonovich Integral Driven by G-Brownian Motion (Articles)

Zou Li, Fangyuan Liu, Yang Li

Journal of Applied Mathematics and Physics Vol.6 No.11，November 19, 2018

DOI: 10.4236/jamp.2018.611190 894 Downloads 1,797 Views Citations
Pricing European Option When the Stock Price Process Is Being Driven by Geometric Brownian Motion (Articles)

Kebareng I. Moalosi-Court

Open Access Library Journal Vol.6 No.8，August 2, 2019

DOI: 10.4236/oalib.1105568 279 Downloads 1,197 Views Citations

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