Jump-Diffusion Model - Articles - Scientific Research Publishing

On Optimal Sparse-Control Problems Governed by Jump-Diffusion Processes (Articles)

Beatrice Gaviraghi, Andreas Schindele, Mario Annunziato, Alfio Borzì

Applied Mathematics Vol.7 No.16, October 25, 2016

DOI: 10.4236/am.2016.716162 1,910 Downloads 3,670 Views Citations
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 1,557 Downloads 2,830 Views Citations
Simulated Minimum Cramér-Von Mises Distance Estimation for Some Actuarial and Financial Models (Articles)

Andrew Luong, Christopher Blier-Wong

Open Journal of Statistics Vol.7 No.5, October 25, 2017

DOI: 10.4236/ojs.2017.75058 1,346 Downloads 2,738 Views Citations
A Mean-Field Stochastic Maximum Principle for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps via Malliavin Calculus (Articles)

Qing Zhou, Yong Ren

Journal of Applied Mathematics and Physics Vol.6 No.1, January 16, 2018

DOI: 10.4236/jamp.2018.61014 1,093 Downloads 2,638 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 1,088 Downloads 2,865 Views Citations
This article belongs to the Special Issue on Financial Econometrics
Derivatives Pricing via Machine Learning (Articles)

Tingting Ye, Liangliang Zhang

Journal of Mathematical Finance Vol.9 No.3, August 27, 2019

DOI: 10.4236/jmf.2019.93029 1,948 Downloads 8,888 Views Citations
A Clustering Method to Solve Backward Stochastic Differential Equations with Jumps (Articles)

Liangliang Zhang

Journal of Mathematical Finance Vol.10 No.1, December 13, 2019

DOI: 10.4236/jmf.2020.101001 890 Downloads 2,211 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 571 Downloads 1,401 Views Citations
This article belongs to the Special Issue on Pricing Strategy, Model and Price Analysis
Combined Optimal Stopping and Mixed Regular-Singular Control of Jump Diffusions (Articles)

Charles Kusaya, Memory Mandiudza, Nicholas Mwareya, Confess Matete, Leonard Shambira, Nyashadzashe Ngaza

Journal of Mathematical Finance Vol.11 No.2, April 1, 2021

DOI: 10.4236/jmf.2021.112010 587 Downloads 1,531 Views Citations
Pricing Bitcoin under Double Exponential Jump-Diffusion Model with Asymmetric Jumps Stochastic Volatility (Articles)

Ndeye Fatou Sene, Mamadou Abdoulaye Konte, Jane Aduda

Journal of Mathematical Finance Vol.11 No.2, May 31, 2021

DOI: 10.4236/jmf.2021.112018 674 Downloads 3,816 Views Citations
This article belongs to the Special Issue on Mathematical Finance and Application
Analysis of Nonlinear Stochastic Systems with Jumps Generated by Erlang Flow of Events (Articles)

Alexander S. Kozhevnikov, Konstantin A. Rybakov

Open Journal of Applied Sciences Vol.3 No.1, March 29, 2013

DOI: 10.4236/ojapps.2013.31001 4,260 Downloads 7,679 Views Citations
The Pricing of Dual-Expiry Exotics with Mean Reversion and Jumps (Articles)

Kevin Z. Tong, Dongping Hou, Jianhua Guan

Journal of Mathematical Finance Vol.9 No.1, January 29, 2019

DOI: 10.4236/jmf.2019.91003 1,124 Downloads 2,571 Views Citations
Model Averaging by Stacking (Articles)

Claudio Morana

Open Journal of Statistics Vol.5 No.7, December 30, 2015

DOI: 10.4236/ojs.2015.57079 5,461 Downloads 6,907 Views Citations
This article belongs to the Special Issue on Multivariate Statistical Analysis
Towards Automatic Transformation from UML Model to FSM Model for Web Applications (Articles)

Xi Wang, Huaikou Miao, Liang Guo

Journal of Software Engineering and Applications Vol.1 No.1, December 9, 2008

DOI: 10.4236/jsea.2008.11010 6,427 Downloads 12,083 Views Citations
Model Interpretation Development: Analysis Design of Automatic Control System (Articles)

Guohua Wu, Wenning Liu, Qiuhua Zheng, Zhen Zhang

Journal of Software Engineering and Applications Vol.2 No.2, July 15, 2009

DOI: 10.4236/jsea.2009.22017 6,766 Downloads 11,817 Views Citations
The Models of Investing Schools (Articles)

Jun’e Liu, Lei Chai, Zina Xu

Journal of Applied Mathematics and Physics Vol.4 No.6, June 16, 2016

DOI: 10.4236/jamp.2016.46113 2,059 Downloads 3,209 Views Citations
A Small-Size Macroeconometric Model for Pakistan Economy (Articles)

Muhammad Nadim Hanif, Zulfiqar Hyder, Muhammad Amin Khan Lodhi, Mahmood ul Hassan Khan, Irem Batool

Technology and Investment Vol.2 No.2, June 3, 2011

DOI: 10.4236/ti.2011.22008 7,016 Downloads 13,516 Views Citations
Solving Basic Inventory Models Using Excel (Articles)

Sarbjit Singh

Theoretical Economics Letters Vol.8 No.11, August 6, 2018

DOI: 10.4236/tel.2018.811137 3,075 Downloads 11,646 Views Citations
Application of Markowitz Model to Mongolian Government Budget (Articles)

Ch. Ankhbayar, B. Lkhagvajav, N. Tungalag, R. Enkhbat

iBusiness Vol.11 No.3, September 19, 2019

DOI: 10.4236/ib.2019.113004 966 Downloads 2,283 Views Citations
NARCCAP Model Skill and Bias for the Southeast United States (Articles)

Erik D. Kabela, Gregory J. Carbone

American Journal of Climate Change Vol.4 No.1, March 23, 2015

DOI: 10.4236/ajcc.2015.41009 4,700 Downloads 6,421 Views Citations

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