Jump Discontinuities - Articles - Scientific Research Publishing

A Note on the Kou’s Continuity Correction Formula (Articles)

Ting Liu, Chang Feng, Yanqiong Lu, Bei Yao

Open Journal of Social Sciences Vol.3 No.11，November 20, 2015

DOI: 10.4236/jss.2015.311005 3,264 Downloads 4,197 Views Citations
Smoothed Particle Hydrodynamic Modelling of Hydraulic Jumps: Bulk Parameters and Free Surface Fluctuations (Articles)

Patrick Jonsson, Pär Jonsén, Patrik Andreasson, T. Staffan Lundström, J. Gunnar I. Hellström

Engineering Vol.8 No.6，June 29, 2016

DOI: 10.4236/eng.2016.86036 2,279 Downloads 3,586 Views Citations
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 1,753 Downloads 3,146 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 1,413 Downloads 2,283 Views Citations
Numerical Methods for Discrete Double Barrier Option Pricing Based on Merton Jump Diffusion Model (Articles)

Mingjia Li

Open Journal of Statistics Vol.7 No.3，June 12, 2017

DOI: 10.4236/ojs.2017.73032 1,430 Downloads 2,753 Views Citations
CVA under Bates Model with Stochastic Default Intensity (Articles)

Yaqin Feng

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

DOI: 10.4236/jmf.2017.73036 1,533 Downloads 3,258 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 1,149 Downloads 2,167 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 962 Downloads 2,086 Views Citations
Robust Finite-Time H_∞ Filtering for Discrete-Time Markov Jump Stochastic Systems (Articles)

Aiqing Zhang

Journal of Applied Mathematics and Physics Vol.6 No.11，November 26, 2018

DOI: 10.4236/jamp.2018.611201 740 Downloads 1,474 Views Citations
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 1,646 Downloads 7,944 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 729 Downloads 1,770 Views Citations
On the Development of a Hybridized Ant Colony Optimization (HACO) Algorithm (Articles)

Kayode J. Adebayo, Felix M. Aderibigbe, Adejoke O. Dele-Rotimi

American Journal of Computational Mathematics Vol.9 No.4，December 26, 2019

DOI: 10.4236/ajcm.2019.94026 547 Downloads 1,782 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 455 Downloads 1,026 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 462 Downloads 1,141 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 542 Downloads 2,987 Views Citations
This article belongs to the Special Issue on Mathematical Finance and Application
Option Pricing Model with Transaction Costs and Jumps in Illiquid Markets (Articles)

Praewnapa Seelama, Dawud Thongtha

Journal of Mathematical Finance Vol.11 No.3，June 10, 2021

DOI: 10.4236/jmf.2021.113020 481 Downloads 1,977 Views Citations
This article belongs to the Special Issue on Stochastic and Financial Mathematics
Stochastic HIV Infection Model with CTLs Immune Response Driven by Lévy Jumps (Articles)

Yan Cheng, Leilei Qu

Journal of Applied Mathematics and Physics Vol.10 No.3，March 9, 2022

DOI: 10.4236/jamp.2022.103051 200 Downloads 738 Views Citations
Inverse Spectral Problem for Sturm-Liouville Operator with Boundary and Jump Conditions Dependent on the Spectral Parameter (Articles)

Hui Zhao, Jijun Ao

Journal of Applied Mathematics and Physics Vol.12 No.3，March 29, 2024

DOI: 10.4236/jamp.2024.123060 155 Downloads 503 Views Citations
Real Options Assessment in the Time-Fractional Heston Model with Jump and Inertia (Articles)

Ngoyi Landu Tresor, René Gilles Bokolo, Mabela Rostin, Walo Omana

Journal of Applied Mathematics and Physics Vol.13 No.6，June 12, 2025

DOI: 10.4236/jamp.2025.136111 20 Downloads 114 Views Citations
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 4,055 Downloads 7,188 Views Citations

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