Stochastic Model - Articles - Scientific Research Publishing

An Explicit Solution for a Portfolio Selection Problem with Stochastic Volatility (Articles)

Albert N. Sandjo, Fabrice Colin, Salissou Moutari

Journal of Mathematical Finance Vol.7 No.1，February 28, 2017

DOI: 10.4236/jmf.2017.71011 1,950 Downloads 3,966 Views Citations
Mathematical Analysis of Financial Model on Market Price with Stochastic Volatility (Articles)

Mitun Kumar Mondal, Md. Abdul Alim, Md. Faizur Rahman, Md. Haider Ali Biswas

Journal of Mathematical Finance Vol.7 No.2，May 19, 2017

DOI: 10.4236/jmf.2017.72019 2,967 Downloads 6,046 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 1,528 Downloads 3,230 Views Citations
The Full Potential of Continuous System Simulation Modelling (Articles)

Leif Gustafsson, Mikael Sternad, Erik Gustafsson

Open Journal of Modelling and Simulation Vol.5 No.4，October 31, 2017

DOI: 10.4236/ojmsi.2017.54019 1,988 Downloads 4,830 Views Citations
The Call Option Pricing Based on Investment Strategy with Stochastic Interest Rate (Articles)

Xin Zhang, Huisheng Shu, Xiu Kan, Yingyi Fang, Zhiwei Zheng

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

DOI: 10.4236/jmf.2018.81004 1,450 Downloads 3,698 Views Citations
Discrete-Time Nonlinear Stochastic Optimal Control Problem Based on Stochastic Approximation Approach (Articles)

Sie Long Kek, Sy Yi Sim, Wah June Leong, Kok Lay Teo

Advances in Pure Mathematics Vol.8 No.3，March 14, 2018

DOI: 10.4236/apm.2018.83012 845 Downloads 2,094 Views Citations
Frequent and/or Durable? The Predictive Impact of Initial Face-to-Face Contacts on the Formation and Evolution of Students’ Developmental Peer Network Relationships (Articles)

Lisa Thiele, Martin Atzmueller, Gerd Stumme, Simone Kauffeld

Psychology Vol.9 No.4，April 18, 2018

DOI: 10.4236/psych.2018.94040 814 Downloads 1,732 Views Citations
Path Selection of China’s Medical Reform Based on Empirical Measurement of Asymmetric Information (Articles)

Xiaoxuan Yang

Health Vol.10 No.10，October 29, 2018

DOI: 10.4236/health.2018.1010109 732 Downloads 1,762 Views Citations
Analysis of the Technical Efficiency of Maize Farmers and its Influencing Factors in Ombella Mpoko, Central African Republic (Articles)

Reakine Slim Ouaïmon Payang, Chaitor Poyearleng, Francine Josée Dérébona Ngaisset, Xianli Xia

Open Journal of Social Sciences Vol.7 No.2，February 25, 2019

DOI: 10.4236/jss.2019.72018 1,018 Downloads 2,619 Views Citations
Optimal Investment and Risk Control Strategies for an Insurance Fund in Stochastic Framework (Articles)

Patrick Kandege Mwanakatwe, Xiaoguang Wang, Yue Su

Journal of Mathematical Finance Vol.9 No.3，July 8, 2019

DOI: 10.4236/jmf.2019.93014 868 Downloads 2,161 Views Citations
Stability of Stochastic Logistic Model with Ornstein-Uhlenbeck Process for Cell Growth of Microorganism in Fermentation Process (Articles)

Tawfiqullah Ayoubi

Applied Mathematics Vol.10 No.8，August 13, 2019

DOI: 10.4236/am.2019.108047 805 Downloads 1,876 Views Citations
A Study of Trade Efficiency and Potentials between Jiangsu Province and the Countries along the Belt and Road Initiative (Articles)

Jiayu Wang, Wen Tian

Open Journal of Social Sciences Vol.8 No.2，February 26, 2020

DOI: 10.4236/jss.2020.82013 638 Downloads 1,848 Views Citations
The Asymmetry of Shanghai Composite Index Volatility—Stochastic Volatility Models Based on GHST Distribution (Articles)

Xu Han, Jihong Kong

Open Journal of Social Sciences Vol.8 No.12，December 28, 2020

DOI: 10.4236/jss.2020.812028 316 Downloads 928 Views Citations
Application of Stochastic Optimization to Optimal Preventive Maintenance Problem (Articles)

Petr Volf

Journal of Applied Mathematics and Physics Vol.9 No.10，October 14, 2021

DOI: 10.4236/jamp.2021.910157 231 Downloads 964 Views Citations
A Study of Quantitative Progress Evaluation Models for Open Source Projects (Articles)

Hironobu Sone, Yoshinobu Tamura, Shigeru Yamada

Journal of Software Engineering and Applications Vol.15 No.5，May 31, 2022

DOI: 10.4236/jsea.2022.155010 231 Downloads 833 Views Citations
Forecasting Crude Oil Price Volatility by Heston Model (Articles)

Patrick Kandege Mwanakatwe, Joanitha Daniel, Kulwa Roberth Nzungu

Journal of Mathematical Finance Vol.13 No.3，August 29, 2023

DOI: 10.4236/jmf.2023.133026 240 Downloads 1,192 Views Citations
Exploring Efficiency and Potential of China’s Textile and Apparel Export to the RCEP Countries Reflections on the Stochastic Frontier Gravity Model (Articles)

Yanjing Liang

Open Journal of Business and Management Vol.13 No.1，January 26, 2025

DOI: 10.4236/ojbm.2025.131031 59 Downloads 247 Views Citations
Simulation of a Daily Precipitation Time Series Using a Stochastic Model with Filtering (Articles)

Chieko Gomi, Yasuhisa Kuzuha

Open Journal of Modern Hydrology Vol.3 No.4，October 23, 2013

DOI: 10.4236/ojmh.2013.34025 3,530 Downloads 6,323 Views Citations
Non-Homogeneous Stochastic Model for Cyber Security Predictions (Articles)

Pubudu Kalpani Kaluarachchi, Chris P. Tsokos, Sasith M. Rajasooriya

Journal of Information Security Vol.9 No.1，November 30, 2017

DOI: 10.4236/jis.2018.91002 982 Downloads 2,252 Views Citations
Call and Put Option Pricing with Discrete Linear Investment Strategy (Articles)

Niloofar Ghorbani, Andrzej Korzeniowski

Journal of Mathematical Finance Vol.12 No.1，January 29, 2022

DOI: 10.4236/jmf.2022.121005 296 Downloads 1,205 Views Citations

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