Geometric Brownian Motion - Articles - Scientific Research Publishing

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 170 Downloads 1,285 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 6,200 Downloads 10,748 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 4,625 Downloads 9,002 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 4,257 Downloads 6,725 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 3,756 Downloads 4,937 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 244 Downloads 966 Views Citations
Evaluation of Geometric Asian Power Options under Fractional Brownian Motion (Articles)

Zhijuan Mao, Zhian Liang

Journal of Mathematical Finance Vol.4 No.1，December 25, 2013

DOI: 10.4236/jmf.2014.41001 5,465 Downloads 9,124 Views Citations
This article belongs to the Special Issue on Option Pricing Research
Prediction of Stock Price Movement Using Continuous Time Models (Articles)

Masimba E. Sonono, Hopolang P. Mashele

Journal of Mathematical Finance Vol.5 No.2，May 22, 2015

DOI: 10.4236/jmf.2015.52017 4,367 Downloads 6,928 Views Citations
Optimal Amount and Timing of Investment in a Stochastic Dynamic Cournot Competition (Articles)

Yasunori Fujita

Theoretical Economics Letters Vol.6 No.1，January 19, 2016

DOI: 10.4236/tel.2016.61001 4,509 Downloads 5,301 Views Citations
Value of Waiting and Excess Entry Theorem (Articles)

Yasunori Fujita

Theoretical Economics Letters Vol.6 No.2，April 22, 2016

DOI: 10.4236/tel.2016.62023 2,151 Downloads 2,991 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 1,369 Downloads 2,181 Views Citations
Does Immigration Promote the Investment of the Monopolistic Firm? (Articles)

Yasunori Fujita

Modern Economy Vol.8 No.3，March 21, 2017

DOI: 10.4236/me.2017.83030 1,512 Downloads 2,372 Views Citations
This article belongs to the Special Issue on Monopoly and Anti-Monopoly
The Asian Option Pricing when Discrete Dividends Follow a Markov-Modulated Model (Articles)

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

Open Journal of Statistics Vol.7 No.6，December 29, 2017

DOI: 10.4236/ojs.2017.76074 1,023 Downloads 2,750 Views Citations
Portfolio Selection in Mean-Minimum Return Level-Expected Bounded First Passage Time Framework (Articles)

Tsotne Kutalia

Journal of Mathematical Finance Vol.9 No.3，June 20, 2019

DOI: 10.4236/jmf.2019.93012 672 Downloads 1,545 Views Citations
The Barrier Binary Options (Articles)

Min Gao, Zhenfeng Wei

Journal of Mathematical Finance Vol.10 No.1，February 26, 2020

DOI: 10.4236/jmf.2020.101010 1,261 Downloads 4,910 Views Citations
Description of Incomplete Financial Markets for Time Evolution of Risk Assets (Articles)

Nicholas S. Gonchar

Advances in Pure Mathematics Vol.9 No.6，June 30, 2019

DOI: 10.4236/apm.2019.96029 643 Downloads 1,343 Views Citations
A Valuation Model for Callable Eurobonds (Articles)

Vince Hooper, John Pointon

Journal of Mathematical Finance Vol.9 No.3，August 21, 2019

DOI: 10.4236/jmf.2019.93023 791 Downloads 1,765 Views Citations
Brownian Motion in Parabolic Space (Articles)

Takahisa Okino

Journal of Modern Physics Vol.3 No.3，March 28, 2012

DOI: 10.4236/jmp.2012.33034 4,793 Downloads 9,598 Views Citations
Is the Driving Force of a Continuous Process a Brownian Motion or Fractional Brownian Motion? (Articles)

Xinbing Kong, Bingyi Jing, Cuixia Li

Journal of Mathematical Finance Vol.3 No.4，November 15, 2013

DOI: 10.4236/jmf.2013.34048 3,116 Downloads 5,538 Views Citations
A Dynamic Cournot Model with Brownian Motion (Articles)

Hyungho Youn, Victor J. Tremblay

Theoretical Economics Letters Vol.5 No.1，February 3, 2015

DOI: 10.4236/tel.2015.51009 3,196 Downloads 4,193 Views Citations

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