Jump Process - Articles - Scientific Research Publishing

Poisson Process Modeling of Pure Jump Equities on the Ghana Stock Exchange (Articles)

Osei Antwi, Kyere Bright, Martinu Issa

Journal of Applied Mathematics and Physics Vol.10 No.10，October 27, 2022

DOI: 10.4236/jamp.2022.1010207 97 Downloads 564 Views Citations
Pricing Currency Call Options (Articles)

Rebecca Abraham

Theoretical Economics Letters Vol.8 No.11，August 15, 2018

DOI: 10.4236/tel.2018.811148 1,257 Downloads 2,730 Views Citations
This article belongs to the Special Issue on Financial Innovation
Optimal Investment and Risk Control Strategy for an Insurer under the Framework of Expected Logarithmic Utility (Articles)

Tingyun Wang

Open Journal of Statistics Vol.6 No.2，April 26, 2016

DOI: 10.4236/ojs.2016.62024 2,064 Downloads 2,755 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 845 Downloads 2,109 Views Citations
This article belongs to the Special Issue on Financial Econometrics
A Hybrid Importance Sampling Algorithm for Estimating VaR under the Jump Diffusion Model (Articles)

Tian-Shyr Dai, Li-Min Liu

Journal of Software Engineering and Applications Vol.2 No.4，November 27, 2009

DOI: 10.4236/jsea.2009.24039 5,178 Downloads 9,164 Views Citations
Two-Sided First Exit Problem for Jump Diffusion Distribution Processes Having Jumps with a Mixture of Erlang (Articles)

Yuzhen Wen, Chuancun Yin

Applied Mathematics Vol.4 No.8，July 30, 2013

DOI: 10.4236/am.2013.48153 4,146 Downloads 7,859 Views Citations
Duopolistic Competition and Capacity Choice with Jump-Diffusion Process (Articles)

Danmei Chen

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

DOI: 10.4236/jmf.2015.52018 2,718 Downloads 3,545 Views Citations
A New Binomial Tree Method for European Options under the Jump Diffusion Model (Articles)

Lingkang Zhu, Xiu Kan, Huisheng Shu, Zifeng Wang

Journal of Applied Mathematics and Physics Vol.7 No.12，December 9, 2019

DOI: 10.4236/jamp.2019.712211 867 Downloads 1,974 Views Citations
Interest Rate Models (Articles)

Alex Paseka, Theodoro Koulis, Aerambamoorthy Thavaneswaran

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

DOI: 10.4236/jmf.2012.22016 6,922 Downloads 14,198 Views Citations
Pricing Study on Two Kinds of Power Options in Jump-Diffusion Models with Fractional Brownian Motion and Stochastic Rate (Articles)

Jin Li, Kaili Xiang, Chuanyi Luo

Applied Mathematics Vol.5 No.16，August 29, 2014

DOI: 10.4236/am.2014.516234 3,230 Downloads 4,005 Views Citations
On the Stability of Stochastic Jump Kinetics (Articles)

Stefan Engblom

Applied Mathematics Vol.5 No.19，November 18, 2014

DOI: 10.4236/am.2014.519300 4,807 Downloads 5,817 Views Citations
This article belongs to the Special Issue on Mathematical Biology
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 1,378 Downloads 2,203 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 415 Downloads 964 Views Citations
This article belongs to the Special Issue on Pricing Strategy, Model and Price Analysis
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 4,021 Downloads 7,126 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 933 Downloads 2,024 Views Citations
A Formulation of Investor Sentiment of Cryptocurrencies and Cryptocurrency Futures and Options (Articles)

Rebecca Abraham

Theoretical Economics Letters Vol.14 No.2，April 25, 2024

DOI: 10.4236/tel.2024.142032 94 Downloads 466 Views Citations
Jump Diffusion Modeling of Stock Prices on Ghana Stock Exchange (Articles)

Osei Antwi, Kyere Bright, Kwasi Awuah Wereko

Journal of Applied Mathematics and Physics Vol.8 No.9，September 7, 2020

DOI: 10.4236/jamp.2020.89131 614 Downloads 2,825 Views Citations
Can the Core Stability Training Influences Sprint and Jump Performances in Young Basketball Players? (Articles)

Italo Sannicandro, Giacomo Cofano, Andrea Piccinno

Advances in Physical Education Vol.10 No.3，July 30, 2020

DOI: 10.4236/ape.2020.103017 1,857 Downloads 3,629 Views Citations
The Long Memory of the Jump Intensity of the Price Process (Articles)

Yizhuang Tian, Dongyang Shi, Handong Li

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

DOI: 10.4236/jmf.2021.112009 440 Downloads 1,198 Views Citations
Relationship between Jump Distance for Running Long Jump and Physical Characteristics of Male Students in PE Class (Articles)

Akihiro Azuma, Kazuhiro Matsui

Advances in Physical Education Vol.11 No.2，May 13, 2021

DOI: 10.4236/ape.2021.112018 637 Downloads 1,802 Views Citations

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