Martingale Approach - Articles - Scientific Research Publishing

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 2,204 Downloads 3,205 Views Citations
Optimal Excess-of-Loss Reinsurance and Investment Problem for Insurers with Loss Aversion (Articles)

Qingya Sun, Ximin Rong, Hui Zhao

Theoretical Economics Letters Vol.9 No.4, April 29, 2019

DOI: 10.4236/tel.2019.94073 896 Downloads 2,195 Views Citations
On the Evolution of Consanguinities (Articles)

Paul G. Bamberg

Applied Mathematics Vol.8 No.4, April 30, 2017

DOI: 10.4236/am.2017.84044 1,511 Downloads 2,521 Views Citations
A New Randomized Pólya Urn Model (Articles)

Djilali Ait Aoudia, Francois Perron

Applied Mathematics Vol.3 No.12A, December 31, 2012

DOI: 10.4236/am.2012.312A292 7,754 Downloads 12,197 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
An Upper Bound for Conditional Second Moment of the Solution of a SDE (Articles)

Andriy Yurachkivsky

Applied Mathematics Vol.4 No.1, January 28, 2013

DOI: 10.4236/am.2013.41023 3,115 Downloads 5,232 Views Citations
The Prediction of the Peak Time of People Taking School Bus Based on Martingale Process (Articles)

Yuxuan Zhou, Shujun Liu, Yufeng Gui

Applied Mathematics Vol.8 No.5, May 18, 2017

DOI: 10.4236/am.2017.85049 1,417 Downloads 2,394 Views Citations
Endogenous Explanation for Random Fluctuation of Stock Price and Its Application: Based on the View of Repeated Game with Asymmetric Information (Articles)

Weicheng Xu, Tian Zhou, Di Peng

Journal of Applied Mathematics and Physics Vol.9 No.4, April 21, 2021

DOI: 10.4236/jamp.2021.94050 480 Downloads 1,421 Views Citations
Hedging “Sudden Stops” and Emergent Recessions through International Reserves in Egypt—An Application of the Martingale Optimality Principle Approach (Articles)

Ahmed S. Abutaleb, Michael G. Papaioannou

Journal of Mathematical Finance Vol.11 No.3, August 3, 2021

DOI: 10.4236/jmf.2021.113024 283 Downloads 1,100 Views Citations
EURIBOR Market Modeling and Monte Carlo Pricing of Caps Interest Rate Derivatives (Articles)

Enock N. Mokaya

Journal of Mathematical Finance Vol.16 No.2, May 14, 2026

DOI: 10.4236/jmf.2026.162007 42 Downloads 260 Views Citations
Assessment of Contingent Liabilities for Risk Assets Evolutions Built on Brownian Motion (Articles)

Nicholas Simon Gonchar

Advances in Pure Mathematics Vol.10 No.5, May 12, 2020

DOI: 10.4236/apm.2020.105016 807 Downloads 1,673 Views Citations
Description of Minimal Entropy Hellinger Sigma Martingale Density of Order One, Order q and Order Zero (Articles)

Winfrida Felix Mwigilwa, Jane Aduda, Ananda Omutokoh Kube

Journal of Mathematical Finance Vol.11 No.3, August 24, 2021

DOI: 10.4236/jmf.2021.113030 368 Downloads 1,293 Views Citations
Reliability Measure of a Relay Parallel System under Dependence Conditions (Articles)

Vanderlei da Costa Bueno

American Journal of Operations Research Vol.3 No.1A, January 30, 2013

DOI: 10.4236/ajor.2013.31A009 5,206 Downloads 7,884 Views Citations
This article belongs to the Special Issue on Complex System
An Optimal Life Insurance Policy in the Continuous-Time Investment-Consumption Problem (Articles)

Hideki Iwaki, Yusuke Osaki

Journal of Mathematical Finance Vol.3 No.2, May 24, 2013

DOI: 10.4236/jmf.2013.32029 5,684 Downloads 9,681 Views Citations
A Novel Method with Martingale Theory for Phase Noise Analysis in Coherent Optical Communication (Articles)

Chengle Sui, Qiangmin Wang, Shilin Xiao, Pingqing Li

Optics and Photonics Journal Vol.3 No.2B, July 19, 2013

DOI: 10.4236/opj.2013.32B041 3,855 Downloads 5,663 Views Citations
Contingent Claims in Incomplete Markets: A Case Study (Articles)

Sure Mataramvura

Journal of Mathematical Finance Vol.3 No.4, October 17, 2013

DOI: 10.4236/jmf.2013.34044 4,090 Downloads 6,818 Views Citations
Mathematical Modeling in Heavy Traffic Queuing Systems (Articles)

Sulaiman Sani, Onkabetse A. Daman

American Journal of Operations Research Vol.4 No.6, November 17, 2014

DOI: 10.4236/ajor.2014.46033 5,910 Downloads 8,598 Views Citations
Necessary and Sufficient Conditions for a Class Positive Local Martingale (Articles)

Chuanzhong Chen, Saisai Yang

Advances in Pure Mathematics Vol.4 No.10, October 30, 2014

DOI: 10.4236/apm.2014.410063 2,663 Downloads 3,754 Views Citations
Measure of Investment Optimal Strategy (Articles)

J. T. Eghwerido, E. Ekuma-Okereke, E. Ekuma-Okereke, E. Efe-Eyefia, Edwin Iguodala, T. O. Obilade

Journal of Mathematical Finance Vol.6 No.2, May 12, 2016

DOI: 10.4236/jmf.2016.62023 2,869 Downloads 4,273 Views Citations
Equilibrium Equity Premium in a Semi Martingale Market When Jump Amplitudes Follow a Binomial Distribution (Articles)

George M. Mukupa, Elias R. Offen

Journal of Mathematical Finance Vol.8 No.3, August 20, 2018

DOI: 10.4236/jmf.2018.83038 1,162 Downloads 2,267 Views Citations
Martingale Solution to Stochastic Extended Korteweg-de Vries Equation (Articles)

Anna Karczewska, Maciej Szczeciński

Advances in Pure Mathematics Vol.8 No.12, December 26, 2018

DOI: 10.4236/apm.2018.812053 997 Downloads 2,269 Views Citations

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