Stochastic Dynamic Pricing Game Model - Articles - Scientific Research Publishing

A Three-Stage Stochastic Dynamic Pricing Game Model Affected by New Products into the Market (Articles)

Waka Cheung, Fang Chen

Open Journal of Statistics Vol.5 No.4，June 3, 2015

DOI: 10.4236/ojs.2015.54030 2,816 Downloads 3,572 Views Citations
Valuation of Game Swaptions under the Generalized Ho-Lee Model (Articles)

Aki Ebina, Natsumi Ochiai, Masamitsu Ohnishi

Journal of Mathematical Finance Vol.6 No.5，November 30, 2016

DOI: 10.4236/jmf.2016.65065 1,844 Downloads 2,953 Views Citations
Three Important Applications of Mathematics in Financial Mathematics (Articles)

Xiaogang Yang

American Journal of Industrial and Business Management Vol.7 No.9，September 25, 2017

DOI: 10.4236/ajibm.2017.79077 3,298 Downloads 78,676 Views Citations
Stochastic Volatility Jump-Diffusion Model for Option Pricing (Articles)

Nonthiya Makate, Pairote Sattayatham

Journal of Mathematical Finance Vol.1 No.3，November 8, 2011

DOI: 10.4236/jmf.2011.13012 5,423 Downloads 12,071 Views Citations
Joint Characteristic Function of Stock Log-Price and Squared Volatility in the Bates Model and Its Asset Pricing Applications (Articles)

Oleksandr Zhylyevskyy

Theoretical Economics Letters Vol.2 No.4，November 1, 2012

DOI: 10.4236/tel.2012.24074 4,552 Downloads 7,364 Views Citations
A Full Asymptotic Series of European Call Option Prices in the SABR Model with Beta = 1 (Articles)

Z. Guo, H. Schellhorn

Applied Mathematics Vol.10 No.6，June 28, 2019

DOI: 10.4236/am.2019.106034 646 Downloads 1,436 Views Citations
This article belongs to the Special Issue on Stochastic Process and Stochastic Calculus
Game Analysis of Cooperation between Start-Up and Venture Investor (Articles)

Qunying Chen

Journal of Financial Risk Management Vol.5 No.3，September 5, 2016

DOI: 10.4236/jfrm.2016.53013 1,845 Downloads 3,432 Views Citations
Effect of Confidence Shock on an Economy with a Shadow Banking System: Analysis Based on Dynamic Stochastic General Equilibrium Model (Articles)

He Cong, Yang Chen

Theoretical Economics Letters Vol.8 No.15，November 21, 2018

DOI: 10.4236/tel.2018.815203 722 Downloads 1,381 Views Citations
Relationship between Maximum Principle and Dynamic Programming in Stochastic Differential Games and Applications (Articles)

Jingtao Shi

American Journal of Operations Research Vol.3 No.6，October 24, 2013

DOI: 10.4236/ajor.2013.36043 6,087 Downloads 9,903 Views Citations
Asset Pricing with Stochastic Habit Formation (Articles)

Masao Nakagawa

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

DOI: 10.4236/jmf.2012.22018 4,948 Downloads 9,216 Views Citations
Valuation of Game Option Bonds under the Generalized Ho-Lee Model: A Stochastic Game Approach (Articles)

Natsumi Ochiai, Masamitsu Ohnishi

Journal of Mathematical Finance Vol.5 No.4，November 25, 2015

DOI: 10.4236/jmf.2015.54035 4,617 Downloads 5,715 Views Citations
Dynamic Pricing of Perishable Products with Competition (Articles)

Weiwei Ji

Open Journal of Social Sciences Vol.3 No.3，March 18, 2015

DOI: 10.4236/jss.2015.33010 5,022 Downloads 5,933 Views Citations
Certainty of patient survival with reference to game information dynamic model (Articles)

Hiroyuki Iida, Takeo Nakagawa, Nathan Nossal

Open Journal of Preventive Medicine Vol.2 No.4，November 29, 2012

DOI: 10.4236/ojpm.2012.24068 3,502 Downloads 5,947 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 333 Downloads 895 Views Citations
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 1,920 Downloads 3,866 Views Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Int'l J. of Modern Nonlinear Theory and Application Vol.2 No.1，March 13, 2013

DOI: 10.4236/ijmnta.2013.21003 6,731 Downloads 11,631 Views Citations
An Option Valuation Formula for Stochastic Volatility Driven by GARCH Processes (Articles)

Zhongmin Qian, Xingcheng Xu

Journal of Mathematical Finance Vol.13 No.2，May 31, 2023

DOI: 10.4236/jmf.2023.132015 204 Downloads 1,031 Views Citations
Generalized Option Betas (Articles)

Sven Husmann, Neda Todorova

Journal of Mathematical Finance Vol.3 No.3，August 8, 2013

DOI: 10.4236/jmf.2013.33035 5,617 Downloads 8,100 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 271 Downloads 1,084 Views Citations
Active Learning and Dynamic Pricing Policies (Articles)

María-Jesús Vázquez-Gallo, Macarena Estévez, Santiago Egido

American Journal of Operations Research Vol.4 No.2，March 28, 2014

DOI: 10.4236/ajor.2014.42009 4,880 Downloads 7,187 Views Citations

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