Equivalent Martingale Measure - Articles - Scientific Research Publishing

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 4,092 Downloads 6,837 Views Citations
Equivalent Martingale Measure in Asian Geometric Average Option Pricing (Articles)

Yonggang Zhu

Journal of Mathematical Finance Vol.4 No.4, August 28, 2014

DOI: 10.4236/jmf.2014.44027 5,179 Downloads 6,488 Views Citations
Martingales and Super-Martingales Relative to a Convex Set of Equivalent Measures (Articles)

Nicholas S. Gonchar

Advances in Pure Mathematics Vol.8 No.4, April 24, 2018

DOI: 10.4236/apm.2018.84025 1,338 Downloads 2,721 Views Citations
Adaptive Risk Hedging for Call Options under Cox-Ingersoll-Ross Interest Rates (Articles)

Niloofar Ghorbani, Andrzej Korzeniowski

Journal of Mathematical Finance Vol.10 No.4, November 25, 2020

DOI: 10.4236/jmf.2020.104040 1,135 Downloads 2,520 Views Citations
Embedding-Based Sliding Mode Control for Linear Time Varying Systems (Articles)

Mohammad Reza Zarrabi, Mohammad Hadi Farahi, Ali Jafar Koshkouei, Sohrab Effati, Keith Burnham

Applied Mathematics Vol.2 No.4, March 31, 2011

DOI: 10.4236/am.2011.24063 5,222 Downloads 10,631 Views Citations
Environmental Radiation Measurement and Assessment of Natural Radioactivity in Soil, Water and Vegetation (Articles)

Nandi-Esom Chariette Ereh, Meng Zhang

Journal of Applied Mathematics and Physics Vol.6 No.11, November 22, 2018

DOI: 10.4236/jamp.2018.611194 1,018 Downloads 3,060 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 1,517 Downloads 2,536 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 7,756 Downloads 12,215 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 3,122 Downloads 5,253 Views Citations
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 2,207 Downloads 3,216 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 2,404 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 483 Downloads 1,436 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 286 Downloads 1,110 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 48 Downloads 300 Views Citations
An Elementary Proof That Well-Behaved Utility Functions Exist (Articles)

Mark Voorneveld, Jörgen W. Weibull

Theoretical Economics Letters Vol.6 No.3, June 6, 2016

DOI: 10.4236/tel.2016.63051 3,286 Downloads 6,066 Views Citations
This article belongs to the Special Issue on Utility Theory Research
Moral Conscience and Psychological Conflict in Shakespeare’s Character Angelo from the Play Measure for Measure (Articles)

Giuseppe Giordano

Advances in Literary Study Vol.9 No.4, October 29, 2021

DOI: 10.4236/als.2021.94023 467 Downloads 4,014 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 814 Downloads 1,685 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 371 Downloads 1,303 Views Citations
The VL2-Spoken Language Phonological Awareness (VL2-SLPA) Measure (Articles)

M. Diane Clark

Psychology Vol.3 No.10, October 23, 2012

DOI: 10.4236/psych.2012.310137 5,208 Downloads 7,902 Views Citations
The Tarski Theorems and Elementary Equivalence of Group Rings (Articles)

Benjamin Fine, Anthony Gaglione, Gerhard Rosenberger, Dennis Spellman

Advances in Pure Mathematics Vol.7 No.2, February 14, 2017

DOI: 10.4236/apm.2017.72011 1,385 Downloads 2,936 Views Citations
This article belongs to the Special Issue on Group Theory and Its Applications

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