Stochastic Control; Three-Asset Model; Vasicek Interest Rate Model; Optimal Fraction - Articles

The Call Option Pricing Based on Investment Strategy with Stochastic Interest Rate (Articles)

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

Journal of Mathematical Finance Vol.8 No.1, January 29, 2018

DOI: 10.4236/jmf.2018.81004 1,566 Downloads 4,195 Views Citations
Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model (Articles)

Ruili Hao, Yonghui Liu, Shoubai Wang

Journal of Mathematical Finance Vol.4 No.1, January 10, 2014

DOI: 10.4236/jmf.2014.41002 5,092 Downloads 8,313 Views Citations
This article belongs to the Special Issue on Option Pricing Research
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 391 Downloads 1,692 Views Citations
Optimal Strategies for COVID-19 Control in a Stochastic Process (Articles)

Bongor Danhree, Koina Rodoumta

Applied Mathematics Vol.16 No.10, October 28, 2025

DOI: 10.4236/am.2025.1610037 79 Downloads 538 Views Citations
Effect of Extra Contribution on Stochastic Optimal Investment Strategies for DC Pension with Stochastic Salary under the Affine Interest Rate Model (Articles)

K. N. C. Njoku, Bright O. Osu, Edikan E. Akpanibah, Rosemary N. Ujumadu

Journal of Mathematical Finance Vol.7 No.4, October 25, 2017

DOI: 10.4236/jmf.2017.74043 1,084 Downloads 2,500 Views Citations
European Option Pricing for a Stochastic Volatility Lévy Model with Stochastic Interest Rates (Articles)

Sarisa Pinkham, Pairote Sattayatham

Journal of Mathematical Finance Vol.1 No.3, November 25, 2011

DOI: 10.4236/jmf.2011.13013 5,188 Downloads 11,692 Views Citations
A Research on Interbank Loan Interest Rate Fluctuation Characteristics and the VaR Risk of China’s Commercial Banks (Articles)

Baoqian Wang, Cheng Wang, Xikun Zhang

Modern Economy Vol.3 No.6, October 31, 2012

DOI: 10.4236/me.2012.36097 5,996 Downloads 9,362 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 6,252 Downloads 10,504 Views Citations
Pricing Loan CDS with Vasicek Interest Rate under the Contagious Model (Articles)

Yinglin Liu, Ruili Hao, Zuhua Wang

Journal of Mathematical Finance Vol.6 No.3, August 26, 2016

DOI: 10.4236/jmf.2016.63033 1,904 Downloads 3,079 Views Citations
Research on Credit Risk Measurement Based on Uncertain KMV Model (Articles)

Ni Zhan, Liang Lin, Ting Lou

Journal of Applied Mathematics and Physics Vol.1 No.5, September 27, 2013

DOI: 10.4236/jamp.2013.15003 5,346 Downloads 9,247 Views Citations
In-Arrears Interest Rate Derivatives under the 3/2 Model (Articles)

Joanna Goard

Modern Economy Vol.6 No.6, June 18, 2015

DOI: 10.4236/me.2015.66067 3,869 Downloads 5,242 Views Citations
Optimal Dividend Problem for a Compound Poisson Risk Model (Articles)

Ying Shen, Chuancun Yin

Applied Mathematics Vol.5 No.10, June 3, 2014

DOI: 10.4236/am.2014.510142 3,365 Downloads 5,041 Views Citations
Discrete-Time Nonlinear Stochastic Optimal Control Problem Based on Stochastic Approximation Approach (Articles)

Sie Long Kek, Sy Yi Sim, Wah June Leong, Kok Lay Teo

Advances in Pure Mathematics Vol.8 No.3, March 14, 2018

DOI: 10.4236/apm.2018.83012 952 Downloads 2,521 Views Citations
Optimal Investment and Risk Control Strategies for an Insurance Fund in Stochastic Framework (Articles)

Patrick Kandege Mwanakatwe, Xiaoguang Wang, Yue Su

Journal of Mathematical Finance Vol.9 No.3, July 8, 2019

DOI: 10.4236/jmf.2019.93014 997 Downloads 2,642 Views Citations
Optimal Investment Problem with Multiple Risky Assets under the Constant Elasticity of Variance (CEV) Model (Articles)

Hui Zhao, Ximin Rong, Weiqin Ma, Bo Gao

Modern Economy Vol.3 No.6, October 31, 2012

DOI: 10.4236/me.2012.36092 4,600 Downloads 8,019 Views Citations
The Impulse Response of Domestic and Foreign Interest Rate in Output, Price, Exchange Rate Model, a Deconstructed Derivation and Economic Calibration of Vector Error Correction Model (Articles)

Lingkai Kong, Yunxin Chang

Journal of Mathematical Finance Vol.12 No.4, November 2, 2022

DOI: 10.4236/jmf.2022.124034 237 Downloads 1,190 Views Citations
Optimal Investment Strategy under Stochastic Interest Rates (Articles)

Adeline Peter Mtunya, Philip Ngare, Yaw Nkansah-Gyekye

Journal of Mathematical Finance Vol.7 No.2, May 19, 2017

DOI: 10.4236/jmf.2017.72017 1,853 Downloads 3,424 Views Citations
Stochastic Modeling and Power Control of Time-Varying Wireless Communication Networks (Articles)

Mohammed M. Olama, Seddik M. Djouadi, Charalambos D. Charalambous

Communications and Network Vol.6 No.3, August 7, 2014

DOI: 10.4236/cn.2014.63017 3,074 Downloads 4,315 Views Citations
Deterministic and Stochastic Analysis of a New Rumor Propagation Model with Nonlinear Propagation Rate in Social Network (Articles)

Chunxin Liu

Journal of Applied Mathematics and Physics Vol.11 No.11, November 16, 2023

DOI: 10.4236/jamp.2023.1111219 185 Downloads 725 Views Citations
Determinants of Exchange Rate: Vector Error Correction Method (VECM). Case of Yemen (Articles)

Ghassan Al-Masbhi, Yulan Du

Open Journal of Social Sciences Vol.9 No.8, August 4, 2021

DOI: 10.4236/jss.2021.98005 807 Downloads 4,851 Views Citations

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