Time-Changed Brownian Motion - Articles - Scientific Research Publishing

Pricing and Hedging Options Conditional on Market Activity (Articles)

Alec Kercheval, Navid Salehy, Nima Salehy

Journal of Mathematical Finance Vol.12 No.1, December 29, 2021

DOI: 10.4236/jmf.2022.121001 418 Downloads 1,438 Views Citations
Brownian Motion in Parabolic Space (Articles)

Takahisa Okino

Journal of Modern Physics Vol.3 No.3, March 28, 2012

DOI: 10.4236/jmp.2012.33034 5,016 Downloads 10,202 Views Citations
Is the Driving Force of a Continuous Process a Brownian Motion or Fractional Brownian Motion? (Articles)

Xinbing Kong, Bingyi Jing, Cuixia Li

Journal of Mathematical Finance Vol.3 No.4, November 15, 2013

DOI: 10.4236/jmf.2013.34048 3,409 Downloads 6,247 Views Citations
A Dynamic Cournot Model with Brownian Motion (Articles)

Hyungho Youn, Victor J. Tremblay

Theoretical Economics Letters Vol.5 No.1, February 3, 2015

DOI: 10.4236/tel.2015.51009 3,431 Downloads 4,845 Views Citations
Macroscopic anisotropic Brownian motion is related to the directional movement of a “Universe field” (Articles)

Jiapei Dai

Natural Science Vol.6 No.2, February 19, 2014

DOI: 10.4236/ns.2014.62009 5,230 Downloads 7,283 Views Citations
Dirichlet Brownian Motions (Articles)

Hafedh Faires

Open Journal of Statistics Vol.4 No.11, December 29, 2014

DOI: 10.4236/ojs.2014.411085 2,864 Downloads 3,865 Views Citations
A Mathematical Model Reveals That Both Randomness and Periodicity Are Essential for Sustainable Fluctuations in Stock Prices (Articles)

Motohisa Osaka

Applied Mathematics Vol.10 No.6, June 17, 2019

DOI: 10.4236/am.2019.106028 1,042 Downloads 3,828 Views Citations
A Simple Model for the Calculation of Diffusion Coefficient in a Periodic Potential (Articles)

Chunhui Zhang, Zhanwu Bai

Journal of Modern Physics Vol.12 No.2, January 21, 2021

DOI: 10.4236/jmp.2021.122009 664 Downloads 2,083 Views Citations
Asset Pricing and Simulation Analysis Based on the New Mixture Gaussian Processes (Articles)

Bo Peng

Journal of Applied Mathematics and Physics Vol.11 No.8, August 24, 2023

DOI: 10.4236/jamp.2023.118153 234 Downloads 876 Views Citations
Real Options Adoption with Poisson Price, Quantity, and Policy Uncertainty Jumps (Articles)

Chong (Andrea) Zhao, Gregory Colson, Hazel Wetzstein, Michael Wetzstein

Theoretical Economics Letters Vol.13 No.6, December 22, 2023

DOI: 10.4236/tel.2023.136087 231 Downloads 761 Views Citations
Financial Modeling with Geometric Brownian Motion (Articles)

Chelsea Peng, Colette Simon

Open Journal of Business and Management Vol.12 No.2, March 28, 2024

DOI: 10.4236/ojbm.2024.122065 566 Downloads 4,779 Views Citations
Survival Model Inference Using Functions of Brownian Motion (Articles)

John O’Quigley

Applied Mathematics Vol.3 No.6, June 27, 2012

DOI: 10.4236/am.2012.36098 4,029 Downloads 7,304 Views Citations
Strong Local Non-Determinism of Sub-Fractional Brownian Motion (Articles)

Nana Luan

Applied Mathematics Vol.6 No.13, November 30, 2015

DOI: 10.4236/am.2015.613194 3,486 Downloads 4,955 Views Citations
This article belongs to the Special Issue on Fractional Calculus
On the Reflected Geometric Brownian Motion with Two Barriers (Articles)

Lidong Zhang, Ziping Du

Intelligent Information Management Vol.2 No.4, May 7, 2010

DOI: 10.4236/iim.2010.23034 6,453 Downloads 11,457 Views Citations
The effect of cartilaginous rings on particle deposition by convection and Brownian diffusion (Articles)

Hans O. Åkerstedt, Sofie M. Högberg, T. Staffan Lundström, Thomas Sandström

Natural Science Vol.2 No.7, July 30, 2010

DOI: 10.4236/ns.2010.27097 4,336 Downloads 8,829 Views Citations
Analysis of Hedging Profits Under Two Stock Pricing Models (Articles)

Lingyan Cao, Zheng-Feng Guo

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

DOI: 10.4236/jmf.2011.13015 4,862 Downloads 9,518 Views Citations
On Valuing Constant Maturity Swap Spread Derivatives (Articles)

Leonard Tchuindjo

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

DOI: 10.4236/jmf.2012.22020 11,309 Downloads 17,502 Views Citations
Energy Portfolio Management with Entry Decisions over an Infinite Horizon (Articles)

Zhen Liu

Applied Mathematics Vol.3 No.7, June 21, 2012

DOI: 10.4236/am.2012.37113 4,495 Downloads 7,320 Views Citations
The Existence and Uniqueness of Random Solution to Itô Stochastic Integral Equation (Articles)

Hamdin Ahmed Alafif, Caishi Wang

Applied Mathematics Vol.3 No.7, June 21, 2012

DOI: 10.4236/am.2012.37119 4,138 Downloads 7,487 Views Citations
Ito’s Formula for the Discrete-Time Quantum Walk in Two Dimensions (Articles)

Clement Ampadu

Journal of Quantum Information Science Vol.2 No.2, June 22, 2012

DOI: 10.4236/jqis.2012.22008 4,241 Downloads 8,383 Views Citations

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