Markov Jump Stochastic Systems - Articles - Scientific Research Publishing

Super-Compressibility Phenomenon (Articles)

Kholmurad Khasanov

Journal of Modern Physics Vol.4 No.2, February 18, 2013

DOI: 10.4236/jmp.2013.42028 4,117 Downloads 7,025 Views Citations
VaR-Optimal Risk Management in Regime-Switching Jump-Diffusion Models (Articles)

Alessandro Ramponi

Journal of Mathematical Finance Vol.3 No.1, February 28, 2013

DOI: 10.4236/jmf.2013.31009 5,847 Downloads 10,395 Views Citations
Price Jump Prediction in a Limit Order Book (Articles)

Ban Zheng, Eric Moulines, Frédéric Abergel

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

DOI: 10.4236/jmf.2013.32024 9,610 Downloads 20,288 Views Citations
First normative reference of standing long jump indicates gender difference in lower muscular strength of Macedonian school children (Articles)

Seryozha Gontarev, Vujica Zivkovic, Lence A. Velickovska, Milan Naumovski

Health Vol.6 No.1, January 26, 2014

DOI: 10.4236/health.2014.61016 11,821 Downloads 16,568 Views Citations
A Note on the Kou’s Continuity Correction Formula (Articles)

Ting Liu, Chang Feng, Yanqiong Lu, Bei Yao

Open Journal of Social Sciences Vol.3 No.11, November 20, 2015

DOI: 10.4236/jss.2015.311005 3,398 Downloads 4,638 Views Citations
Smoothed Particle Hydrodynamic Modelling of Hydraulic Jumps: Bulk Parameters and Free Surface Fluctuations (Articles)

Patrick Jonsson, Pär Jonsén, Patrik Andreasson, T. Staffan Lundström, J. Gunnar I. Hellström

Engineering Vol.8 No.6, June 29, 2016

DOI: 10.4236/eng.2016.86036 2,458 Downloads 4,108 Views Citations
On Applications of Generalized Functions in the Discontinuous Beam Bending Differential Equations (Articles)

Dimplekumar Chalishajar, Austin States, Brad Lipscomb

Applied Mathematics Vol.7 No.16, October 25, 2016

DOI: 10.4236/am.2016.716160 2,443 Downloads 4,658 Views Citations
On Optimal Sparse-Control Problems Governed by Jump-Diffusion Processes (Articles)

Beatrice Gaviraghi, Andreas Schindele, Mario Annunziato, Alfio Borzì

Applied Mathematics Vol.7 No.16, October 25, 2016

DOI: 10.4236/am.2016.716162 1,882 Downloads 3,570 Views Citations
Integro-Differential Equations for a Jump-Diffusion Risk Process with Dependence between Claim Sizes and Claim Intervals (Articles)

Heli Gao

Journal of Applied Mathematics and Physics Vol.4 No.11, November 22, 2016

DOI: 10.4236/jamp.2016.411205 1,509 Downloads 2,705 Views Citations
Numerical Methods for Discrete Double Barrier Option Pricing Based on Merton Jump Diffusion Model (Articles)

Mingjia Li

Open Journal of Statistics Vol.7 No.3, June 12, 2017

DOI: 10.4236/ojs.2017.73032 1,558 Downloads 3,203 Views Citations
Simulated Minimum Cramér-Von Mises Distance Estimation for Some Actuarial and Financial Models (Articles)

Andrew Luong, Christopher Blier-Wong

Open Journal of Statistics Vol.7 No.5, October 25, 2017

DOI: 10.4236/ojs.2017.75058 1,299 Downloads 2,611 Views Citations
Derivatives Pricing via Machine Learning (Articles)

Tingting Ye, Liangliang Zhang

Journal of Mathematical Finance Vol.9 No.3, August 27, 2019

DOI: 10.4236/jmf.2019.93029 1,870 Downloads 8,682 Views Citations
On the Development of a Hybridized Ant Colony Optimization (HACO) Algorithm (Articles)

Kayode J. Adebayo, Felix M. Aderibigbe, Adejoke O. Dele-Rotimi

American Journal of Computational Mathematics Vol.9 No.4, December 26, 2019

DOI: 10.4236/ajcm.2019.94026 650 Downloads 2,228 Views Citations
Combined Optimal Stopping and Mixed Regular-Singular Control of Jump Diffusions (Articles)

Charles Kusaya, Memory Mandiudza, Nicholas Mwareya, Confess Matete, Leonard Shambira, Nyashadzashe Ngaza

Journal of Mathematical Finance Vol.11 No.2, April 1, 2021

DOI: 10.4236/jmf.2021.112010 561 Downloads 1,463 Views Citations
Option Pricing Model with Transaction Costs and Jumps in Illiquid Markets (Articles)

Praewnapa Seelama, Dawud Thongtha

Journal of Mathematical Finance Vol.11 No.3, June 10, 2021

DOI: 10.4236/jmf.2021.113020 566 Downloads 2,502 Views Citations
This article belongs to the Special Issue on Stochastic and Financial Mathematics
Stochastic HIV Infection Model with CTLs Immune Response Driven by Lévy Jumps (Articles)

Yan Cheng, Leilei Qu

Journal of Applied Mathematics and Physics Vol.10 No.3, March 9, 2022

DOI: 10.4236/jamp.2022.103051 294 Downloads 1,050 Views Citations
Inverse Spectral Problem for Sturm-Liouville Operator with Boundary and Jump Conditions Dependent on the Spectral Parameter (Articles)

Hui Zhao, Jijun Ao

Journal of Applied Mathematics and Physics Vol.12 No.3, March 29, 2024

DOI: 10.4236/jamp.2024.123060 253 Downloads 881 Views Citations
Real Options Assessment in the Time-Fractional Heston Model with Jump and Inertia (Articles)

Ngoyi Landu Tresor, René Gilles Bokolo, Mabela Rostin, Walo Omana

Journal of Applied Mathematics and Physics Vol.13 No.6, June 12, 2025

DOI: 10.4236/jamp.2025.136111 76 Downloads 447 Views Citations
A Mathematical Formulation of the Valuation of Gold as an Inflation Hedge in the United States (Articles)

Rebecca Abraham

Theoretical Economics Letters Vol.15 No.6, December 11, 2025

DOI: 10.4236/tel.2025.156081 70 Downloads 465 Views Citations
Stationary Distribution of Random Motion with Delay in Reflecting Boundaries (Articles)

Anatoliy A. Pogorui, Ramón M. Rodríguez-Dagnino

Applied Mathematics Vol.1 No.1, June 2, 2010

DOI: 10.4236/am.2010.11004 5,078 Downloads 9,023 Views Citations

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