Boundary Element Method; Black-Scholes Equation; Moving Boundary; Option Pricing; Barrier Option - Articles

Effect of Weight Function in Nonlinear Part on Global Solvability of Cauchy Problem for Semi-Linear Hyperbolic Equations (Articles)

Akbar B. Aliev, Anar A. Kazimov

International Journal of Modern Nonlinear Theory and Application Vol.2 No.1A, March 29, 2013

DOI: 10.4236/ijmnta.2013.21A013 3,350 Downloads 6,224 Views Citations
This article belongs to the Special Issue on Chaos
Higher-Order WHEP Solutions of Quadratic Nonlinear Stochastic Oscillatory Equation (Articles)

Mohamed A. El-Beltagy, Amnah S. Al-Johani

Engineering Vol.5 No.5A, May 24, 2013

DOI: 10.4236/eng.2013.55A009 3,753 Downloads 5,842 Views Citations
This article belongs to the Special Issue on Mathematical Problems in Engineering
Hamiltonian Formulation for Water Wave Equation (Articles)

Shamima Sultana, Zillur Rahman

Open Journal of Fluid Dynamics Vol.3 No.2, June 26, 2013

DOI: 10.4236/ojfd.2013.32010 6,102 Downloads 9,392 Views Citations
Solution of the Time Dependent Schrödinger Equation and the Advection Equation via Quantum Walk with Variable Parameters (Articles)

Shinji Hamada, Masayuki Kawahata, Hideo Sekino

Journal of Quantum Information Science Vol.3 No.3, September 24, 2013

DOI: 10.4236/jqis.2013.33015 4,682 Downloads 8,389 Views Citations
A Spectral Integral Equation Solution of the Gross-Pitaevskii Equation (Articles)

George Rawitscher

Applied Mathematics Vol.4 No.10C, October 23, 2013

DOI: 10.4236/am.2013.410A3009 7,424 Downloads 10,477 Views Citations
This article belongs to the Special Issue on Advances in Mathematical Physics
Parameter Estimation in Different Enzyme Reactions (Articles)

Sudarshan R. Nelatury, Charles F. Nelatury, Mary C. Vagula

Advances in Enzyme Research Vol.2 No.1, March 19, 2014

DOI: 10.4236/aer.2014.21002 6,933 Downloads 11,776 Views Citations
New Applications to Solitary Wave Ansatz (Articles)

Muhammad Younis, Safdar Ali

Applied Mathematics Vol.5 No.6, April 8, 2014

DOI: 10.4236/am.2014.56092 4,336 Downloads 6,542 Views Citations
On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks (Articles)

Mario Annunziato, Alfio Borzì, Fabio Nobile, Raul Tempone

Applied Mathematics Vol.5 No.16, September 2, 2014

DOI: 10.4236/am.2014.516239 5,307 Downloads 8,121 Views Citations
A Generalization of Ince’s Equation (Articles)

Ridha Moussa

Journal of Applied Mathematics and Physics Vol.2 No.13, December 23, 2014

DOI: 10.4236/jamp.2014.213137 4,911 Downloads 6,456 Views Citations
Are Photons Massless or Massive? (Articles)

Golden Gadzirayi Nyambuya

Journal of Modern Physics Vol.5 No.18, December 25, 2014

DOI: 10.4236/jmp.2014.518207 6,522 Downloads 8,255 Views Citations
A Series Approach to Perturbed Stochastic Volterra Equations of Convolution Type (Articles)

Anna Karczewska, Bartosz Bandrowski

Advances in Pure Mathematics Vol.5 No.11, September 7, 2015

DOI: 10.4236/apm.2015.511060 2,434 Downloads 3,416 Views Citations
This article belongs to the Special Issue on Integral Equations Research
On the Application of Fokker-Planck Equation to Psychological Future Time (Articles)

Ognjen Vukovic

Open Journal of Applied Sciences Vol.5 No.10, October 14, 2015

DOI: 10.4236/ojapps.2015.510055 2,198 Downloads 3,523 Views Citations
On Finding Geodesic Equation of Two Parameters Logistic Distribution (Articles)

William W. S. Chen

Applied Mathematics Vol.6 No.12, November 30, 2015

DOI: 10.4236/am.2015.612189 6,011 Downloads 7,200 Views Citations
Spline Solution for the Nonlinear Schrödinger Equation (Articles)

Bin Lin

Journal of Applied Mathematics and Physics Vol.4 No.8, August 25, 2016

DOI: 10.4236/jamp.2016.48170 1,921 Downloads 3,541 Views Citations
Exact Traveling Wave Solutions for Generalized Camassa-Holm Equation by Polynomial Expansion Methods (Articles)

Junliang Lu, Xiaochun Hong

Applied Mathematics Vol.7 No.14, August 26, 2016

DOI: 10.4236/am.2016.714138 2,518 Downloads 4,323 Views Citations
Examination of Schrodinger Equation in Pre-Planckian Space-Time Early Universe (Articles)

Andrew Walcott Beckwith

Journal of High Energy Physics, Gravitation and Cosmology Vol.3 No.1, November 23, 2016

DOI: 10.4236/jhepgc.2017.31004 1,461 Downloads 2,565 Views Citations
Soliton Solutions and Numerical Treatment of the Nonlinear Schrodinger’s Equation Using Modified Adomian Decomposition Method (Articles)

Abeer Al-Shareef, Alyaa A. Al Qarni, Safa Al-Mohalbadi, Huda O. Bakodah

Journal of Applied Mathematics and Physics Vol.4 No.12, December 26, 2016

DOI: 10.4236/jamp.2016.412215 1,870 Downloads 4,536 Views Citations
Portfolio Optimization Problem with Delay under Cox-Ingersoll-Ross Model (Articles)

Chunxiang A, Yi Shao

Journal of Mathematical Finance Vol.7 No.3, July 31, 2017

DOI: 10.4236/jmf.2017.73037 1,464 Downloads 3,158 Views Citations
This article belongs to the Special Issue on Finance and Portfolio Management
On Finding Geodesic Equation of Normal Distribution and Gaussian Curvature (Articles)

William W. S. Chen

Applied Mathematics Vol.8 No.9, September 27, 2017

DOI: 10.4236/am.2017.89098 1,737 Downloads 3,204 Views Citations
On the Inverse Problem of Dupire’s Equation with Nonlocal Boundary and Integral Conditions (Articles)

Coskun Guler, Volkan Oban

Journal of Mathematical Finance Vol.7 No.4, November 28, 2017

DOI: 10.4236/jmf.2017.74051 1,144 Downloads 2,638 Views Citations

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