Window Barrier Option; Integral Method; Integral Representation; Green’s Function; PDE Approach - Articles

A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model with Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes (Articles)

Raj Jagannathan

Journal of Mathematical Finance Vol.8 No.1, February 28, 2018

DOI: 10.4236/jmf.2018.81013 1,215 Downloads 3,117 Views Citations
Pricing of Margrabe Options for Large Investors with Application to Asset-Liability Management in Life Insurance (Articles)

Erik Bølviken, Frank Proske, Mark Rubtsov

Journal of Mathematical Finance Vol.4 No.2, February 27, 2014

DOI: 10.4236/jmf.2014.42011 4,530 Downloads 6,993 Views Citations
Proximal Methods for Elliptic Optimal Control Problems with Sparsity Cost Functional (Articles)

Andreas Schindele, Alfio Borzì

Applied Mathematics Vol.7 No.9, May 30, 2016

DOI: 10.4236/am.2016.79086 2,150 Downloads 3,739 Views Citations
Instant-Form and Light-Front Hamiltonian and Path Integral Formulations of the Conformally Gauge-Fixed Polyakov D1-Brane Action in the Presence of a Scalar Axion Field and an U(1) Gauge Field (Articles)

Usha Kulshreshtha, Daya S. Kulshreshtha

Journal of Modern Physics Vol.4 No.4A, April 30, 2013

DOI: 10.4236/jmp.2013.44A009 3,147 Downloads 5,277 Views Citations
This article belongs to the Special Issue on High Energy Physics
On Discrete Risk Process with Stochastic Premiums and Dividends Modulated by Random Discount Rates (Articles)

Enoch J. Dangbe, Andrzej Korzeniowski

Journal of Mathematical Finance Vol.14 No.4, November 27, 2024

DOI: 10.4236/jmf.2024.144023 123 Downloads 566 Views Citations
Macroscopic Equation and Its Application for Free Ways (Articles)

Mahmoodreza Keymanesh, Amirhossein Esfahanizad Mousavi

Open Journal of Geology Vol.7 No.7, July 13, 2017

DOI: 10.4236/ojg.2017.77062 1,136 Downloads 2,310 Views Citations
Factors Associated with Teachers’ Recruitment and Continuous Engagement of External Coaches in School-Based Extracurricular Sports Activities: A Qualitative Study (Articles)

Kenryu Aoyagi, Kaori Ishii, Ai Shibata, Hirokazu Arai, Chisato Hibi, Koichiro Oka

Advances in Physical Education Vol.3 No.2, May 9, 2013

DOI: 10.4236/ape.2013.32010 4,285 Downloads 8,126 Views Citations
CreditGrades Framework within Stochastic Covariance Models (Articles)

Marcos Escobar, Hamidreza Arian, Luis Seco

Journal of Mathematical Finance Vol.2 No.4, November 21, 2012

DOI: 10.4236/jmf.2012.24033 5,729 Downloads 9,851 Views Citations
The multiplicity of particle production from hadron-hadron and nucleus-nucleus interaction (Articles)

Ahmed Abdo Ahmed Al-Haydari, Mohmmed Tarek Hussein

Natural Science Vol.2 No.4, May 7, 2010

DOI: 10.4236/ns.2010.24047 5,036 Downloads 9,967 Views Citations
Risk Assessment of Extreme Events along a River Flow (Articles)

Ivan K. Diadovski, Maya P. Atanassova, Vasil Simeonov

Journal of Water Resource and Protection Vol.2 No.5, May 27, 2010

DOI: 10.4236/jwarp.2010.25052 4,837 Downloads 9,252 Views Citations
Voltage Generation by Rotating an Arbitrary-Shaped Metal Loop around Arbitrary Axis in the Presence of an Axial Current Distribution (Articles)

Constantinos A. Valagiannopoulos

Journal of Electromagnetic Analysis and Applications Vol.2 No.6, July 1, 2010

DOI: 10.4236/jemaa.2010.26051 4,408 Downloads 7,787 Views Citations
Elevated Ferrite Film Circulator with Different Permittivities for Layers: An Analytical Expression for the Input Conductance Employing Perturbation Method (Articles)

Arash Rashidi, Ali Banai

Journal of Electromagnetic Analysis and Applications Vol.2 No.9, October 12, 2010

DOI: 10.4236/jemaa.2010.29069 6,286 Downloads 10,835 Views Citations
Integral Mean Estimates for Polynomials Whose Zeros are within a Circle (Articles)

Yash Paul, Wali Mohammad Shah, Gulshan Singh

Applied Mathematics Vol.2 No.1, January 30, 2011

DOI: 10.4236/am.2011.21016 4,989 Downloads 9,376 Views Citations
Transient Waves Due to Thermal Sources in a Generalized Piezothermoelastic Half-Space (Articles)

Jagan Nath Sharma, Anita Devi Thakur, Yogeshwar Dutt Sharma

Engineering Vol.3 No.3, March 7, 2011

DOI: 10.4236/eng.2011.33029 5,113 Downloads 8,954 Views Citations
Refinements to Hadamard’s Inequality for Log-Convex Functions (Articles)

Waadallah T. Sulaiman

Applied Mathematics Vol.2 No.7, July 15, 2011

DOI: 10.4236/am.2011.27120 7,724 Downloads 12,577 Views Citations
Two Parameters Analytical Solution for the Stellar Density in Globular Clusters (Articles)

Mohamed A. Sharaf, Amr A. Sharaf, Aisha Abdu Hussien Alshaery

International Journal of Astronomy and Astrophysics Vol.2 No.1, March 28, 2012

DOI: 10.4236/ijaa.2012.21003 4,463 Downloads 8,253 Views Citations
Computation of the Multivariate Normal Integral over a Complex Subspace (Articles)

Kartlos Joseph Kachiashvili, Muntazim Abbas Hashmi

Applied Mathematics Vol.3 No.5, May 16, 2012

DOI: 10.4236/am.2012.35074 4,639 Downloads 8,129 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 4,104 Downloads 7,416 Views Citations
On the Coupled of NBEM and FEM for an Anisotropic Quasilinear Problem in Elongated Domains (Articles)

Baoqing Liu, Qikui Du

American Journal of Computational Mathematics Vol.2 No.2, June 22, 2012

DOI: 10.4236/ajcm.2012.22020 4,681 Downloads 8,664 Views Citations
Generalized Entropy of Order Statistics (Articles)

Richa Thapliyal, H. C. Taneja

Applied Mathematics Vol.3 No.12, December 21, 2012

DOI: 10.4236/am.2012.312272 5,679 Downloads 8,985 Views Citations

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