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Valuation of European Call Options via the Fast Fourier Transform and the Improved Mellin Transform
(Articles)
Sunday Emmanuel Fadugba
,
Chuma Raphael Nwozo
Journal of Mathematical Finance
Vol.6 No.2
, May 31, 2016
DOI:
10.4236/jmf.2016.62028
3,521
Downloads
6,088
Views
Citations
An Accurate Numerical Solution for the Modified Equal Width Wave Equation Using the Fourier Pseudo-Spectral Method
(Articles)
Hany N. Hassan
Journal of Applied Mathematics and Physics
Vol.4 No.6
, June 13, 2016
DOI:
10.4236/jamp.2016.46110
2,086
Downloads
3,527
Views
Citations
Higher-Order Numerical Solution of Two-Dimensional Coupled Burgers’ Equations
(Articles)
T. Zhanlav
,
O. Chuluunbaatar
,
V. Ulziibayar
American Journal of Computational Mathematics
Vol.6 No.2
, June 16, 2016
DOI:
10.4236/ajcm.2016.62013
2,700
Downloads
4,836
Views
Citations
Memory Effect in Chemotaxis Equation
(Articles)
Loukrakpam Kennedy Meitei
,
Ranjit Kumar
,
Varun Malik
,
Yogesh Kumar
,
Nihal Kumar
Journal of Modern Physics
Vol.7 No.10
, June 20, 2016
DOI:
10.4236/jmp.2016.710099
1,823
Downloads
2,892
Views
Citations
A Cauchy Problem for Some Fractional
q
-Difference Equations with Nonlocal Conditions
(Articles)
Maryam Al-Yami
American Journal of Computational Mathematics
Vol.6 No.2
, June 29, 2016
DOI:
10.4236/ajcm.2016.62017
2,088
Downloads
3,618
Views
Citations
On Existence of Solutions of
q
-Perturbed Quadratic Integral Equations
(Articles)
Maryam Al-Yami
American Journal of Computational Mathematics
Vol.6 No.2
, June 29, 2016
DOI:
10.4236/ajcm.2016.62018
2,102
Downloads
3,361
Views
Citations
Superrelativity
(Articles)
Peter Donald Rodgers
Open Journal of Fluid Dynamics
Vol.6 No.2
, June 30, 2016
DOI:
10.4236/ojfd.2016.62011
2,553
Downloads
4,713
Views
Citations
Size of the Electron Microparticle Calculated from the Oersted Law
(Articles)
Stanisław Olszewski
Journal of Modern Physics
Vol.7 No.11
, July 8, 2016
DOI:
10.4236/jmp.2016.711114
1,691
Downloads
2,642
Views
Citations
Alternative Approach for the Solution of the Black-Scholes Partial Differential Equation for European Call Option
(Articles)
Sunday Emmanuel Fadugba
,
Adedoyin Olayinka Ajayi
Open Access Library Journal
Vol.2 No.4
, April 17, 2015
DOI:
10.4236/oalib.1101466
3,146
Downloads
5,257
Views
Citations
Stability and Regularization Method for Inverse Initial Value Problem of Biparabolic Equation
(Articles)
Hongwu Zhang
,
Xiaoju Zhang
Open Access Library Journal
Vol.2 No.5
, May 14, 2015
DOI:
10.4236/oalib.1101542
1,596
Downloads
2,678
Views
Citations
Optimal Portfolios of an Insurer and a Reinsurer under Proportional Reinsurance and Power Utility Preference
(Articles)
Silas A. Ihedioha
,
Bright O. Osu
Open Access Library Journal
Vol.2 No.12
, December 29, 2015
DOI:
10.4236/oalib.1102033
1,149
Downloads
2,351
Views
Citations
Biquaternionic Form of Laws of Electro-Gravimagnetic Charges and Currents Interactions
(Articles)
L. A. Alexeyeva
Journal of Modern Physics
Vol.7 No.11
, July 27, 2016
DOI:
10.4236/jmp.2016.711121
2,129
Downloads
3,191
Views
Citations
Research on the Model of Consumer Health Information Seeking Behavior via Social Media
(Articles)
Juan Chen
,
Xiaorong Hou
,
Wenlong Zhao
International Journal of Communications, Network and System Sciences
Vol.9 No.8
, August 11, 2016
DOI:
10.4236/ijcns.2016.98029
2,836
Downloads
6,254
Views
Citations
Undulatory Theory with Paraconsistent Logic (Part II): Schrödinger Equation and Probability Representation
(Articles)
João Inácio Da Silva Filho
Journal of Quantum Information Science
Vol.6 No.3
, August 12, 2016
DOI:
10.4236/jqis.2016.63013
2,116
Downloads
3,535
Views
Citations
Implementation of Stochastic Yield Curve Duration and Portfolio Immunization Strategies
(Articles)
Sindre Duedahl
Journal of Mathematical Finance
Vol.6 No.3
, August 24, 2016
DOI:
10.4236/jmf.2016.63032
2,036
Downloads
3,350
Views
Citations
Numerical Treatment of Nonlinear Volterra-Fredholm Integral Equation with a Generalized Singular Kernel
(Articles)
Fatheah Ahmed Hendi
,
Manal Mohamed Al-Qarni
American Journal of Computational Mathematics
Vol.6 No.3
, September 14, 2016
DOI:
10.4236/ajcm.2016.63025
1,826
Downloads
3,462
Views
Citations
Freidlin-Wentzell’s Large Deviations for Stochastic Evolution Equations with Poisson Jumps
(Articles)
Huiyan Zhao
,
Siyan Xu
Advances in Pure Mathematics
Vol.6 No.10
, September 19, 2016
DOI:
10.4236/apm.2016.610056
1,728
Downloads
3,042
Views
Citations
Theoretical Analysis of Immobilized Oxidase Enzyme Electrode in the Presence of Two Oxidants
(Articles)
Malinidevi Ramanathan
,
Rajendran Lakshmanan
American Journal of Analytical Chemistry
Vol.7 No.10
, October 13, 2016
DOI:
10.4236/ajac.2016.710062
1,656
Downloads
2,728
Views
Citations
This article belongs to the Special Issue on
Analysis of Volatiles
On the Solution of the Multi-Asset Black-Scholes Model: Correlations, Eigenvalues and Geometry
(Articles)
Mauricio Contreras
,
Alejandro Llanquihuén
,
Marcelo Villena
Journal of Mathematical Finance
Vol.6 No.4
, October 14, 2016
DOI:
10.4236/jmf.2016.64043
2,332
Downloads
6,264
Views
Citations
This article belongs to the Special Issue on
Portfolio Theory and Risk Management
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
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