Stochastic Optimization - Articles - Scientific Research Publishing

About Stochastic Calculus in Presence of Jumps at Predictable Stopping Times (Articles)

Leonid Galtchouk

Journal of Mathematical Finance Vol.6 No.3, August 31, 2016

DOI: 10.4236/jmf.2016.63035 2,328 Downloads 3,691 Views Citations
This article belongs to the Special Issue on Martingales and Stochastic Integrals
Stochastic Reservoir Systems with Different Assumptions for Storage Losses (Articles)

Carter Browning, Hillel Kumin

American Journal of Operations Research Vol.6 No.5, September 28, 2016

DOI: 10.4236/ajor.2016.65038 1,683 Downloads 3,031 Views Citations
Properties of Time-Varying Causality Tests in the Presence of Multivariate Stochastic Volatility (Articles)

Daiki Maki

Open Journal of Statistics Vol.6 No.5, October 8, 2016

DOI: 10.4236/ojs.2016.65064 1,656 Downloads 2,984 Views Citations
Optimal Portfolio Strategy with Discounted Stochastic Cash Inflows When the Stock Price Is a Semimartingale (Articles)

Onthusitse Baraedi, Elias Offen

Journal of Mathematical Finance Vol.6 No.4, November 9, 2016

DOI: 10.4236/jmf.2016.64047 1,644 Downloads 2,918 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
Foreign Exchange Derivative Pricing with Stochastic Correlation (Articles)

Topilista Nabirye, Philip Ngare, Joseph Mungatu

Journal of Mathematical Finance Vol.6 No.5, November 23, 2016

DOI: 10.4236/jmf.2016.65059 1,842 Downloads 3,693 Views Citations
On the Location of a Free Boundary for American Options (Articles)

Ronald Katende, Diaraf Seck, Philip Ngare

Journal of Mathematical Finance Vol.6 No.5, November 24, 2016

DOI: 10.4236/jmf.2016.65062 2,095 Downloads 4,907 Views Citations
Valuating New Product Development Project with a Stochastic Volatility Model (Articles)

Chengru Hu, Chulhee Jun, Maggie Foley

Journal of Mathematical Finance Vol.6 No.5, November 30, 2016

DOI: 10.4236/jmf.2016.65064 1,798 Downloads 4,257 Views Citations
Some Explicit Results for the Distribution Problem of Stochastic Linear Programming (Articles)

Afrooz Ansaripour, Adriana Mata, Sara Nourazari, Hillel Kumin

Open Journal of Optimization Vol.5 No.4, December 30, 2016

DOI: 10.4236/ojop.2016.54014 1,798 Downloads 3,558 Views Citations
The Conditional Poisson Process and the Erlang and Negative Binomial Distributions (Articles)

Anurag Agarwal, Peter Bajorski, David L. Farnsworth, James E. Marengo, Wei Qian

Open Journal of Statistics Vol.7 No.1, February 9, 2017

DOI: 10.4236/ojs.2017.71002 2,377 Downloads 5,499 Views Citations
A Framework for Determining the Impact of Value Chain Participation on Smallholder Farm Efficiency (Articles)

William Barnos Warsanga, Edward Anthony Evans, Zhifeng Gao, Pilar Useche

Theoretical Economics Letters Vol.7 No.3, April 20, 2017

DOI: 10.4236/tel.2017.73039 1,707 Downloads 3,133 Views Citations
Stochastic Modelling of Solution Particle Movement: An Individual Case of Coupled Concentration Gradient Dependent and Independent Movements of Efavirenz (Articles)

Tafireyi Nemaura

Journal of Applied Mathematics and Physics Vol.5 No.5, May 16, 2017

DOI: 10.4236/jamp.2017.55090 1,366 Downloads 2,253 Views Citations
Robust Model-Free Software Sensors for the HIV/AIDS Infection Process (Articles)

Hussain Alazki, Alexander Poznyak

International Journal of Modern Nonlinear Theory and Application Vol.6 No.2, June 14, 2017

DOI: 10.4236/ijmnta.2017.62004 2,061 Downloads 3,782 Views Citations
Nonparametric Model Calibration for Derivatives (Articles)

Frédéric Abergel, Rémy Tachet des Combes, Riadh Zaatour

Journal of Mathematical Finance Vol.7 No.3, July 13, 2017

DOI: 10.4236/jmf.2017.73030 1,283 Downloads 2,715 Views Citations
Theories on the Relationship between Price Process and Stochastic Volatility Matrix with Compensated Poisson Jump Using Fourier Transforms (Articles)

Perpetual Saah Andam, Joseph Ackora-Prah, Sure Mataramvura

Journal of Mathematical Finance Vol.7 No.3, July 18, 2017

DOI: 10.4236/jmf.2017.73033 1,186 Downloads 2,510 Views Citations
Asymptotic Behavior and Stability of Stochastic SIR Model with Variable Diffusion Rates (Articles)

Xianhua Xie, Li Ma, Jingfei Xu

Applied Mathematics Vol.8 No.8, August 7, 2017

DOI: 10.4236/am.2017.88080 1,117 Downloads 2,349 Views Citations
Efficiency of Urban Bus Companies in India: A Stochastic Frontier Analysis (Articles)

Sanjay K. Singh

Theoretical Economics Letters Vol.7 No.7, November 22, 2017

DOI: 10.4236/tel.2017.77130 1,090 Downloads 2,543 Views Citations
This article belongs to the Special Issue on Infrastructure Economics
Assessment of Groundwater Resources in a Complex Volcanic Reservoir with Limited Data Sets in a Semi-Arid Context Using a Novel Stochastic Approach. The Goda Volcanic Massif, Republic of Djibouti (Articles)

Ibrahim M. Ahmed, Mathieu Le Coz, Mohamed Jalludin, Paul Sardini, Moumtaz Razack

Journal of Water Resource and Protection Vol.10 No.1, January 31, 2018

DOI: 10.4236/jwarp.2018.101007 1,147 Downloads 2,675 Views Citations
Modeling a Dynamic Supply Chain Management System for an Utility Company in Nigeria (Articles)

Moses Okechukwu Onyesolu, Josiah Chukwuemeka Abara, Chiamaka Ijeoma Chukwuneke, Doris Chinedu Asogwa

Journal of Software Engineering and Applications Vol.11 No.6, June 12, 2018

DOI: 10.4236/jsea.2018.116017 1,167 Downloads 2,523 Views Citations
The Stochastic Dominance Violation of Index Call Options in the Presence of Market Makers (Articles)

Sang Baum Kang

Theoretical Economics Letters Vol.8 No.9, June 13, 2018

DOI: 10.4236/tel.2018.89103 912 Downloads 1,743 Views Citations
This article belongs to the Special Issue on Financial Modeling
RETRACTED: Local Correlated Noise Improvement of Signal-to-Noise Ratio Gain in an Ensemble of Noisy Neuron (Articles)

Tianquan Feng, Qingrong Chen, Ming Yi

Journal of Intelligent Learning Systems and Applications Vol.10 No.3, August 15, 2018

DOI: 10.4236/jilsa.2018.103007 1,037 Downloads 1,887 Views Citations

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