Stochastic Differential Equation - Articles - Scientific Research Publishing

Pricing Multi-Strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates (Articles)

Boris Ter-Avanesov, Gunter Meissner

Applied Mathematics Vol.16 No.1, January 27, 2025

DOI: 10.4236/am.2025.161005 89 Downloads 749 Views Citations
Solving high-order nonlinear Volterra-Fredholm integro-differential equations by differential transform method (Articles)

Salah H. Behiry, Saied I. Mohamed

Natural Science Vol.4 No.8, August 29, 2012

DOI: 10.4236/ns.2012.48077 7,922 Downloads 14,877 Views Citations
Exact Solution for a Class of Stiff Systems by Differential Transform Method (Articles)

Muhammad Idrees, Fazle Mabood, Asar Ali, Gul Zaman

Applied Mathematics Vol.4 No.3, March 21, 2013

DOI: 10.4236/am.2013.43065 6,394 Downloads 11,001 Views Citations
Axiomatic Differential Geometry III-3-Its Landscape-Chapter 3: The Old Kingdom of Differential Geometers (Articles)

Hirokazu Nishimura

Applied Mathematics Vol.8 No.6, June 21, 2017

DOI: 10.4236/am.2017.86065 1,637 Downloads 2,745 Views Citations
This article belongs to the Special Issue on Algebraic Geometry
Equivalence of Paths under the Action of the Real Representation of Sp(n) (Articles)

Muminov K. Khodyrovich, Juraboyev S. Solyjonovich

Journal of Applied Mathematics and Physics Vol.10 No.5, May 31, 2022

DOI: 10.4236/jamp.2022.105126 221 Downloads 1,164 Views Citations
This article belongs to the Special Issue on Geometry and Physics
Discussion on the Homology Theory of Lie Algebras (Articles)

Lilong Kang, Yu Wang, Caiyu Du

Journal of Applied Mathematics and Physics Vol.12 No.7, July 12, 2024

DOI: 10.4236/jamp.2024.127141 159 Downloads 654 Views Citations
Implied Bond and Derivative Prices Based on Non-Linear Stochastic Interest Rate Models (Articles)

Ghulam Sorwar, Sharif Mozumder

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

DOI: 10.4236/am.2010.11006 5,771 Downloads 10,536 Views Citations
Fuzzy Least-Squares Linear Regression Approach to Ascertain Stochastic Demand in the Vehicle Routing Problem (Articles)

Fatemeh Torfi, Reza Zanjirani Farahani, Iraj Mahdavi

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

DOI: 10.4236/am.2011.21008 6,143 Downloads 11,867 Views Citations
Solution of Stochastic Cubic and Quintic Nonlinear Diffusion Equation Using WHEP, Pickard and HPM Methods (Articles)

Magdy A. El-Tawil, Aisha F. Fareed

Open Journal of Discrete Mathematics Vol.1 No.1, April 8, 2011

DOI: 10.4236/ojdm.2011.11002 5,189 Downloads 10,676 Views Citations
A New Method of Estimating the Asset Rate of Return (Articles)

Moawia Alghalith, Tracy Polius

Theoretical Economics Letters Vol.1 No.1, June 1, 2011

DOI: 10.4236/tel.2011.11001 4,678 Downloads 10,717 Views Citations
Portfolio Optimization without the Self-Financing Assumption (Articles)

Moawia Alghalith

Advances in Pure Mathematics Vol.1 No.3, June 3, 2011

DOI: 10.4236/apm.2011.13018 4,733 Downloads 10,900 Views Citations
Conditionally Suboptimal Filtering in Nonlinear Stochastic Differential System (Articles)

Tongjun He, Zhengping Shi

Applied Mathematics Vol.2 No.6, June 22, 2011

DOI: 10.4236/am.2011.26101 6,297 Downloads 10,049 Views Citations
Meridional Asymmetries in Forced Beta-Plane Turbulence (Articles)

Iordanka N Panayotova

International Journal of Geosciences Vol.2 No.3, August 12, 2011

DOI: 10.4236/ijg.2011.23031 3,871 Downloads 7,434 Views Citations
Noise-Dependent Stability of the Synchronized State in a Coupled System of Active Rotators (Articles)

Sebastian F. Brandt, Axel Pelster, Ralf Wessel

World Journal of Condensed Matter Physics Vol.1 No.3, August 22, 2011

DOI: 10.4236/wjcmp.2011.13014 4,975 Downloads 8,978 Views Citations
Stochastic Modeling on Drug Efficacy in Self Drug Administration Health Problems (Articles)

P. Tirupathi Rao, M. Venkateswaran, R. Vishnu Vardhan

Journal of Service Science and Management Vol.4 No.4, December 7, 2011

DOI: 10.4236/jssm.2011.44056 4,930 Downloads 7,938 Views Citations
Optimal Reservoir Operation Using Stochastic Dynamic Programming (Articles)

Pan Liu, Jingfei Zhao, Liping Li, Yan Shen

Journal of Water Resource and Protection Vol.4 No.6, June 20, 2012

DOI: 10.4236/jwarp.2012.46038 6,115 Downloads 11,394 Views Citations
The Many-on-One Stochastic Duel Model with Information-Sharing (Articles)

Jianjun Li, Liwei Liu

Applied Mathematics Vol.3 No.6, June 27, 2012

DOI: 10.4236/am.2012.36097 4,647 Downloads 7,513 Views Citations
Almost Stochastic Dominance and Efficient Investment Sets (Articles)

Moshe Levy

American Journal of Operations Research Vol.2 No.3, September 19, 2012

DOI: 10.4236/ajor.2012.23038 6,756 Downloads 11,049 Views Citations
Integrating Origin-Destination Survey and Stochastic User Equilibrium: A Case Study for Route Relocation (Articles)

Deo Chimba, Daniel Emaasit, Boniphace Kutela

Journal of Transportation Technologies Vol.2 No.4, October 31, 2012

DOI: 10.4236/jtts.2012.24032 4,404 Downloads 7,764 Views Citations
A Characterization of the Optimal Management of Heterogeneous Environmental Assets under Uncertainty (Articles)

Frank Raymond

Theoretical Economics Letters Vol.2 No.5, December 27, 2012

DOI: 10.4236/tel.2012.25093 6,192 Downloads 8,930 Views Citations

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