Geometric Brownian Motion - Articles - Scientific Research Publishing

Geometric Fractional Brownian Motion Perturbed by Fractional Ornstein-Uhlenbeck Process and Application on KLCI Option Pricing (Articles)

Mohammed Alhagyan, Masnita Misiran, Zurni Omar

Open Access Library Journal Vol.3 No.8, August 19, 2016

DOI: 10.4236/oalib.1102863 1,636 Downloads 3,336 Views Citations
The British Binary Option (Articles)

Min Gao

Journal of Mathematical Finance Vol.9 No.4, November 14, 2019

DOI: 10.4236/jmf.2019.94038 970 Downloads 2,509 Views Citations
Macroscopic anisotropic Brownian motion is related to the directional movement of a “Universe field” (Articles)

Jiapei Dai

Natural Science Vol.6 No.2, February 19, 2014

DOI: 10.4236/ns.2014.62009 5,162 Downloads 7,155 Views Citations
Dirichlet Brownian Motions (Articles)

Hafedh Faires

Open Journal of Statistics Vol.4 No.11, December 29, 2014

DOI: 10.4236/ojs.2014.411085 2,810 Downloads 3,785 Views Citations
A Mathematical Model Reveals That Both Randomness and Periodicity Are Essential for Sustainable Fluctuations in Stock Prices (Articles)

Motohisa Osaka

Applied Mathematics Vol.10 No.6, June 17, 2019

DOI: 10.4236/am.2019.106028 923 Downloads 3,656 Views Citations
A Simple Model for the Calculation of Diffusion Coefficient in a Periodic Potential (Articles)

Chunhui Zhang, Zhanwu Bai

Journal of Modern Physics Vol.12 No.2, January 21, 2021

DOI: 10.4236/jmp.2021.122009 619 Downloads 2,001 Views Citations
Asset Pricing and Simulation Analysis Based on the New Mixture Gaussian Processes (Articles)

Bo Peng

Journal of Applied Mathematics and Physics Vol.11 No.8, August 24, 2023

DOI: 10.4236/jamp.2023.118153 203 Downloads 812 Views Citations
Real Options Adoption with Poisson Price, Quantity, and Policy Uncertainty Jumps (Articles)

Chong (Andrea) Zhao, Gregory Colson, Hazel Wetzstein, Michael Wetzstein

Theoretical Economics Letters Vol.13 No.6, December 22, 2023

DOI: 10.4236/tel.2023.136087 209 Downloads 713 Views Citations
Survival Model Inference Using Functions of Brownian Motion (Articles)

John O’Quigley

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

DOI: 10.4236/am.2012.36098 3,987 Downloads 7,226 Views Citations
Strong Local Non-Determinism of Sub-Fractional Brownian Motion (Articles)

Nana Luan

Applied Mathematics Vol.6 No.13, November 30, 2015

DOI: 10.4236/am.2015.613194 3,421 Downloads 4,815 Views Citations
This article belongs to the Special Issue on Fractional Calculus
The effect of cartilaginous rings on particle deposition by convection and Brownian diffusion (Articles)

Hans O. Åkerstedt, Sofie M. Högberg, T. Staffan Lundström, Thomas Sandström

Natural Science Vol.2 No.7, July 30, 2010

DOI: 10.4236/ns.2010.27097 4,291 Downloads 8,760 Views Citations
On Valuing Constant Maturity Swap Spread Derivatives (Articles)

Leonard Tchuindjo

Journal of Mathematical Finance Vol.2 No.2, May 23, 2012

DOI: 10.4236/jmf.2012.22020 11,251 Downloads 17,375 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
Ito’s Formula for the Discrete-Time Quantum Walk in Two Dimensions (Articles)

Clement Ampadu

Journal of Quantum Information Science Vol.2 No.2, June 22, 2012

DOI: 10.4236/jqis.2012.22008 4,176 Downloads 8,281 Views Citations
Optimal Stopping Time for Holding an Asset (Articles)

Pham Van Khanh

American Journal of Operations Research Vol.2 No.4, November 30, 2012

DOI: 10.4236/ajor.2012.24062 6,219 Downloads 10,216 Views Citations
An Evaluation for the Probability Density of the First Hitting Time (Articles)

Shih-Yu Shen, Yi-Long Hsiao

Applied Mathematics Vol.4 No.5, May 20, 2013

DOI: 10.4236/am.2013.45108 5,975 Downloads 8,778 Views Citations
A Novel Method with Martingale Theory for Phase Noise Analysis in Coherent Optical Communication (Articles)

Chengle Sui, Qiangmin Wang, Shilin Xiao, Pingqing Li

Optics and Photonics Journal Vol.3 No.2B, July 19, 2013

DOI: 10.4236/opj.2013.32B041 3,831 Downloads 5,623 Views Citations
Searching for a Target Whose Truncated Brownian Motion (Articles)

Abd Elmoneim A. Teamah, Mohamed A. El-Hadidy, Marwa M. El-Ghoul

Applied Mathematics Vol.8 No.6, June 14, 2017

DOI: 10.4236/am.2017.86061 1,648 Downloads 2,742 Views Citations
The Arc-Sine Laws for the Skew Brownian Motion and Their Interpretation (Articles)

Ivan H. Krykun

Journal of Applied Mathematics and Physics Vol.6 No.2, February 8, 2018

DOI: 10.4236/jamp.2018.62033 1,303 Downloads 2,596 Views Citations
One Dimensional Random Motion on Segment with Reflecting Edges and Dependent Increments (Articles)

Gurami Tsitsiashvili

Journal of Applied Mathematics and Physics Vol.6 No.3, March 15, 2018

DOI: 10.4236/jamp.2018.63045 699 Downloads 1,465 Views Citations

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