The Martingale Optimality Principle - Articles - Scientific Research Publishing

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 5,622 Views Citations
Contingent Claims in Incomplete Markets: A Case Study (Articles)

Sure Mataramvura

Journal of Mathematical Finance Vol.3 No.4, October 17, 2013

DOI: 10.4236/jmf.2013.34044 4,069 Downloads 6,767 Views Citations
Necessary and Sufficient Conditions for a Class Positive Local Martingale (Articles)

Chuanzhong Chen, Saisai Yang

Advances in Pure Mathematics Vol.4 No.10, October 30, 2014

DOI: 10.4236/apm.2014.410063 2,623 Downloads 3,693 Views Citations
Mathematical Modeling in Heavy Traffic Queuing Systems (Articles)

Sulaiman Sani, Onkabetse A. Daman

American Journal of Operations Research Vol.4 No.6, November 17, 2014

DOI: 10.4236/ajor.2014.46033 5,870 Downloads 8,512 Views Citations
Measure of Investment Optimal Strategy (Articles)

J. T. Eghwerido, E. Ekuma-Okereke, E. Ekuma-Okereke, E. Efe-Eyefia, Edwin Iguodala, T. O. Obilade

Journal of Mathematical Finance Vol.6 No.2, May 12, 2016

DOI: 10.4236/jmf.2016.62023 2,845 Downloads 4,217 Views Citations
Equilibrium Equity Premium in a Semi Martingale Market When Jump Amplitudes Follow a Binomial Distribution (Articles)

George M. Mukupa, Elias R. Offen

Journal of Mathematical Finance Vol.8 No.3, August 20, 2018

DOI: 10.4236/jmf.2018.83038 1,121 Downloads 2,199 Views Citations
Martingale Solution to Stochastic Extended Korteweg-de Vries Equation (Articles)

Anna Karczewska, Maciej Szczeciński

Advances in Pure Mathematics Vol.8 No.12, December 26, 2018

DOI: 10.4236/apm.2018.812053 946 Downloads 2,188 Views Citations
Discrete Time Risk Model Financed by Random Premiums (Articles)

Andrzej Korzeniowski

Journal of Mathematical Finance Vol.12 No.1, February 14, 2022

DOI: 10.4236/jmf.2022.121008 325 Downloads 1,289 Views Citations
Structured Financial Product Designing (Articles)

Huayue Zhang, Jingwen Wang

Open Journal of Social Sciences Vol.11 No.2, February 28, 2023

DOI: 10.4236/jss.2023.112032 239 Downloads 2,052 Views Citations
Martingales and Super-Martingales Relative to a Convex Set of Equivalent Measures (Articles)

Nicholas S. Gonchar

Advances in Pure Mathematics Vol.8 No.4, April 24, 2018

DOI: 10.4236/apm.2018.84025 1,300 Downloads 2,647 Views Citations
Description of Incomplete Financial Markets for Time Evolution of Risk Assets (Articles)

Nicholas S. Gonchar

Advances in Pure Mathematics Vol.9 No.6, June 30, 2019

DOI: 10.4236/apm.2019.96029 854 Downloads 1,984 Views Citations
Continuous Stabilizing of First Order Single Input Nonlinear Systems (Articles)

Aref Shahmansoorian

Intelligent Control and Automation Vol.2 No.3, August 8, 2011

DOI: 10.4236/ica.2011.23022 4,561 Downloads 7,367 Views Citations
A Note on the Guignard Constraint Qualification and the Guignard Regularity Condition in Vector Optimization (Articles)

Giorgio Giorgi

Applied Mathematics Vol.4 No.4, April 30, 2013

DOI: 10.4236/am.2013.44101 5,566 Downloads 8,614 Views Citations
ε-Optimality in Multivalued Optimization (Articles)

S. K. Suneja, Megha Sharma

American Journal of Operations Research Vol.3 No.4, July 16, 2013

DOI: 10.4236/ajor.2013.34039 3,636 Downloads 6,316 Views Citations
A Forward-Looking Nash Game and Its Application to Achieving Pareto-Efficient Optimization (Articles)

Jie Ren, Kai-Kit Wong, Jianjun Hou

Applied Mathematics Vol.4 No.12, November 20, 2013

DOI: 10.4236/am.2013.412218 3,915 Downloads 6,408 Views Citations
Temporal Optimality of a Via-Posture on Trajectory during Sit-to-Stand and Back-to-Sit Movements (Articles)

Hiroshi R. Yamasaki, Urara Nakamura, Hiroshi Nagasaki

Journal of Biomedical Science and Engineering Vol.7 No.7, June 6, 2014

DOI: 10.4236/jbise.2014.77041 4,593 Downloads 6,240 Views Citations
This article belongs to the Special Issue on Biomechanics
Post-Optimality Analysis of Energy Consumption Model and Utility Application (Articles)

Sunday A. Reju, Gideon Gope

Open Journal of Applied Sciences Vol.4 No.14, December 24, 2014

DOI: 10.4236/ojapps.2014.414052 4,266 Downloads 5,505 Views Citations
This article belongs to the Special Issue on Engineering Research for Economic Advancement
Necessary Optimality Conditions for Multi-Objective Semi-Infinite Variational Problem (Articles)

Bharti Sharma, Promila Kumar

American Journal of Operations Research Vol.6 No.1, January 22, 2016

DOI: 10.4236/ajor.2016.61006 4,365 Downloads 5,569 Views Citations
Cross Validation Based Model Averaging for Varying-Coefficient Models with Response Missing at Random (Articles)

Huixin Li, Xiuli Wang

Journal of Applied Mathematics and Physics Vol.12 No.3, March 25, 2024

DOI: 10.4236/jamp.2024.123047 157 Downloads 611 Views Citations
The Precautionary Principle in Environmental Law (Articles)

Majambere Rodrigue

Open Journal of Social Sciences Vol.11 No.12, December 28, 2023

DOI: 10.4236/jss.2023.1112037 520 Downloads 3,841 Views Citations

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