Truncated Brownian Motion - Articles - Scientific Research Publishing

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
Valuation of European and American Options under Variance Gamma Process (Articles)

Ferry Jaya Permana, Dharma Lesmono, Erwinna Chendra

Journal of Applied Mathematics and Physics Vol.2 No.11, October 28, 2014

DOI: 10.4236/jamp.2014.211114 4,004 Downloads 5,490 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
A Generalization of the Clark-Ocone Formula (Articles)

Mahmmoud Salih, Sulieman Jomah

Journal of Applied Mathematics and Physics Vol.6 No.7, July 19, 2018

DOI: 10.4236/jamp.2018.67121 721 Downloads 2,114 Views Citations
Mixed Fractional Merton Model to Evaluate European Options with Transaction Costs (Articles)

Foad Shokrollahi

Journal of Mathematical Finance Vol.8 No.4, November 7, 2018

DOI: 10.4236/jmf.2018.84040 1,078 Downloads 2,311 Views Citations
Multiple G-Stratonovich Integral Driven by G-Brownian Motion (Articles)

Zou Li, Fangyuan Liu, Yang Li

Journal of Applied Mathematics and Physics Vol.6 No.11, November 19, 2018

DOI: 10.4236/jamp.2018.611190 965 Downloads 2,013 Views Citations
Pricing European Option When the Stock Price Process Is Being Driven by Geometric Brownian Motion (Articles)

Kebareng I. Moalosi-Court

Open Access Library Journal Vol.6 No.8, August 2, 2019

DOI: 10.4236/oalib.1105568 330 Downloads 1,461 Views Citations
Brownian Motion & the Stochastic Behavior of Stocks (Articles)

Pantelis Tassopoulos, Yorgos Protonotarios

Journal of Mathematical Finance Vol.12 No.1, February 15, 2022

DOI: 10.4236/jmf.2022.121009 446 Downloads 3,912 Views Citations
Perpetual American Call Option under Fractional Brownian Motion Model (Articles)

Atsuo Suzuki

Journal of Mathematical Finance Vol.13 No.2, May 31, 2023

DOI: 10.4236/jmf.2023.132014 248 Downloads 1,010 Views Citations
This article belongs to the Special Issue on Pricing Strategy and Theory
Natural Convective Nanofluid Flow over a Vertical Plate with Thermal Stratification (Articles)

Md Ziarul Islam, Abdullah Ahmed Foisal, Afsana Shila

Journal of Applied Mathematics and Physics Vol.13 No.8, August 21, 2025

DOI: 10.4236/jamp.2025.138150 86 Downloads 352 Views Citations
Hydrodynamic Interactions Introduce Differences in the Behaviour of a Ratchet Dimer Brownian Motor (Articles)

José A. Fornés

Journal of Biomaterials and Nanobiotechnology Vol.6 No.2, March 12, 2015

DOI: 10.4236/jbnb.2015.62008 5,046 Downloads 6,094 Views Citations
Simulation of a Daily Precipitation Time Series Using a Stochastic Model with Filtering (Articles)

Chieko Gomi, Yasuhisa Kuzuha

Open Journal of Modern Hydrology Vol.3 No.4, October 23, 2013

DOI: 10.4236/ojmh.2013.34025 3,658 Downloads 6,761 Views Citations
Deposition of charged nano-particles in the human airways including effects from cartilaginous rings (Articles)

Hans O. Akerstedt

Natural Science Vol.3 No.10, October 21, 2011

DOI: 10.4236/ns.2011.310113 5,355 Downloads 9,385 Views Citations
A Computational Approach to Financial Option Pricing Using Quasi Monte Carlo Methods via Variance Reduction Techniques (Articles)

Farshid Mehrdoust, Kianoush Fathi Vajargah

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

DOI: 10.4236/jmf.2012.22021 5,099 Downloads 10,589 Views Citations
Telegraph Equations and Complementary Dirac Equation from Brownian Movement (Articles)

Balwant Singh Rajput

Journal of Modern Physics Vol.3 No.9, September 24, 2012

DOI: 10.4236/jmp.2012.39128 4,145 Downloads 6,836 Views Citations
From Dynamic Linear Evaluation Rule to Dynamic CAPM in a Fractional Brownian Motion Environment (Articles)

Qing Zhou, Chao Li

Journal of Mathematical Finance Vol.2 No.4, November 23, 2012

DOI: 10.4236/jmf.2012.24034 4,970 Downloads 8,398 Views Citations
Dark Particles Answer Dark Energy (Articles)

John L. Haller Jr.

Journal of Modern Physics Vol.4 No.7A, July 12, 2013

DOI: 10.4236/jmp.2013.47A1010 4,862 Downloads 7,260 Views Citations
This article belongs to the Special Issue on The Black Hole, the Big Bang, and Modern Physics

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