Fractional Jump-Diffusion Process - Articles - Scientific Research Publishing

A Note on the Kou’s Continuity Correction Formula (Articles)

Ting Liu, Chang Feng, Yanqiong Lu, Bei Yao

Open Journal of Social Sciences Vol.3 No.11, November 20, 2015

DOI: 10.4236/jss.2015.311005 3,417 Downloads 4,691 Views Citations
A Comparative Study of Equilibrium Equity Premium under Discrete Distributions of Jump Amplitudes (Articles)

George M. Mukupa, Elias R. Offen, Douglas Kunda, Edward M. Lungu

Journal of Mathematical Finance Vol.6 No.1, February 29, 2016

DOI: 10.4236/jmf.2016.61020 2,918 Downloads 4,100 Views Citations
On Optimal Sparse-Control Problems Governed by Jump-Diffusion Processes (Articles)

Beatrice Gaviraghi, Andreas Schindele, Mario Annunziato, Alfio Borzì

Applied Mathematics Vol.7 No.16, October 25, 2016

DOI: 10.4236/am.2016.716162 1,907 Downloads 3,636 Views Citations
Numerical Methods for Discrete Double Barrier Option Pricing Based on Merton Jump Diffusion Model (Articles)

Mingjia Li

Open Journal of Statistics Vol.7 No.3, June 12, 2017

DOI: 10.4236/ojs.2017.73032 1,592 Downloads 3,279 Views Citations
Simulated Minimum Cramér-Von Mises Distance Estimation for Some Actuarial and Financial Models (Articles)

Andrew Luong, Christopher Blier-Wong

Open Journal of Statistics Vol.7 No.5, October 25, 2017

DOI: 10.4236/ojs.2017.75058 1,339 Downloads 2,692 Views Citations
A Mean-Field Stochastic Maximum Principle for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps via Malliavin Calculus (Articles)

Qing Zhou, Yong Ren

Journal of Applied Mathematics and Physics Vol.6 No.1, January 16, 2018

DOI: 10.4236/jamp.2018.61014 1,091 Downloads 2,602 Views Citations
Derivatives Pricing via Machine Learning (Articles)

Tingting Ye, Liangliang Zhang

Journal of Mathematical Finance Vol.9 No.3, August 27, 2019

DOI: 10.4236/jmf.2019.93029 1,930 Downloads 8,809 Views Citations
A Clustering Method to Solve Backward Stochastic Differential Equations with Jumps (Articles)

Liangliang Zhang

Journal of Mathematical Finance Vol.10 No.1, December 13, 2019

DOI: 10.4236/jmf.2020.101001 884 Downloads 2,181 Views Citations
Combined Optimal Stopping and Mixed Regular-Singular Control of Jump Diffusions (Articles)

Charles Kusaya, Memory Mandiudza, Nicholas Mwareya, Confess Matete, Leonard Shambira, Nyashadzashe Ngaza

Journal of Mathematical Finance Vol.11 No.2, April 1, 2021

DOI: 10.4236/jmf.2021.112010 582 Downloads 1,505 Views Citations
Pricing Bitcoin under Double Exponential Jump-Diffusion Model with Asymmetric Jumps Stochastic Volatility (Articles)

Ndeye Fatou Sene, Mamadou Abdoulaye Konte, Jane Aduda

Journal of Mathematical Finance Vol.11 No.2, May 31, 2021

DOI: 10.4236/jmf.2021.112018 656 Downloads 3,743 Views Citations
This article belongs to the Special Issue on Mathematical Finance and Application
Option Pricing Model with Transaction Costs and Jumps in Illiquid Markets (Articles)

Praewnapa Seelama, Dawud Thongtha

Journal of Mathematical Finance Vol.11 No.3, June 10, 2021

DOI: 10.4236/jmf.2021.113020 586 Downloads 2,554 Views Citations
This article belongs to the Special Issue on Stochastic and Financial Mathematics
Decomposition of Supercritical Linear-Fractional Branching Processes (Articles)

Serik Sagitov, Altynay Shaimerdenova

Applied Mathematics Vol.4 No.2, February 27, 2013

DOI: 10.4236/am.2013.42054 3,690 Downloads 6,004 Views Citations
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 1,639 Downloads 3,374 Views Citations
On Two Transform Methods for the Valuation of Contingent Claims (Articles)

Chuma Raphael Nwozo, Sunday Emmanuel Fadugba

Journal of Mathematical Finance Vol.5 No.2, March 30, 2015

DOI: 10.4236/jmf.2015.52009 4,110 Downloads 5,799 Views Citations
Applications of Fractional Calculus to Newtonian Mechanics (Articles)

Gabriele U. Varieschi

Journal of Applied Mathematics and Physics Vol.6 No.6, June 21, 2018

DOI: 10.4236/jamp.2018.66105 2,518 Downloads 7,723 Views Citations
Quantization of Fractional Singular Lagrangian Systems with Second-Order Derivatives Using Path Integral Method (Articles)

Eyad Hasan Hasan, Osama Abdalla Abu-Haija

Journal of Applied Mathematics and Physics Vol.13 No.2, February 25, 2025

DOI: 10.4236/jamp.2025.132031 127 Downloads 519 Views Citations
Interval Oscillation Criteria for Fractional Partial Differential Equations with Damping Term (Articles)

Vadivel Sadhasivam, Jayapal Kavitha

Applied Mathematics Vol.7 No.3, February 29, 2016

DOI: 10.4236/am.2016.73025 2,680 Downloads 4,068 Views Citations
Oscillation for a Class of Fractional Differential Equation (Articles)

Qian Feng, Anping Liu

Journal of Applied Mathematics and Physics Vol.7 No.7, July 10, 2019

DOI: 10.4236/jamp.2019.77096 1,168 Downloads 2,713 Views Citations
Oscillation Theorems for Two Classes of Fractional Neutral Differential Equations (Articles)

Xulong Wang, Siying Long, Anping Liu

Journal of Applied Mathematics and Physics Vol.10 No.10, October 21, 2022

DOI: 10.4236/jamp.2022.1010203 241 Downloads 1,174 Views Citations
Application of He’s Variational Iteration Method for the Analytical Solution of Space Fractional Diffusion Equation (Articles)

Mehdi Safari

Applied Mathematics Vol.2 No.9, September 19, 2011

DOI: 10.4236/am.2011.29150 6,902 Downloads 12,522 Views Citations

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