Stochastic Control; Three-Asset Model; Vasicek Interest Rate Model; Optimal Fraction - Articles

Impact of Selected Macroeconomic Variables on Economic Growth in Nigeria (Articles)

Olajide S. Oladipo, Nuhu Ado, Fausat M. Alesinloye, Wasiu A. Yusuf

Open Journal of Social Sciences Vol.12 No.11, November 15, 2024

DOI: 10.4236/jss.2024.1211013 187 Downloads 1,362 Views Citations
Novel Rate-Control Algorithm Based on TM5 Framework (Articles)

Zhongjie ZHU, Yongqiang BAI, Zhiyong DUAN, Feng LIANG

Wireless Sensor Network Vol.1 No.3, October 16, 2009

DOI: 10.4236/wsn.2009.13024 5,861 Downloads 10,033 Views Citations
Maximizing of Asymptomatic Stage of Fast Progressive HIV Infected Patient Using Embedding Method (Articles)

Hassan Zarei, Ali Vahidian Kamyad, Sohrab Effati

Intelligent Control and Automation Vol.1 No.1, August 27, 2010

DOI: 10.4236/ica.2010.11006 4,859 Downloads 7,670 Views Citations
Optimal Campaign in Leptospirosis Epidemic by Multiple Control Variables (Articles)

Muhammad Altaf Khan, Gul Zaman, Saeed Islam, Muhammad Ikhlaq Chohan

Applied Mathematics Vol.3 No.11, November 20, 2012

DOI: 10.4236/am.2012.311229 5,542 Downloads 8,501 Views Citations
Two Optimization Problems of a Continuous-in-Time Financial Model (Articles)

Emmanuel Frénod, Pierre Ménard, Mohamad Safa

Journal of Mathematical Finance Vol.8 No.1, January 29, 2018

DOI: 10.4236/jmf.2018.81003 1,060 Downloads 2,480 Views Citations
Modeling Anthrax with Optimal Control and Cost Effectiveness Analysis (Articles)

Shaibu Osman, Dominic Otoo, Oluwole Daniel Makinde

Applied Mathematics Vol.11 No.3, March 30, 2020

DOI: 10.4236/am.2020.113020 1,255 Downloads 3,017 Views Citations
Spatio-Temporal Dynamics of the Spatial AK Model with Trade Costs (Articles)

Hanlei Hu, Shaoyong Lai

Journal of Mathematical Finance Vol.11 No.3, July 29, 2021

DOI: 10.4236/jmf.2021.113023 303 Downloads 1,302 Views Citations
Demand for Money in China Based on Most Recent Data (Articles)

Yongqing Wang

Modern Economy Vol.14 No.9, September 14, 2023

DOI: 10.4236/me.2023.149061 194 Downloads 954 Views Citations
Application of Stochastic Control Technique in Production and Inventory Model for a Fixed or Constant Demand Rate (Articles)

Nathaniel Kayode Oladejo

Open Journal of Optimization Vol.14 No.2, June 13, 2025

DOI: 10.4236/ojop.2025.142003 86 Downloads 469 Views Citations
Corporate Financing, Taxation, and Tobin’s q: Evidence from Japanese Firms and Industries (Articles)

Keiichi Kubota, Susumu Saito, Hitoshi Takehara

Journal of Mathematical Finance Vol.3 No.3A, October 8, 2013

DOI: 10.4236/jmf.2013.33A004 5,787 Downloads 9,162 Views Citations
This article belongs to the Special Issue on Corporate Finance
Predicting Bank Interests When Monetary Rates Are Close to Zero (Articles)

Laura Parisi, Igor Gianfrancesco, Camillo Giliberto, Paolo Giudici

Applied Mathematics Vol.7 No.1, January 11, 2016

DOI: 10.4236/am.2016.71001 4,688 Downloads 5,936 Views Citations
A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model with Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes (Articles)

Raj Jagannathan

Journal of Mathematical Finance Vol.8 No.1, February 28, 2018

DOI: 10.4236/jmf.2018.81013 1,214 Downloads 3,115 Views Citations
An Extension of the Black-Scholes and Margrabe Formulas to a Multiple Risk Economy (Articles)

Werner Hürlimann

Applied Mathematics Vol.2 No.4, March 31, 2011

DOI: 10.4236/am.2011.24053 6,741 Downloads 12,980 Views Citations
Averaged-Calibration-Length Prediction for Currency Exchange Rates by a Time-Dependent Vasicek Model (Articles)

Tomasz Serafin, Anna Michalak, Łukasz Bielak, Agnieszka Wyłomańska

Theoretical Economics Letters Vol.10 No.3, June 16, 2020

DOI: 10.4236/tel.2020.103037 572 Downloads 2,049 Views Citations
Management of a Complex Portfolio of Assets with Stochastic Drifts and Volatilities (Articles)

Wendkouni Yaméogo, Korotimi Ouédraogo, Diakarya Barro

Open Journal of Statistics Vol.12 No.6, December 30, 2022

DOI: 10.4236/ojs.2022.126047 235 Downloads 997 Views Citations
Stochastic Maximum Principle for Optimal Advertising Models with Delay and Non-Convex Control Spaces (Articles)

Giuseppina Guatteri, Federica Masiero

Advances in Pure Mathematics Vol.14 No.6, June 18, 2024

DOI: 10.4236/apm.2024.146025 119 Downloads 579 Views Citations
A Framework for Determining the Period When a Perennial Crop Is No Longer Profitable after a Disease Outbreak (Articles)

Mauricio Mosquera, Kelly Grogan, Edward Evans, Thomas Spreen

Theoretical Economics Letters Vol.3 No.3, June 13, 2013

DOI: 10.4236/tel.2013.33029 3,997 Downloads 6,142 Views Citations
Adaptation in Stochastic Dynamic Systems—Survey and New Results II (Articles)

Innokentiy V. Semushin

International Journal of Communications, Network and System Sciences Vol.4 No.4, April 15, 2011

DOI: 10.4236/ijcns.2011.44032 4,249 Downloads 8,835 Views Citations
Adaptation in Stochastic Dynamic Systems—Survey and New Results IV: Seeking Minimum of API in Parameters of Data (Articles)

Innokentiy V. Semushin, Julia V. Tsyganova

International Journal of Communications, Network and System Sciences Vol.6 No.12, December 23, 2013

DOI: 10.4236/ijcns.2013.612055 3,212 Downloads 4,934 Views Citations
Risk-Sensitive Asset Management under a Wishart Autoregressive Factor Model (Articles)

Hiroaki Hata, Jun Sekine

Journal of Mathematical Finance Vol.3 No.1A, March 29, 2013

DOI: 10.4236/jmf.2013.31A021 4,971 Downloads 8,753 Views Citations
This article belongs to the Special Issue on Forecasting and Portfolio Construction

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