Stochastic Volatility - Articles - Scientific Research Publishing

Reflected BSDEs Driven by Lévy Processes and Countable Brownian Motions (Articles)

Jean-Marc Owo

Applied Mathematics Vol.6 No.14, December 23, 2015

DOI: 10.4236/am.2015.614197 3,566 Downloads 4,532 Views Citations
Stochastic Restricted Maximum Likelihood Estimator in Logistic Regression Model (Articles)

Varathan Nagarajah, Pushpakanthie Wijekoon

Open Journal of Statistics Vol.5 No.7, December 30, 2015

DOI: 10.4236/ojs.2015.57082 4,509 Downloads 6,579 Views Citations
Evaluation the Price of Multi-Asset Rainbow Options Using Monte Carlo Method (Articles)

A. Rasulov, R. Rakhmatov, A. Nafasov

Journal of Applied Mathematics and Physics Vol.4 No.1, January 29, 2016

DOI: 10.4236/jamp.2016.41021 5,455 Downloads 8,462 Views Citations
LPM Density Functions for the Computation of the SD Efficient Set (Articles)

Fred Viole, David Nawrocki

Journal of Mathematical Finance Vol.6 No.1, February 26, 2016

DOI: 10.4236/jmf.2016.61012 2,916 Downloads 5,021 Views Citations
This article belongs to the Special Issue on Stochastic Dominance
Rectification of RF Fields in Load Dependent Coupled Systems: Application to Non-Invasive Electroceuticals (Articles)

Sree N. Koneru, Charles R. Westgate, Kenneth J. McLeod

Journal of Biomedical Science and Engineering Vol.9 No.2, February 29, 2016

DOI: 10.4236/jbise.2016.92007 2,700 Downloads 4,279 Views Citations
Multiyear Discrete Stochastic Programming with a Fuzzy Semi-Markov Process (Articles)

C. S. Kim, Richard M. Adams, Dannele E. Peck

Applied Mathematics Vol.7 No.6, March 24, 2016

DOI: 10.4236/am.2016.76044 2,668 Downloads 3,925 Views Citations
A New Conjugate Gradient Projection Method for Solving Stochastic Generalized Linear Complementarity Problems (Articles)

Zhimin Liu, Shouqiang Du, Ruiying Wang

Journal of Applied Mathematics and Physics Vol.4 No.6, June 13, 2016

DOI: 10.4236/jamp.2016.46107 1,855 Downloads 3,067 Views Citations
Gray Level Image Edge Detection Using a Hybrid Model of Cellular Learning Automata and Stochastic Cellular Automata (Articles)

Nasim Vatani, Rasul Enayatifar

Open Access Library Journal Vol.2 No.1, January 23, 2015

DOI: 10.4236/oalib.1101203 921 Downloads 1,965 Views Citations
On One-Step Method of Euler-Maruyama Type for Solution of Stochastic Differential Equations Using Varying Stepsizes (Articles)

Sunday Jacob Kayode, Akeem Adebayo Ganiyu, Adegoke Sule Ajiboye

Open Access Library Journal Vol.3 No.1, January 29, 2016

DOI: 10.4236/oalib.1102247 1,997 Downloads 5,452 Views Citations
Stochastic Model of a Cold-Stand by System with Waiting for Arrival & Treatment of Server (Articles)

Rohtash K. Bhardwaj, Ravinder Singh

American Journal of Operations Research Vol.6 No.4, July 21, 2016

DOI: 10.4236/ajor.2016.64031 1,767 Downloads 3,140 Views Citations
Razumikhin-Type Theorems on p-th Moment Stability for Stochastic Switching Nonlinear Systems with Delay (Articles)

Haibo Gu, Caixia Gao

Journal of Applied Mathematics and Physics Vol.4 No.7, July 22, 2016

DOI: 10.4236/jamp.2016.47129 1,446 Downloads 2,462 Views Citations
On Steady Dividend Payment under Functional Mean Reversion Speed (Articles)

Adeline Peter Mtunya, Philip Ngare, Yaw Nkansah-Gyekye

Journal of Mathematical Finance Vol.6 No.3, August 2, 2016

DOI: 10.4236/jmf.2016.63030 1,915 Downloads 3,709 Views Citations
Implementation of Stochastic Yield Curve Duration and Portfolio Immunization Strategies (Articles)

Sindre Duedahl

Journal of Mathematical Finance Vol.6 No.3, August 24, 2016

DOI: 10.4236/jmf.2016.63032 2,036 Downloads 3,349 Views Citations
Freidlin-Wentzell’s Large Deviations for Stochastic Evolution Equations with Poisson Jumps (Articles)

Huiyan Zhao, Siyan Xu

Advances in Pure Mathematics Vol.6 No.10, September 19, 2016

DOI: 10.4236/apm.2016.610056 1,728 Downloads 3,042 Views Citations
Chaos Behavior and Estimation of the Unknown Parameters of Stochastic Lattice Gas for Prey-Predator Model with Pair-Approximation (Articles)

Saba Mohammed Alwan

Applied Mathematics Vol.7 No.15, September 21, 2016

DOI: 10.4236/am.2016.715148 1,675 Downloads 2,750 Views Citations
A Stochastic SIVS Epidemic Model Based on Birth and Death Process (Articles)

Lin Zhu, Tiansi Zhang

Journal of Applied Mathematics and Physics Vol.4 No.9, September 29, 2016

DOI: 10.4236/jamp.2016.49186 2,030 Downloads 4,026 Views Citations
A Target Zone Model Where the Fundamentals Follow a Geometric Brownian Motion (Articles)

Jean René Cupidon, Judex Hyppolite

Journal of Mathematical Finance Vol.6 No.5, November 18, 2016

DOI: 10.4236/jmf.2016.65058 1,829 Downloads 3,931 Views Citations
Least Squares Solution for Discrete Time Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences (Articles)

Sie Long Kek, Jiao Li, Kok Lay Teo

Applied Mathematics Vol.8 No.1, January 11, 2017

DOI: 10.4236/am.2017.81001 1,681 Downloads 3,223 Views Citations
This article belongs to the Special Issue on Fixed Point Theory and Optimization
Finite Temperature Lanczos Method with the Stochastic State Selection and Its Application to Study of the Higgs Mode in the Antiferromagnet at Finite Temperature (Articles)

Tomo Munehisa

World Journal of Condensed Matter Physics Vol.7 No.1, February 9, 2017

DOI: 10.4236/wjcmp.2017.71002 1,669 Downloads 2,615 Views Citations
A Simple Model to Explain Expensive Index Call Options (Articles)

Sang Baum Kang

Theoretical Economics Letters Vol.7 No.3, March 16, 2017

DOI: 10.4236/tel.2017.73024 1,673 Downloads 3,539 Views Citations

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