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

Chance-Constrained Approaches for Multiobjective Stochastic Linear Programming Problems (Articles)

Justin Dupar Busili Kampempe, Monga Kalonda Luhandjula

American Journal of Operations Research Vol.2 No.4, November 30, 2012

DOI: 10.4236/ajor.2012.24061 4,868 Downloads 8,201 Views Citations
Local Existence of Solution to a Class of Stochastic Differential Equations with Finite Delay in Hilbert Spaces (Articles)

Le Anh Minh, Hoang Nam, Nguyen Xuan Thuan

Applied Mathematics Vol.4 No.1, January 28, 2013

DOI: 10.4236/am.2013.41017 4,410 Downloads 6,738 Views Citations
Automatic Simulation of the Chemical Langevin Equation (Articles)

Silvana Ilie, Monjur Morshed

Applied Mathematics Vol.4 No.1A, January 30, 2013

DOI: 10.4236/am.2013.41A036 5,344 Downloads 9,025 Views Citations
This article belongs to the Special Issue on Numerical Analysis
Evaluation of Manager’s Performance through Stochastic Modelling (Articles)

P. Tirupathi Rao

Open Journal of Statistics Vol.3 No.1, February 26, 2013

DOI: 10.4236/ojs.2013.31007 4,693 Downloads 7,585 Views Citations
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Journal of Mathematical Finance Vol.3 No.1, February 26, 2013

DOI: 10.4236/jmf.2013.31002 6,833 Downloads 13,026 Views Citations
Pricing and Hedging in Stochastic Volatility Regime Switching Models (Articles)

Stéphane Goutte

Journal of Mathematical Finance Vol.3 No.1, February 26, 2013

DOI: 10.4236/jmf.2013.31006 5,230 Downloads 9,564 Views Citations
A Bivariate Chance Constraint of Wind Sources for Multi-Objective Dispatching (Articles)

Mostafa Elshahed, Hussein Zeineldin, Magdy Elmarsfawy

Smart Grid and Renewable Energy Vol.4 No.4, July 4, 2013

DOI: 10.4236/sgre.2013.44039 3,905 Downloads 5,896 Views Citations
A New Formula for Partitions in a Set of Entities into Empty and Nonempty Subsets, and Its Application to Stochastic and Agent-Based Computational Models (Articles)

Ghennadii Gubceac, Roman Gutu, Florentin Paladi

Applied Mathematics Vol.4 No.10C, October 4, 2013

DOI: 10.4236/am.2013.410A3003 4,838 Downloads 7,906 Views Citations
This article belongs to the Special Issue on Advances in Mathematical Physics
Optimal Path Finding Method Study Based on Stochastic Travel Time (Articles)

Zhanquan Sun, Weidong Gu, Yanling Zhao, Chunmei Wang

Journal of Transportation Technologies Vol.3 No.4, October 12, 2013

DOI: 10.4236/jtts.2013.34027 4,404 Downloads 7,672 Views Citations
Stabilization of Functional System with Markovian Switching (Articles)

Lizhu Feng, Qiong Cai

Applied Mathematics Vol.4 No.11A, November 27, 2013

DOI: 10.4236/am.2013.411A1006 4,343 Downloads 6,049 Views Citations
This article belongs to the Special Issue on Functional Analysis
Set-Valued Stochastic Integrals with Respect to Finite Variation Processes (Articles)

Jinping Zhang, Jiajia Qi

Advances in Pure Mathematics Vol.3 No.9A, December 18, 2013

DOI: 10.4236/apm.2013.39A1003 3,971 Downloads 6,238 Views Citations
This article belongs to the Special Issue on Differential Equations and Dynamic Systems
Solving Nonlinear Stochastic Diffusion Models with Nonlinear Losses Using the Homotopy Analysis Method (Articles)

Aisha A. Fareed, Hanafy H. El-Zoheiry, Magdy A. El-Tawil, Mohammed A. El-Beltagy, Hany N. Hassan

Applied Mathematics Vol.5 No.1, January 10, 2014

DOI: 10.4236/am.2014.51014 4,706 Downloads 7,026 Views Citations
Determining the Technical Efficiency of Specialty Ophthalmology Hospital Using SFA and DEA: 2009-2011 (Articles)

Majid Heydari, Azadeh Ahmadzadeh Ghasab, Haleh Mousavi Isfahani, Mehdi Raadabadi, Mohsen Barouni

Health Vol.6 No.9, March 28, 2014

DOI: 10.4236/health.2014.69102 4,179 Downloads 6,154 Views Citations
This article belongs to the Special Issue on Health Economics
Predicting Traffic Congestion: A Queuing Perspective (Articles)

Jojo Desmond Lartey

Open Journal of Modelling and Simulation Vol.2 No.2, April 2, 2014

DOI: 10.4236/ojmsi.2014.22008 5,274 Downloads 9,217 Views Citations
Assessing Organic Cherry Farmers’ Strategies under Different Policy Options (Articles)

Irene Tzouramani, Angelos Liontakis, Alexandra Sintori, George Alexopoulos

Modern Economy Vol.5 No.4, April 4, 2014

DOI: 10.4236/me.2014.54031 3,762 Downloads 5,910 Views Citations
This article belongs to the Special Issue on Ecological Economics
Stochastic Food Deprivation Increases Cellular Immunity in Kunming Mice (Articles)

Deli Xu, Yufen Tian, Ruisheng Li, Haotian Li, Xiaonan Sun, Qingbin Wang, Jing Shi, Ping Zhou, Xiaolei Sun

Health Vol.6 No.11, May 9, 2014

DOI: 10.4236/health.2014.611136 4,749 Downloads 6,394 Views Citations
Being Efficient to Stay Strong in a Weak Economy. The Case of Calabrian Manufacturing Firms (Articles)

Francesco Aiello, Concetta Castiglione

Technology and Investment Vol.5 No.2, May 13, 2014

DOI: 10.4236/ti.2014.52010 2,977 Downloads 4,627 Views Citations
The SABR Model: Explicit Formulae of the Moments of the Forward Prices/Rates Variable and Series Expansions of the Transition Probability Density and of the Option Prices (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Journal of Applied Mathematics and Physics Vol.2 No.7, June 13, 2014

DOI: 10.4236/jamp.2014.27062 5,450 Downloads 8,290 Views Citations
Numerical Approximation of Fractal Dimension of Gaussian Stochastic Processes (Articles)

Freddy H. Marin Sanchez, William Eduardo Alfonso

Applied Mathematics Vol.5 No.12, June 26, 2014

DOI: 10.4236/am.2014.512169 4,155 Downloads 6,004 Views Citations
This article belongs to the Special Issue on Fractal Theory and Applications
Stochastic Characteristics and Modelling of Monthly Rainfall Time Series of Ilorin, Nigeria (Articles)

Ahaneku, I. Edwin, Otache, Y. Martins

Open Journal of Modern Hydrology Vol.4 No.3, July 3, 2014

DOI: 10.4236/ojmh.2014.43006 4,333 Downloads 6,496 Views Citations

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