Geometric Brownian Motion - Articles - Scientific Research Publishing

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
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
A Contingent Claim Approach to Bank Valuation (Articles)

Enahoro Alfred Owoloko, Nicholas Amienwan Omoregbe, Michael Akindele Okedoye

Journal of Mathematical Finance Vol.4 No.4, August 18, 2014

DOI: 10.4236/jmf.2014.44020 3,303 Downloads 5,130 Views Citations
When to Sell an Asset Where Its Drift Drops from a High Value to a Smaller One (Articles)

Pham Van Khanh

American Journal of Operations Research Vol.5 No.6, November 11, 2015

DOI: 10.4236/ajor.2015.56040 4,609 Downloads 5,641 Views Citations
Transient Combined Convective Heat Transfer over a Stretching Surface in a Non-Newtonian Nanofluid Using Buongiorno’s Model (Articles)

Rama Subba Reddy Gorla, Buddakkagari Vasu, Sadia Siddiqa

Journal of Applied Mathematics and Physics Vol.4 No.2, February 29, 2016

DOI: 10.4236/jamp.2016.42050 3,200 Downloads 4,818 Views Citations
Attenuated Model of Pricing Credit Default Swap under the Fractional Brownian Motion Environment (Articles)

Wenjing Gu, Yinglin Liu, Ruili Hao

Journal of Mathematical Finance Vol.6 No.2, March 9, 2016

DOI: 10.4236/jmf.2016.62021 3,030 Downloads 4,360 Views Citations
Analysis of Residence Time in the Measurement of Radon Activity by Passive Diffusion in an Open Volume: A Micro-Statistical Approach (Articles)

M. P. Silverman

World Journal of Nuclear Science and Technology Vol.7 No.4, August 30, 2017

DOI: 10.4236/wjnst.2017.74020 1,144 Downloads 2,348 Views Citations
Immersed Interface Method for Fokker-Planck Equation with Discontinuous Drift (Articles)

Boya Zhang, Yaming Chen, Songhe Song

Journal of Applied Mathematics and Physics Vol.5 No.9, September 15, 2017

DOI: 10.4236/jamp.2017.59133 931 Downloads 1,965 Views Citations
Extended Model of Stock Price Behaviour (Articles)

Nico Koning, Daniel T. Cassidy, Rachid Ouyed

Journal of Mathematical Finance Vol.8 No.1, January 19, 2018

DOI: 10.4236/jmf.2018.81001 1,249 Downloads 3,037 Views Citations

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