Brownian Dynamics - Articles - Scientific Research Publishing

Pricing European Option When the Stock Price Process Is Being Driven by Geometric Brownian Motion (Articles)

Kebareng I. Moalosi-Court

Open Access Library Journal Vol.6 No.8, August 2, 2019

DOI: 10.4236/oalib.1105568 335 Downloads 1,512 Views Citations
Convergence of a Randomised Change Point Estimator in GARCH Models (Articles)

George Awiakye-Marfo, Joseph Mung’atu, Patrick Weke

Journal of Mathematical Finance Vol.11 No.2, May 12, 2021

DOI: 10.4236/jmf.2021.112013 554 Downloads 1,486 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 492 Downloads 4,043 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 290 Downloads 1,100 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 103 Downloads 396 Views Citations
Classical and Fractional-Order Analysis of the Free and Forced Double Pendulum (Articles)

Elmas Anli, Ibrahim Ozkol

Engineering Vol.2 No.12, January 10, 2011

DOI: 10.4236/eng.2010.212118 8,579 Downloads 15,352 Views Citations
Quantum molecular dynamics simulation formultifragmentation resulting from an expandingnuclear matter (Articles)

Atef Abdel-hafiez, M. A. Khalifa, A. Abd El-Daiem

Natural Science Vol.3 No.7, July 25, 2011

DOI: 10.4236/ns.2011.37082 5,141 Downloads 9,449 Views Citations
Finance and Centre-Periphery Dynamics: A Model (Articles)

Antonio Luigi Paolilli, Fabio Pollice

iBusiness Vol.3 No.3, September 29, 2011

DOI: 10.4236/ib.2011.33033 6,198 Downloads 9,669 Views Citations
Industry Dynamics in Pharmaceuticals (Articles)

Fariba Hashemi

Pharmacology & Pharmacy Vol.3 No.1, January 12, 2012

DOI: 10.4236/pp.2012.31001 6,138 Downloads 12,549 Views Citations
Industry dynamics in biotechnology (Articles)

Fariba Hashemi

Advances in Bioscience and Biotechnology Vol.3 No.1, February 16, 2012

DOI: 10.4236/abb.2012.31006 5,026 Downloads 10,644 Views Citations
Social Balance in the Triangle-Growing Networks (Articles)

Wei Liu, Qing-Kuan Meng

Social Networking Vol.2 No.3, July 17, 2013

DOI: 10.4236/sn.2013.23014 4,997 Downloads 8,616 Views Citations
The Public Debt’s Dedollarization Effect in an Inflation Target Economy: A Theoretical Approach (Articles)

Fernando Motta Correia, Luciano Ferreira Gabriel

Modern Economy Vol.6 No.3, March 16, 2015

DOI: 10.4236/me.2015.63033 4,942 Downloads 6,104 Views Citations
The Study on Motion of a Rigid Body Carrying a Rotating Mass (Articles)

A. A. Galal, W. K. Zahra, H. F. Elkafly

Journal of Applied Mathematics and Physics Vol.5 No.1, January 25, 2017

DOI: 10.4236/jamp.2017.51012 1,697 Downloads 3,683 Views Citations
Dynamic Analysis of the Influencing Factors of Learning Behavior of Vocational College Students by Large Language Models (LLM) (Articles)

Zhonghui Xue, Zhiyuan Sun

Open Access Library Journal Vol.11 No.6, June 27, 2024

DOI: 10.4236/oalib.1111681 104 Downloads 745 Views Citations
Applying the Barycentric Jacobi Spectral Method to Price Options with Transaction Costs in a Fractional Black-Scholes Framework (Articles)

B. F. Nteumagné, E. Pindza, E. Maré

Journal of Mathematical Finance Vol.4 No.1, January 21, 2014

DOI: 10.4236/jmf.2014.41004 6,813 Downloads 9,658 Views Citations
This article belongs to the Special Issue on Option Pricing Research
A Note on Change Point Detection Using Weighted Least Square (Articles)

Reza Habibi

Applied Mathematics Vol.2 No.10, October 14, 2011

DOI: 10.4236/am.2011.210182 5,860 Downloads 10,013 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 5,440 Downloads 9,508 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 5,150 Downloads 10,686 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 4,191 Downloads 6,939 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 5,001 Downloads 8,463 Views Citations

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