Long Memory; Fractional Brownian Motion; Tanaka Formula; Nonlinearity - Articles

Energy Portfolio Management with Entry Decisions over an Infinite Horizon (Articles)

Zhen Liu

Applied Mathematics Vol.3 No.7, June 21, 2012

DOI: 10.4236/am.2012.37113 4,440 Downloads 7,229 Views Citations
The Existence and Uniqueness of Random Solution to Itô Stochastic Integral Equation (Articles)

Hamdin Ahmed Alafif, Caishi Wang

Applied Mathematics Vol.3 No.7, June 21, 2012

DOI: 10.4236/am.2012.37119 4,104 Downloads 7,418 Views Citations
Optimal Stopping Time for Holding an Asset (Articles)

Pham Van Khanh

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

DOI: 10.4236/ajor.2012.24062 6,219 Downloads 10,217 Views Citations
An Evaluation for the Probability Density of the First Hitting Time (Articles)

Shih-Yu Shen, Yi-Long Hsiao

Applied Mathematics Vol.4 No.5, May 20, 2013

DOI: 10.4236/am.2013.45108 5,975 Downloads 8,779 Views Citations
A Novel Method with Martingale Theory for Phase Noise Analysis in Coherent Optical Communication (Articles)

Chengle Sui, Qiangmin Wang, Shilin Xiao, Pingqing Li

Optics and Photonics Journal Vol.3 No.2B, July 19, 2013

DOI: 10.4236/opj.2013.32B041 3,831 Downloads 5,623 Views Citations
Valuation of European and American Options under Variance Gamma Process (Articles)

Ferry Jaya Permana, Dharma Lesmono, Erwinna Chendra

Journal of Applied Mathematics and Physics Vol.2 No.11, October 28, 2014

DOI: 10.4236/jamp.2014.211114 4,004 Downloads 5,490 Views Citations
Searching for a Target Whose Truncated Brownian Motion (Articles)

Abd Elmoneim A. Teamah, Mohamed A. El-Hadidy, Marwa M. El-Ghoul

Applied Mathematics Vol.8 No.6, June 14, 2017

DOI: 10.4236/am.2017.86061 1,648 Downloads 2,743 Views Citations
The Arc-Sine Laws for the Skew Brownian Motion and Their Interpretation (Articles)

Ivan H. Krykun

Journal of Applied Mathematics and Physics Vol.6 No.2, February 8, 2018

DOI: 10.4236/jamp.2018.62033 1,303 Downloads 2,599 Views Citations
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
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
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 330 Downloads 1,462 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
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 353 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 5,047 Downloads 6,096 Views Citations
Evaluation of Daily Tumor Motion by Measuring Fiducial Length on CBCT Images in Pancreatic Stereotactic Body Radiation Therapy (Articles)

Si Young Jang, Min-Sig Hwang, Ron Lalonde, Dwight E. Heron, M. Saiful Huq

International Journal of Medical Physics, Clinical Engineering and Radiation Oncology Vol.8 No.2, April 2, 2019

DOI: 10.4236/ijmpcero.2019.82007 1,008 Downloads 1,974 Views Citations
Long-Memory and Spurious Breaks in Ecological Experiments (Articles)

Thomas R. Boucher

Open Journal of Statistics Vol.7 No.5, October 11, 2017

DOI: 10.4236/ojs.2017.75054 1,010 Downloads 2,094 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 6,744 Downloads 9,558 Views Citations
This article belongs to the Special Issue on Option Pricing Research
Testing the Long-Memory Features in Return and Volatility of NSE Index (Articles)

Naseem Ahamed, Mamoni Kalita, Aviral Kumar Tiwari

Theoretical Economics Letters Vol.5 No.3, June 29, 2015

DOI: 10.4236/tel.2015.53050 3,152 Downloads 4,486 Views Citations
Intraday Periodicity and Long Memory Volatility in Hong Kong Stock Market (Articles)

Wei Dai, Dejun Xie, Bianxia Sun

Open Journal of Social Sciences Vol.3 No.7, July 14, 2015

DOI: 10.4236/jss.2015.37011 3,624 Downloads 5,066 Views Citations
Fractional Difference Approximations for Time-Fractional Telegraph Equation (Articles)

Ru Liu

Journal of Applied Mathematics and Physics Vol.6 No.1, January 31, 2018

DOI: 10.4236/jamp.2018.61029 1,137 Downloads 2,600 Views Citations

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