Stochastic Volatility Model - Articles - Scientific Research Publishing

On a Generic Security Game Model (Articles)

Vivek Shandilya, Sajjan Shiva

International Journal of Communications, Network and System Sciences Vol.10 No.7, July 28, 2017

DOI: 10.4236/ijcns.2017.107008 1,032 Downloads 2,335 Views Citations
Novel Quantitative Approach for Predicting mRNA/Protein Counts in Living Cells (Articles)

Henri C. Jimbo, Seraphin I. Ngongo, Achille Mbassi, Nicolas G. Andjiga

Applied Mathematics Vol.8 No.8, August 21, 2017

DOI: 10.4236/am.2017.88085 983 Downloads 2,158 Views Citations
Three Important Applications of Mathematics in Financial Mathematics (Articles)

Xiaogang Yang

American Journal of Industrial and Business Management Vol.7 No.9, September 25, 2017

DOI: 10.4236/ajibm.2017.79077 3,554 Downloads 81,752 Views Citations
Effect of Extra Contribution on Stochastic Optimal Investment Strategies for DC Pension with Stochastic Salary under the Affine Interest Rate Model (Articles)

K. N. C. Njoku, Bright O. Osu, Edikan E. Akpanibah, Rosemary N. Ujumadu

Journal of Mathematical Finance Vol.7 No.4, October 25, 2017

DOI: 10.4236/jmf.2017.74043 1,084 Downloads 2,500 Views Citations
Some Applications of Higher Moments of the Linear Gaussian White Noise Process (Articles)

I. S. Iwueze, C. O. Arimie, H. C. Iwu, E. Onyemachi

Applied Mathematics Vol.8 No.12, December 29, 2017

DOI: 10.4236/am.2017.812136 1,400 Downloads 4,092 Views Citations
A Mean-Field Stochastic Maximum Principle for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps via Malliavin Calculus (Articles)

Qing Zhou, Yong Ren

Journal of Applied Mathematics and Physics Vol.6 No.1, January 16, 2018

DOI: 10.4236/jamp.2018.61014 1,071 Downloads 2,535 Views Citations
A New Stochastic Restricted Liu Estimator for the Logistic Regression Model (Articles)

Weibing Zuo, Yingli Li

Open Journal of Statistics Vol.8 No.1, February 1, 2018

DOI: 10.4236/ojs.2018.81003 1,107 Downloads 2,796 Views Citations
Optimal Error Estimates of the Crank-Nicolson Scheme for Solving a Kind of Decoupled FBSDEs (Articles)

Zhe Wang, Yang Li

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

DOI: 10.4236/jamp.2018.62032 936 Downloads 2,040 Views Citations
Stability of High-Order Linear Itô Equations with Delays (Articles)

Lev Idels, Ramazan Kadiev, Arcady Ponosov

Applied Mathematics Vol.9 No.3, March 29, 2018

DOI: 10.4236/am.2018.93019 1,045 Downloads 2,105 Views Citations
Non-Negativity Preserving Numerical Algorithms for Problems in Mathematical Finance (Articles)

Yuan Yuan

Applied Mathematics Vol.9 No.3, March 30, 2018

DOI: 10.4236/am.2018.93024 1,606 Downloads 3,113 Views Citations
Algorithms for the Optimization of Well Placements—A Comparative Study (Articles)

Stella Unwana Udoeyop, Innocent Oseribho Oboh, Maurice Oscar Afiakinye

Advances in Chemical Engineering and Science Vol.8 No.2, April 26, 2018

DOI: 10.4236/aces.2018.82007 1,190 Downloads 2,551 Views Citations
Controllability of a Stochastic Neutral Functional Differential Equation Driven by a fBm (Articles)

Jingqi Han, Litan Yan

Journal of Applied Mathematics and Physics Vol.6 No.4, April 27, 2018

DOI: 10.4236/jamp.2018.64078 911 Downloads 2,122 Views Citations
Three-Dimensional Reservoir Modeling Using Stochastic Simulation, a Case Study of an East African Oil Field (Articles)

Margaret Akoth Oloo, Congjiao Xie

International Journal of Geosciences Vol.9 No.4, April 30, 2018

DOI: 10.4236/ijg.2018.94014 2,356 Downloads 5,701 Views Citations
Projection Methods and the Curse of Dimensionality (Articles)

Burkhard Heer, Alfred Maußner

Journal of Mathematical Finance Vol.8 No.2, May 8, 2018

DOI: 10.4236/jmf.2018.82021 1,031 Downloads 3,053 Views Citations
Robust Finite-Time H_∞ Filtering for Discrete-Time Markov Jump Stochastic Systems (Articles)

Aiqing Zhang

Journal of Applied Mathematics and Physics Vol.6 No.11, November 26, 2018

DOI: 10.4236/jamp.2018.611201 853 Downloads 1,838 Views Citations
Robust Portfolio Allocation for a Bank under Inflation (Articles)

Ryle S. Perera

Theoretical Economics Letters Vol.8 No.15, November 26, 2018

DOI: 10.4236/tel.2018.815207 829 Downloads 1,949 Views Citations
Development of a Tool Cost Optimization Model for Stochastic Demand of Machined Products (Articles)

Francisco G. Pantoja, Victor Songmene, Jean-Pierre Kenné, Oluwole A. Olufayo, Michael Ayomoh

Applied Mathematics Vol.9 No.12, December 28, 2018

DOI: 10.4236/am.2018.912091 1,523 Downloads 4,058 Views Citations
Numerical Solution of Two-Dimensional Nonlinear Stochastic Itô-Volterra Integral Equations by Applying Block Pulse Functions (Articles)

Guo Jiang, Xiaoyan Sang, Jieheng Wu, Biwen Li

Advances in Pure Mathematics Vol.9 No.2, February 14, 2019

DOI: 10.4236/apm.2019.92004 1,213 Downloads 2,479 Views Citations
Study on the Systemic Risk of China’s Stock Markets under Risk-Neutral Conditions (Articles)

Shibo Dai, Handong Li

Journal of Mathematical Finance Vol.9 No.1, February 27, 2019

DOI: 10.4236/jmf.2019.91005 980 Downloads 2,162 Views Citations
Deconvolution of the Error Associated with Random Sampling (Articles)

Peter L. Irwin, Yiping He, Chin-Yi Chen

Advances in Pure Mathematics Vol.9 No.3, March 29, 2019

DOI: 10.4236/apm.2019.93010 833 Downloads 1,906 Views Citations

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