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

Analysis of Noise under Regime Switching (Articles)

Ling Bai, Xiaoyue Li

Applied Mathematics Vol.2 No.7, July 6, 2011

DOI: 10.4236/am.2011.27112 5,092 Downloads 9,374 Views Citations
Left Eigenvector of a Stochastic Matrix (Articles)

Sylvain Lavalle´e

Advances in Pure Mathematics Vol.1 No.4, July 29, 2011

DOI: 10.4236/apm.2011.14023 5,816 Downloads 13,560 Views Citations
RLS Wiener Predictor with Uncertain Observations in Linear Discrete-Time Stochastic Systems (Articles)

Seiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez

Journal of Signal and Information Processing Vol.2 No.3, August 31, 2011

DOI: 10.4236/jsip.2011.23019 4,771 Downloads 8,136 Views Citations
Recent Developments in Option Pricing (Articles)

Hui Gong, You Liang, Aerambamoorthy Thavaneswaran

Journal of Mathematical Finance Vol.1 No.3, November 25, 2011

DOI: 10.4236/jmf.2011.13009 6,991 Downloads 14,447 Views Citations
Test of Generating Function and Estimation of Equivalent Radius in Some Weapon Systems and Its Stochastic Simulation (Articles)

Famei Zheng

Applied Mathematics Vol.2 No.12, December 27, 2011

DOI: 10.4236/am.2011.212220 4,772 Downloads 8,016 Views Citations
The Analysis of Real Data Using a Stochastic Dynamical System Able to Model Spiky Prices (Articles)

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

Journal of Mathematical Finance Vol.2 No.1, February 28, 2012

DOI: 10.4236/jmf.2012.21001 5,456 Downloads 9,691 Views Citations
Some Remarks on Application of Sandwich Methods in the Minimum Cost Flow Problem (Articles)

Marta Kostrzewska, Leslaw Socha

American Journal of Operations Research Vol.2 No.1, March 14, 2012

DOI: 10.4236/ajor.2012.21003 5,264 Downloads 8,793 Views Citations
Evaluation of the Reliability Performance of Failure Criteria for Composite Structures (Articles)

Athanasios J. Kolios, Stefano Proia

World Journal of Mechanics Vol.2 No.3, June 21, 2012

DOI: 10.4236/wjm.2012.23019 9,847 Downloads 15,126 Views Citations
Reactive Search Optimization; Application to Multiobjective Optimization Problems (Articles)

Amir Mosavi, Atieh Vaezipour

Applied Mathematics Vol.3 No.10A, November 1, 2012

DOI: 10.4236/am.2012.330217 6,680 Downloads 11,361 Views Citations
This article belongs to the Special Issue on Optimization
CreditGrades Framework within Stochastic Covariance Models (Articles)

Marcos Escobar, Hamidreza Arian, Luis Seco

Journal of Mathematical Finance Vol.2 No.4, November 21, 2012

DOI: 10.4236/jmf.2012.24033 5,731 Downloads 9,861 Views Citations
Convergence of Invariant Measures of Truncation Approximations to Markov Processes (Articles)

Andrew G. Hart, Richard L. Tweedie

Applied Mathematics Vol.3 No.12A, December 31, 2012

DOI: 10.4236/am.2012.312A301 5,602 Downloads 8,807 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Multicut L-Shaped Algorithm for Stochastic Convex Programming with Fuzzy Probability Distribution (Articles)

Miaomiao Han, Xinshun MA

Open Journal of Applied Sciences Vol.2 No.4B, January 16, 2013

DOI: 10.4236/ojapps.2012.24B050 4,038 Downloads 5,687 Views Citations
A New Class of Time-Consistent Dynamic Risk Measures and its Application (Articles)

Rui Gao, Zhiping Chen

Technology and Investment Vol.4 No.1B, January 17, 2013

DOI: 10.4236/ti.2013.41B008 5,228 Downloads 7,294 Views Citations
Market Microstructure and Price Discovery (Articles)

Paul Carlisle Kettler, Aleh L. Yablonski, Frank Proske

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

DOI: 10.4236/jmf.2013.31001 4,972 Downloads 11,650 Views Citations
Higher-Order WHEP Solutions of Quadratic Nonlinear Stochastic Oscillatory Equation (Articles)

Mohamed A. El-Beltagy, Amnah S. Al-Johani

Engineering Vol.5 No.5A, May 24, 2013

DOI: 10.4236/eng.2013.55A009 3,749 Downloads 5,836 Views Citations
This article belongs to the Special Issue on Mathematical Problems in Engineering
Adaptive Filter for High Dimensional Inverse Engineering Problems: From Theory to Practical Implementation (Articles)

Hong Son Hoang, Rémy Barailles

Engineering Vol.5 No.5A, May 24, 2013

DOI: 10.4236/eng.2013.55A010 4,512 Downloads 6,758 Views Citations
This article belongs to the Special Issue on Mathematical Problems in Engineering
Modelling Bacterial Dynamics in Food Products: Role of Environmental Noise and Interspecific Competition (Articles)

Davide Valenti, Alessandro Giuffrida, Graziella, Ziino, Filippo Giarratana, Bernardo Spagnolo, Antonio Panebianco

Journal of Modern Physics Vol.4 No.8, August 13, 2013

DOI: 10.4236/jmp.2013.48142 3,973 Downloads 5,748 Views Citations
Stochastic Oscillators with Quadratic Nonlinearity Using WHEP and HPM Methods (Articles)

Amnah S. Al-Johani

American Journal of Computational Mathematics Vol.3 No.3, August 14, 2013

DOI: 10.4236/ajcm.2013.33027 3,464 Downloads 5,994 Views Citations
Technical Components of Total Factor Productivity Growth in Malaysian Manufacturing Industry (Articles)

Nik Hashim Nik Mustapha, Nik Mohd Hazrul Hashim, Ridzuan Yacob

Applied Mathematics Vol.4 No.9, August 30, 2013

DOI: 10.4236/am.2013.49169 5,779 Downloads 9,732 Views Citations
Simulation of Thermal Explosion of Catalytic Granule in Fluctuating Temperature Field (Articles)

Igor Derevich, Daria Galdina

Journal of Applied Mathematics and Physics Vol.1 No.5, September 27, 2013

DOI: 10.4236/jamp.2013.15001 5,081 Downloads 9,384 Views Citations

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