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DOI
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Affiliation
ISSN
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Stochastic Volatility Jump-Diffusion Model for Option Pricing
(Articles)
Nonthiya Makate
,
Pairote Sattayatham
Journal of Mathematical Finance
Vol.1 No.3
, November 8, 2011
DOI:
10.4236/jmf.2011.13012
5,760
Downloads
12,848
Views
Citations
Joint Characteristic Function of Stock Log-Price and Squared Volatility in the Bates Model and Its Asset Pricing Applications
(Articles)
Oleksandr Zhylyevskyy
Theoretical Economics Letters
Vol.2 No.4
, November 1, 2012
DOI:
10.4236/tel.2012.24074
4,829
Downloads
8,072
Views
Citations
Simplifying Stochastic Mathematical Models of Biochemical Systems
(Articles)
Silvana Ilie
,
Samaneh Gholami
Applied Mathematics
Vol.4 No.1A
, January 30, 2013
DOI:
10.4236/am.2013.41A038
4,751
Downloads
8,615
Views
Citations
This article belongs to the Special Issue on
Numerical Analysis
Dynamical Modeling of the Nuclear Fission Process at Low Excitation Energies
(Articles)
I. I. Gontchar
,
M. V. Chushnyakova
,
E. P. Oskin
,
E. G. Demina
Journal of Applied Mathematics and Physics
Vol.2 No.5
, April 24, 2014
DOI:
10.4236/jamp.2014.25004
3,414
Downloads
5,201
Views
Citations
The Conditional Poisson Process and the Erlang and Negative Binomial Distributions
(Articles)
Anurag Agarwal
,
Peter Bajorski
,
David L. Farnsworth
,
James E. Marengo
,
Wei Qian
Open Journal of Statistics
Vol.7 No.1
, February 9, 2017
DOI:
10.4236/ojs.2017.71002
2,377
Downloads
5,496
Views
Citations
Robust Model-Free Software Sensors for the HIV/AIDS Infection Process
(Articles)
Hussain Alazki
,
Alexander Poznyak
International Journal of Modern Nonlinear Theory and Application
Vol.6 No.2
, June 14, 2017
DOI:
10.4236/ijmnta.2017.62004
2,058
Downloads
3,775
Views
Citations
Asymptotic Behavior and Stability of Stochastic SIR Model with Variable Diffusion Rates
(Articles)
Xianhua Xie
,
Li Ma
,
Jingfei Xu
Applied Mathematics
Vol.8 No.8
, August 7, 2017
DOI:
10.4236/am.2017.88080
1,116
Downloads
2,348
Views
Citations
Variable Daily Air Temperature Model for Analysis and Design
(Articles)
G. Danko
,
C. Lu
Applied Mathematics
Vol.9 No.8
, August 30, 2018
DOI:
10.4236/am.2018.98069
1,140
Downloads
3,558
Views
Citations
Effect of Confidence Shock on an Economy with a Shadow Banking System: Analysis Based on Dynamic Stochastic General Equilibrium Model
(Articles)
He Cong
,
Yang Chen
Theoretical Economics Letters
Vol.8 No.15
, November 21, 2018
DOI:
10.4236/tel.2018.815203
852
Downloads
1,859
Views
Citations
Threshold Dynamics of the Stochastic SIRC Epidemic Model
(Articles)
Guangyang Zhang
Journal of Applied Mathematics and Physics
Vol.6 No.12
, December 11, 2018
DOI:
10.4236/jamp.2018.612210
1,061
Downloads
2,299
Views
Citations
A Full Asymptotic Series of European Call Option Prices in the SABR Model with Beta = 1
(Articles)
Z. Guo
,
H. Schellhorn
Applied Mathematics
Vol.10 No.6
, June 28, 2019
DOI:
10.4236/am.2019.106034
813
Downloads
2,025
Views
Citations
This article belongs to the Special Issue on
Stochastic Process and Stochastic Calculus
Analysis of an Inventory System for Items with Stochastic Demand and Time Dependent Three-Parameter Weibull Deterioration Function
(Articles)
Nwoba Pius Ophokenshi
,
Chukwu Walford Ikechukwu Emmanuel
,
Maliki Olaniyi Sadik
Applied Mathematics
Vol.10 No.9
, September 18, 2019
DOI:
10.4236/am.2019.109052
755
Downloads
2,197
Views
Citations
On the Dynamics of a Stochastic Ratio-Dependent Predator-Prey System with Infection for the Prey
(Articles)
Jiying Ma
,
Haimiao Ren
Open Journal of Applied Sciences
Vol.11 No.4
, April 21, 2021
DOI:
10.4236/ojapps.2021.104032
529
Downloads
1,514
Views
Citations
The Stochastic Asymptotic Stability Analysis in Two Species Lotka-Volterra Model
(Articles)
Yuqin Li
,
Yuehua He
Applied Mathematics
Vol.14 No.7
, July 27, 2023
DOI:
10.4236/am.2023.147028
258
Downloads
1,030
Views
Citations
Deterministic and Stochastic Analysis of a New Rumor Propagation Model with Nonlinear Propagation Rate in Social Network
(Articles)
Chunxin Liu
Journal of Applied Mathematics and Physics
Vol.11 No.11
, November 16, 2023
DOI:
10.4236/jamp.2023.1111219
185
Downloads
724
Views
Citations
The Use of Imitation Models at Developing and Introducing Information-Control Systems
(Articles)
Kartlos Joseph Kachiashvili
,
Vakhtang Varlam Kvaratskhelia
Journal of Software Engineering and Applications
Vol.15 No.7
, July 25, 2022
DOI:
10.4236/jsea.2022.157014
213
Downloads
954
Views
Citations
This article belongs to the Special Issue on
Software and Systems Modeling
Environmental Standards and Trade Volume
(Articles)
Nicholas Mangee
,
Bruce Elmslie
Modern Economy
Vol.1 No.2
, August 27, 2010
DOI:
10.4236/me.2010.12010
7,283
Downloads
12,599
Views
Citations
Study the Double-Transfer Path of Guangdong Province on Gravity Model and Cluster Analysis
(Articles)
Yun Liang
,
Xiaode Zuo
Modern Economy
Vol.1 No.3
, November 22, 2010
DOI:
10.4236/me.2010.13023
6,034
Downloads
9,821
Views
Citations
Trade Integration in East Asia: An Empirical Assessment
(Articles)
Sasatra Sasatra Sudsawasd
Modern Economy
Vol.3 No.3
, May 22, 2012
DOI:
10.4236/me.2012.33042
5,833
Downloads
11,307
Views
Citations
Polar 3D Transformation of the Full Gradient of Attractive Potential
(Articles)
Gennady Prostolupov
,
Michail Tarantin
International Journal of Geosciences
Vol.3 No.2
, May 23, 2012
DOI:
10.4236/ijg.2012.32035
3,781
Downloads
6,190
Views
Citations
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