Truncated Brownian Motion - Articles - Scientific Research Publishing

Fractional Stochastic Volatility Pricing of European Option Based on Self-Adaptive Differential Evolution (Articles)

Yue Hu, Hongling Dong, Le Fu, Jiayang Zhai

Journal of Mathematical Finance Vol.12 No.3, August 25, 2022

DOI: 10.4236/jmf.2022.123029 360 Downloads 1,565 Views Citations
Structural Stability in 4-Dimensional Canards (Articles)

Shuya Kanagawa, Kiyoyuki Tchizawa

Advances in Pure Mathematics Vol.12 No.11, November 4, 2022

DOI: 10.4236/apm.2022.1211046 233 Downloads 1,217 Views Citations
This article belongs to the Special Issue on Approximation Theory and Applications
Canards Flying on Bifurcation (Articles)

Shuya Kanagawa, Kiyoyuki Tchizawa

Advances in Pure Mathematics Vol.13 No.6, June 29, 2023

DOI: 10.4236/apm.2023.136026 237 Downloads 1,269 Views Citations
A Study on Stochastic Differential Equation Using Fractional Power of Operator in the Semigroup Theory (Articles)

Emmanuel Hagenimana, Charline Uwilingiyimana, Umuraza Clarisse

Journal of Applied Mathematics and Physics Vol.11 No.6, June 29, 2023

DOI: 10.4236/jamp.2023.116107 264 Downloads 1,334 Views Citations
Multi-Strategy-Driven Salp Swarm Algorithm for Global Optimization (Articles)

Zhiwei Gao, Bo Wang

Journal of Computer and Communications Vol.11 No.7, July 28, 2023

DOI: 10.4236/jcc.2023.117007 242 Downloads 1,175 Views Citations
Research on Extraction Method of Surface Information Based on Multi-Feature Combination Such as Fractal Texture (Articles)

Zhen Chen, Yiyang Zheng

Journal of Geoscience and Environment Protection Vol.11 No.10, October 19, 2023

DOI: 10.4236/gep.2023.1110005 200 Downloads 720 Views Citations
On a Compound Poisson Risk Model Perturbed by Brownian Motion with Variable Premium and Tail Dependence between Claims Amounts and Inter-Claim Time (Articles)

Delwendé Abdoul-Kabir Kafando, Kiswendsida Mahamoudou Ouedraogo, Pierre Clovis Nitiema

Open Journal of Statistics Vol.14 No.1, February 2, 2024

DOI: 10.4236/ojs.2024.141001 239 Downloads 950 Views Citations
Improved Arithmetic Optimization Algorithm with Multi-Strategy Fusion Mechanism and Its Application in Engineering Design (Articles)

Yu Liu, Minge Chen, Ran Yin, Jianwei Li, Yafei Zhao, Xiaohua Zhang

Journal of Applied Mathematics and Physics Vol.12 No.6, June 27, 2024

DOI: 10.4236/jamp.2024.126134 125 Downloads 895 Views Citations
Nanoparticles Sampling inside the International Space Station (Articles)

Ferdinando Cassese, Federico Bartolamasi, Davide Santachiara, Gianni Santachiara

Atmospheric and Climate Sciences Vol.15 No.2, March 27, 2025

DOI: 10.4236/acs.2025.152018 91 Downloads 509 Views Citations
Backward Stochastic Differential Equations Driven by Fractional Brownian Motion: Theory and Applications (Articles)

Bou Diop

Journal of Applied Mathematics and Physics Vol.13 No.11, November 11, 2025

DOI: 10.4236/jamp.2025.1311212 39 Downloads 322 Views Citations
Measuring a Quantum System’s Classical Information (Articles)

John L. Haller Jr.

Journal of Modern Physics Vol.5 No.1, January 15, 2014

DOI: 10.4236/jmp.2014.51002 4,375 Downloads 6,355 Views Citations
Brownian Motion of Decaying Particles: Transition Probability, Computer Simulation, and First-Passage Times (Articles)

M. P. Silverman

Journal of Modern Physics Vol.8 No.11, October 24, 2017

DOI: 10.4236/jmp.2017.811108 1,393 Downloads 3,879 Views Citations
Stochastic Ito-Calculus and Numerical Approximations for Asset Price Forecasting in the Nigerian Stock Market (Articles)

Thomas Chinwe Urama, Patrick Oseloka Ezepue

Journal of Mathematical Finance Vol.8 No.4, November 12, 2018

DOI: 10.4236/jmf.2018.84041 2,513 Downloads 4,786 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
Description of Incomplete Financial Markets for Time Evolution of Risk Assets (Articles)

Nicholas S. Gonchar

Advances in Pure Mathematics Vol.9 No.6, June 30, 2019

DOI: 10.4236/apm.2019.96029 854 Downloads 1,984 Views Citations
A Valuation Model for Callable Eurobonds (Articles)

Vince Hooper, John Pointon

Journal of Mathematical Finance Vol.9 No.3, August 21, 2019

DOI: 10.4236/jmf.2019.93023 935 Downloads 2,254 Views Citations
Study of Volatility Stochastic Processes in the Context of Solvency Forecasting for Sri Lankan Life Insurers (Articles)

Ashika Mendis

Open Journal of Statistics Vol.11 No.1, January 20, 2021

DOI: 10.4236/ojs.2021.111004 970 Downloads 4,137 Views Citations
This article belongs to the Special Issue on Statistical Modeling and Analysis
Geometric Fractional Brownian Motion Perturbed by Fractional Ornstein-Uhlenbeck Process and Application on KLCI Option Pricing (Articles)

Mohammed Alhagyan, Masnita Misiran, Zurni Omar

Open Access Library Journal Vol.3 No.8, August 19, 2016

DOI: 10.4236/oalib.1102863 1,636 Downloads 3,336 Views Citations
Brownian Motion of Radioactive Particles: Derivation and Monte Carlo Test of Spatial and Temporal Distributions (Articles)

M. P. Silverman, Akrit Mudvari

World Journal of Nuclear Science and Technology Vol.8 No.2, April 30, 2018

DOI: 10.4236/wjnst.2018.82009 1,165 Downloads 3,481 Views Citations
Some Important Properties of Multiple G-Itô Integral in the G-Expectation Space (Articles)

Fangyuan Liu, Yang Li

Journal of Applied Mathematics and Physics Vol.6 No.11, November 13, 2018

DOI: 10.4236/jamp.2018.611186 1,669 Downloads 2,436 Views Citations
The British Binary Option (Articles)

Min Gao

Journal of Mathematical Finance Vol.9 No.4, November 14, 2019

DOI: 10.4236/jmf.2019.94038 970 Downloads 2,509 Views Citations

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