Brownian dynamics - Articles - Scientific Research Publishing

Portfolio Selection in Mean-Minimum Return Level-Expected Bounded First Passage Time Framework (Articles)

Tsotne Kutalia

Journal of Mathematical Finance Vol.9 No.3, June 20, 2019

DOI: 10.4236/jmf.2019.93012 817 Downloads 2,026 Views Citations
Research on Pricing of Shanghai 50ETF Options Based on Fractal B-S Model and GARCH Model (Articles)

Wanting Hu

Modern Economy Vol.11 No.2, February 20, 2020

DOI: 10.4236/me.2020.112031 1,047 Downloads 2,596 Views Citations
The Barrier Binary Options (Articles)

Min Gao, Zhenfeng Wei

Journal of Mathematical Finance Vol.10 No.1, February 26, 2020

DOI: 10.4236/jmf.2020.101010 1,609 Downloads 6,390 Views Citations
Combined Optimal Stopping and Mixed Regular-Singular Control of Jump Diffusions (Articles)

Charles Kusaya, Memory Mandiudza, Nicholas Mwareya, Confess Matete, Leonard Shambira, Nyashadzashe Ngaza

Journal of Mathematical Finance Vol.11 No.2, April 1, 2021

DOI: 10.4236/jmf.2021.112010 561 Downloads 1,463 Views Citations
Pricing and Hedging Options Conditional on Market Activity (Articles)

Alec Kercheval, Navid Salehy, Nima Salehy

Journal of Mathematical Finance Vol.12 No.1, December 29, 2021

DOI: 10.4236/jmf.2022.121001 408 Downloads 1,393 Views Citations
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
Bringing out Fluids Experiments from Laboratory to In Silico – A Journey of Hundred Years (Articles)

Manickam Siva Kumar, Pichai Philominathan

American Journal of Computational Mathematics Vol.1 No.4, December 9, 2011

DOI: 10.4236/ajcm.2011.14033 5,725 Downloads 10,509 Views Citations
Branch Dynamics: A Theoretical Interpretation of Natural Phenomena (Articles)

Fred Y. Ye

International Journal of Modern Nonlinear Theory and Application Vol.2 No.1A, March 29, 2013

DOI: 10.4236/ijmnta.2013.21A009 4,072 Downloads 7,348 Views Citations
This article belongs to the Special Issue on Chaos
Numerical Simulation of the Flow of Crowds at the Jamarat Bridge during the Annual Hajj Event (Articles)

Chokri Mnasri, Abdulsalam Farhat

Open Journal of Fluid Dynamics Vol.6 No.4, December 7, 2016

DOI: 10.4236/ojfd.2016.64024 2,103 Downloads 4,318 Views Citations
Time Dependent Wave Packet Study of the H^-+ H₂ Nonreactive Scattering (Articles)

Sinan Akpinar, Seda Surucu

Journal of Quantum Information Science Vol.1 No.2, September 30, 2011

DOI: 10.4236/jqis.2011.12013 3,667 Downloads 8,442 Views Citations
Radiative Recombination Mechanisms of Large InAs/GaAs Quantum Dots (Articles)

Sandro Martini, Angelo E. B. Marques, Marcelo Marques, Alain A. Quivy, Lara Kühl Teles

World Journal of Condensed Matter Physics Vol.1 No.4, November 28, 2011

DOI: 10.4236/wjcmp.2011.14024 6,121 Downloads 11,582 Views Citations

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