Long Memory; Fractional Brownian Motion; Tanaka Formula; Nonlinearity - Articles

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 6,397 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 1,464 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 1,395 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 1,335 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 1,177 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 953 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 898 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 511 Views Citations
Pricing Study on Two Kinds of Power Options in Jump-Diffusion Models with Fractional Brownian Motion and Stochastic Rate (Articles)

Jin Li, Kaili Xiang, Chuanyi Luo

Applied Mathematics Vol.5 No.16, August 29, 2014

DOI: 10.4236/am.2014.516234 3,410 Downloads 4,488 Views Citations
Long Term Follow-Up Results of a Fractional Radio Frequency Ablative Treatment of Acne Vulgaris and Related Acne Scars (Articles)

Judith Hellman

Journal of Cosmetics, Dermatological Sciences and Applications Vol.6 No.3, June 2, 2016

DOI: 10.4236/jcdsa.2016.63013 3,514 Downloads 6,329 Views Citations
Markerless Respiratory Motion Tracking Using Single Depth Camera (Articles)

Shinobu Kumagai, Ryohei Uemura, Toru Ishibashi, Susumu Nakabayashi, Norikazu Arai, Takenori Kobayashi, Jun’ichi Kotoku

Open Journal of Medical Imaging Vol.6 No.1, March 25, 2016

DOI: 10.4236/ojmi.2016.61003 3,214 Downloads 5,028 Views Citations
Study of Seals on Long Stroke and Reciprocating Motion Condition (Articles)

Zhaoxia Wang, Yujie Zhi, Chengyong Hu, Jinlu Xi, Jing Hu, Jie An

Journal of Power and Energy Engineering Vol.1 No.7, November 28, 2013

DOI: 10.4236/jpee.2013.17007 3,954 Downloads 6,057 Views Citations
On Detecting Sudden Changes in the Unconditional Volatility of a Time Series (Articles)

Dilip Kumar

Theoretical Economics Letters Vol.6 No.2, April 26, 2016

DOI: 10.4236/tel.2016.62028 2,354 Downloads 3,622 Views Citations
A Study on the Impact the Shanghai-Hong Kong Stock Connect Making on the Long-Term Memory of Chinese Stock Market (Articles)

Yongyue Zhang

Open Journal of Social Sciences Vol.5 No.4, April 21, 2017

DOI: 10.4236/jss.2017.54009 1,709 Downloads 4,303 Views Citations
Price Dynamics under the Information-Based Dealer Model (Articles)

Kenta Fukuda, Kaichi Kondo, Hideyuki Takada

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

DOI: 10.4236/jmf.2019.94037 604 Downloads 1,577 Views Citations
Forecasting Diabetes Patients Attendance at Al-Baha Hospitals Using Autoregressive Fractional Integrated Moving Average (ARFIMA) Models (Articles)

Salem Al Zahrani, Fath Al Rahman Al Sameeh, Abdulaziz C. M. Musa, Ashaikh A. A. Shokeralla

Journal of Data Analysis and Information Processing Vol.8 No.3, August 18, 2020

DOI: 10.4236/jdaip.2020.83011 778 Downloads 2,185 Views Citations

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