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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
1,639
Downloads
3,376
Views
Citations
Robust Finite-Time
H
∞
Filtering for Itô Stochastic Systems
(Articles)
Aiqing Zhang
Journal of Applied Mathematics and Physics
Vol.4 No.9
, September 20, 2016
DOI:
10.4236/jamp.2016.49179
1,330
Downloads
2,276
Views
Citations
Non-Perturbative Guiding Center and Stochastic Gyrocenter Transformations: Gyro-Phase Is the
Kaluza-Klein
5
th
Dimension also for Reconciling General Relativity with Quantum Mechanics
(Articles)
Claudio Di Troia
Journal of Modern Physics
Vol.9 No.4
, March 30, 2018
DOI:
10.4236/jmp.2018.94048
915
Downloads
2,244
Views
Citations
Type 2 Possibility Factor Rotation in No-Data Problem
(Articles)
Houju Hori Jr.
Applied Mathematics
Vol.14 No.10
, October 8, 2023
DOI:
10.4236/am.2023.1410039
270
Downloads
865
Views
Citations
This article belongs to the Special Issue on
Fuzzy Mathematics
Animal Feed Business Risk Assessment Quantification COVID-19 and Supply Chains Disruptions Losses
(Articles)
Kheiry Hassan M. Ishag
Journal of Mathematical Finance
Vol.14 No.3
, August 14, 2024
DOI:
10.4236/jmf.2024.143019
217
Downloads
1,073
Views
Citations
Application of Exponential Distribution in Modeling of State Holding Time in HIV/AIDS Transition Dynamics
(Articles)
Nahashon Mwirigi
Open Journal of Modelling and Simulation
Vol.12 No.4
, October 25, 2024
DOI:
10.4236/ojmsi.2024.124010
111
Downloads
578
Views
Citations
Application of Multifractional Brownian Motion to Modeling Volatility and Risk in Financial Markets
(Articles)
Bou Diop
Journal of Applied Mathematics and Physics
Vol.13 No.11
, November 17, 2025
DOI:
10.4236/jamp.2025.1311216
71
Downloads
527
Views
Citations
A Trapezoidal Fuzzy Heston Model Calibrated to Copper Futures Prices
(Articles)
Kankolongo Kadilu Patient
,
Kumwimba Seya Didier
,
Panga Lutanda Grégoire
,
Balowayi Bondu Bernard
,
Mwania Wakosia José
American Journal of Computational Mathematics
Vol.16 No.2
, June 11, 2026
DOI:
10.4236/ajcm.2026.162006
17
Downloads
127
Views
Citations
Development of an Improved GUI Automation Test System Based on Event-Flow Graph
(Articles)
Yongzhong Lu
,
Danping Yan
,
Songlin Nie
,
Chun Wang
Journal of Software Engineering and Applications
Vol.1 No.1
, December 9, 2008
DOI:
10.4236/jsea.2008.11006
6,244
Downloads
13,270
Views
Citations
A Primary Robustness Optimization Strategy of Multi-Item and Low-Volume Process
(Articles)
Jianguo CHE
Journal of Service Science and Management
Vol.2 No.3
, September 11, 2009
DOI:
10.4236/jssm.2009.23024
4,539
Downloads
8,141
Views
Citations
Multi Objective Multireservoir Optimization in Fuzzy Environment for River Sub Basin Development and Management
(Articles)
D. G. REGULWAR
,
P. Anand RAJ
Journal of Water Resource and Protection
Vol.1 No.4
, October 16, 2009
DOI:
10.4236/jwarp.2009.14033
7,418
Downloads
13,559
Views
Citations
New Variants of Newton’s Method for Nonlinear Unconstrained Optimization Problems
(Articles)
V. KANWAR
,
Kapil K. SHARMA
,
Ramandeep BEHL
Intelligent Information Management
Vol.2 No.1
, January 27, 2010
DOI:
10.4236/iim.2010.21005
6,107
Downloads
11,476
Views
Citations
Cryptanalysis of TEA Using Quantum-Inspired Genetic Algorithms
(Articles)
Wei Hu
Journal of Software Engineering and Applications
Vol.3 No.1
, January 28, 2010
DOI:
10.4236/jsea.2010.31006
8,986
Downloads
14,437
Views
Citations
Neural Network Performance for Complex Minimization Problem
(Articles)
Tadeusz Wibig
Communications and Network
Vol.2 No.1
, March 1, 2010
DOI:
10.4236/cn.2010.21004
4,340
Downloads
8,464
Views
Citations
Study on Coalmine Safety Behavior Control System Model and its Manager Behavior Choice
(Articles)
Qingren Cao
,
Xiaobing Yang
Journal of Service Science and Management
Vol.3 No.1
, March 29, 2010
DOI:
10.4236/jssm.2010.31021
6,731
Downloads
11,333
Views
Citations
Accurate Angle-of-Arrival Measurement Using Particle Swarm Optimization
(Articles)
Minghui Li
,
Kwok Shun Ho
,
Gordon Hayward
Wireless Sensor Network
Vol.2 No.5
, May 27, 2010
DOI:
10.4236/wsn.2010.24047
7,027
Downloads
13,284
Views
Citations
Microstrip Low-Pass Elliptic Filter Design Based on Implicit Space Mapping Optimization
(Articles)
Saeed Tavakoli
,
Mahdieh Zeinadini
,
Shahram Mohanna
International Journal of Communications, Network and System Sciences
Vol.3 No.5
, May 31, 2010
DOI:
10.4236/ijcns.2010.35061
6,641
Downloads
13,819
Views
Citations
Heuristic Approaches for Cell Formation in Cellular Manufacturing
(Articles)
Shahram Saeedi
,
Maghsud Solimanpur
,
Iraj Mahdavi
,
Nikbakhsh Javadian
Journal of Software Engineering and Applications
Vol.3 No.7
, July 23, 2010
DOI:
10.4236/jsea.2010.37077
6,120
Downloads
12,332
Views
Citations
Design of Radial Basis Function Network Using Adaptive Particle Swarm Optimization and Orthogonal Least Squares
(Articles)
Majid Moradi Zirkohi
,
Mohammad Mehdi Fateh
,
Ali Akbarzade
Journal of Software Engineering and Applications
Vol.3 No.7
, July 23, 2010
DOI:
10.4236/jsea.2010.37080
5,571
Downloads
10,789
Views
Citations
Chaotic Optimal Operation of Hydropower Station with Ecology Consideration
(Articles)
Xianfeng Huang
,
Guohua Fang
,
Yuqin Gao
,
Qianjin Dong
Energy and Power Engineering
Vol.2 No.3
, August 25, 2010
DOI:
10.4236/epe.2010.23027
5,866
Downloads
10,830
Views
Citations
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