Corner and Jump Discontinuity - Articles - Scientific Research Publishing

Pricing Bitcoin under Double Exponential Jump-Diffusion Model with Asymmetric Jumps Stochastic Volatility (Articles)

Ndeye Fatou Sene, Mamadou Abdoulaye Konte, Jane Aduda

Journal of Mathematical Finance Vol.11 No.2, May 31, 2021

DOI: 10.4236/jmf.2021.112018 656 Downloads 3,761 Views Citations
This article belongs to the Special Issue on Mathematical Finance and Application
Option Pricing Model with Transaction Costs and Jumps in Illiquid Markets (Articles)

Praewnapa Seelama, Dawud Thongtha

Journal of Mathematical Finance Vol.11 No.3, June 10, 2021

DOI: 10.4236/jmf.2021.113020 590 Downloads 2,567 Views Citations
This article belongs to the Special Issue on Stochastic and Financial Mathematics
Stochastic HIV Infection Model with CTLs Immune Response Driven by Lévy Jumps (Articles)

Yan Cheng, Leilei Qu

Journal of Applied Mathematics and Physics Vol.10 No.3, March 9, 2022

DOI: 10.4236/jamp.2022.103051 326 Downloads 1,110 Views Citations
Inverse Spectral Problem for Sturm-Liouville Operator with Boundary and Jump Conditions Dependent on the Spectral Parameter (Articles)

Hui Zhao, Jijun Ao

Journal of Applied Mathematics and Physics Vol.12 No.3, March 29, 2024

DOI: 10.4236/jamp.2024.123060 293 Downloads 970 Views Citations
Real Options Assessment in the Time-Fractional Heston Model with Jump and Inertia (Articles)

Ngoyi Landu Tresor, René Gilles Bokolo, Mabela Rostin, Walo Omana

Journal of Applied Mathematics and Physics Vol.13 No.6, June 12, 2025

DOI: 10.4236/jamp.2025.136111 95 Downloads 503 Views Citations
A Mathematical Formulation of the Valuation of Gold as an Inflation Hedge in the United States (Articles)

Rebecca Abraham

Theoretical Economics Letters Vol.15 No.6, December 11, 2025

DOI: 10.4236/tel.2025.156081 84 Downloads 534 Views Citations
Global Solution of a Nonlinear Conservation Law with Weak Discontinuous Flux in the Half Space (Articles)

Xiaoqian Li, Jing Zhang

American Journal of Computational Mathematics Vol.8 No.4, December 29, 2018

DOI: 10.4236/ajcm.2018.84026 873 Downloads 1,891 Views Citations
Analysis of Nonlinear Stochastic Systems with Jumps Generated by Erlang Flow of Events (Articles)

Alexander S. Kozhevnikov, Konstantin A. Rybakov

Open Journal of Applied Sciences Vol.3 No.1, March 29, 2013

DOI: 10.4236/ojapps.2013.31001 4,243 Downloads 7,646 Views Citations
The Pricing of Dual-Expiry Exotics with Mean Reversion and Jumps (Articles)

Kevin Z. Tong, Dongping Hou, Jianhua Guan

Journal of Mathematical Finance Vol.9 No.1, January 29, 2019

DOI: 10.4236/jmf.2019.91003 1,123 Downloads 2,549 Views Citations
The Algebraic Immersed Interface and Boundary Method for Elliptic Equations with Jump Conditions (Articles)

Arthur Sarthou, Stéphane Vincent, Philippe Angot, Jean-Paul Caltagirone

Open Journal of Fluid Dynamics Vol.10 No.3, August 19, 2020

DOI: 10.4236/ojfd.2020.103015 614 Downloads 1,820 Views Citations
Ultimate Olympics Records in Athletics Using Extreme Value Theory (Articles)

Fumio Maruyama

Open Journal of Applied Sciences Vol.12 No.4, April 29, 2022

DOI: 10.4236/ojapps.2022.124038 382 Downloads 1,972 Views Citations
A Formulation of Investor Sentiment of Cryptocurrencies and Cryptocurrency Futures and Options (Articles)

Rebecca Abraham

Theoretical Economics Letters Vol.14 No.2, April 25, 2024

DOI: 10.4236/tel.2024.142032 231 Downloads 1,188 Views Citations
The Pursuit of Fallacy in Density Functional Theory: The Quest for Exchange and Correlation, the Rigorous Treatment of Exchange in the Kohn-Sham Formalism and the Continuing Search for Correlation (Articles)

A. Gonis

World Journal of Condensed Matter Physics Vol.4 No.3, August 29, 2014

DOI: 10.4236/wjcmp.2014.43023 2,911 Downloads 5,069 Views Citations
Exact Quasi-Classical Asymptotic beyond Maslov Canonical Operator and Quantum Jumps Nature (Articles)

Jaykov Foukzon, Alex Potapov, Stanislav Podosenov

Journal of Applied Mathematics and Physics Vol.3 No.5, May 29, 2015

DOI: 10.4236/jamp.2015.35072 3,160 Downloads 4,146 Views Citations
Unification Might Be Achievable by a Hypothesis of Instantaneous Time-Jumps during Photon and Graviton Interactions (A Brief Note) (Articles)

Eugene Terry Tatum

Journal of Modern Physics Vol.13 No.5, May 27, 2022

DOI: 10.4236/jmp.2022.135042 257 Downloads 988 Views Citations
On Two Transform Methods for the Valuation of Contingent Claims (Articles)

Chuma Raphael Nwozo, Sunday Emmanuel Fadugba

Journal of Mathematical Finance Vol.5 No.2, March 30, 2015

DOI: 10.4236/jmf.2015.52009 4,116 Downloads 5,814 Views Citations
Everything Is Timelessly Connected: Metaphysics, Physics, Consciousness, Spacetime Travel, DNA, and the Dry Bones Prophesy (Ezekiel Ch. 37) (Articles)

Yosef Joseph Segman

Natural Science Vol.14 No.7, July 29, 2022

DOI: 10.4236/ns.2022.147026 358 Downloads 2,455 Views Citations

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