Impulsive Stochastic Functional Differential System - Articles

Application of q-Calculus to the Solution of Partial q-Differential Equations (Articles)

Maliki Olaniyi Sadik, Bassey Okpo Orie

Applied Mathematics Vol.12 No.8, August 13, 2021

DOI: 10.4236/am.2021.128047 679 Downloads 3,225 Views Citations
Using the Power Series Method to Evaluate Non-Linear Contingent Claim Partial Differential Equations (Articles)

Gerald W. Buetow Jr., James Sochacki, Bernd Hanke

Journal of Mathematical Finance Vol.12 No.4, November 29, 2022

DOI: 10.4236/jmf.2022.124039 269 Downloads 1,396 Views Citations
Differential Privacy Implementation for Anonymous Student Feedback on Campus Safety and Belonging (Articles)

Emma Liu, Joyce Guo

Open Journal of Social Sciences Vol.13 No.12, December 26, 2025

DOI: 10.4236/jss.2025.1312030 43 Downloads 330 Views Citations
Bayesian Testing for Asset Volatility Persistence on Multivariate Stochastic Volatility Models (Articles)

Yong Li, Fang-Ping Peng, Hao-Feng Xu

Journal of Mathematical Finance Vol.2 No.1, February 28, 2012

DOI: 10.4236/jmf.2012.21010 5,605 Downloads 10,051 Views Citations
Variational Form of Classical Portfolio Strategy and Expected Wealth for a Defined Contributory (Articles)

Charles I. Nkeki, Chukwuma R. Nwozo

Journal of Mathematical Finance Vol.2 No.1, February 28, 2012

DOI: 10.4236/jmf.2012.21015 4,515 Downloads 8,467 Views Citations
The M^X/M/1 Queue with Multiple Working Vacation (Articles)

Yutaka Baba

American Journal of Operations Research Vol.2 No.2, June 20, 2012

DOI: 10.4236/ajor.2012.22025 6,411 Downloads 12,724 Views Citations
Structural Reliability Assessment by a Modified Spectral Stochastic Meshless Local Petrov-Galerkin Method (Articles)

Guang Yih Sheu

World Journal of Mechanics Vol.3 No.2, April 30, 2013

DOI: 10.4236/wjm.2013.32008 4,656 Downloads 7,682 Views Citations
A Liability Tracking Approach to Long Term Management of Pension Funds (Articles)

Masashi Ieda, Takashi Yamashita, Yumiharu Nakano

Journal of Mathematical Finance Vol.3 No.3, August 22, 2013

DOI: 10.4236/jmf.2013.33040 4,758 Downloads 7,513 Views Citations
Simulation of a Daily Precipitation Time Series Using a Stochastic Model with Filtering (Articles)

Chieko Gomi, Yasuhisa Kuzuha

Open Journal of Modern Hydrology Vol.3 No.4, October 23, 2013

DOI: 10.4236/ojmh.2013.34025 3,662 Downloads 6,765 Views Citations
Parameter Dependence in Stochastic Modeling—Multivariate Distributions (Articles)

Jerzy K. Filus, Lidia Z. Filus

Applied Mathematics Vol.5 No.6, April 8, 2014

DOI: 10.4236/am.2014.56088 4,058 Downloads 5,961 Views Citations
Experimental Measurement of the Generalized Stokes Parameters of a Radially Polarized Random Electromagnetic Beam (Articles)

Yongxin Liu, Songjie Luo, Jixiong Puri, Zenghui Gao

Journal of Electromagnetic Analysis and Applications Vol.8 No.6, June 17, 2016

DOI: 10.4236/jemaa.2016.86011 2,112 Downloads 3,342 Views Citations
Valuation of Game Swaptions under the Generalized Ho-Lee Model (Articles)

Aki Ebina, Natsumi Ochiai, Masamitsu Ohnishi

Journal of Mathematical Finance Vol.6 No.5, November 30, 2016

DOI: 10.4236/jmf.2016.65065 2,007 Downloads 3,517 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 2,515 Downloads 4,790 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
Option Portfolio Management in a Risk-Neutral World (Articles)

Dmitry Jurievich Golembiovsky, Anatoly Markovich Abramov

Journal of Mathematical Finance Vol.8 No.4, November 28, 2018

DOI: 10.4236/jmf.2018.84044 1,360 Downloads 3,445 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
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 1,095 Downloads 2,488 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 936 Downloads 2,255 Views Citations
Mode-Dependent Finite-Time H_∞ Filtering for Stochastic Nonlinear Systems with Markovian Switching (Articles)

Aiqing Zhang

Journal of Applied Mathematics and Physics Vol.7 No.9, September 27, 2019

DOI: 10.4236/jamp.2019.79144 570 Downloads 1,320 Views Citations
Stochastic Quantum Hydrodynamic Model from the Dark Matter of Vacuum Fluctuations: The Langevin-Schrödinger Equation and the Large-Scale Classical Limit (Articles)

Simone Chiarelli, Piero Chiarelli

Open Access Library Journal Vol.7 No.8, August 31, 2020

DOI: 10.4236/oalib.1106659 414 Downloads 1,678 Views Citations
The Stochastic Coupling of SLE on the Strip Domain (Articles)

Shenghua Zou

Journal of Applied Mathematics and Physics Vol.8 No.9, September 22, 2020

DOI: 10.4236/jamp.2020.89143 404 Downloads 1,047 Views Citations
Randomized Constraint Limit Linear Programming in Risk Management (Articles)

Dennis Ridley, Abdullah Khan

Journal of Applied Mathematics and Physics Vol.8 No.11, November 30, 2020

DOI: 10.4236/jamp.2020.811199 560 Downloads 1,940 Views Citations

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