Merton Jump Diffusion Model - Articles - Scientific Research Publishing

Super-Compressibility Phenomenon (Articles)

Kholmurad Khasanov

Journal of Modern Physics Vol.4 No.2, February 18, 2013

DOI: 10.4236/jmp.2013.42028 4,151 Downloads 7,084 Views Citations
Price Jump Prediction in a Limit Order Book (Articles)

Ban Zheng, Eric Moulines, Frédéric Abergel

Journal of Mathematical Finance Vol.3 No.2, May 24, 2013

DOI: 10.4236/jmf.2013.32024 9,659 Downloads 20,485 Views Citations
First normative reference of standing long jump indicates gender difference in lower muscular strength of Macedonian school children (Articles)

Seryozha Gontarev, Vujica Zivkovic, Lence A. Velickovska, Milan Naumovski

Health Vol.6 No.1, January 26, 2014

DOI: 10.4236/health.2014.61016 11,848 Downloads 16,684 Views Citations
On the Stability of Stochastic Jump Kinetics (Articles)

Stefan Engblom

Applied Mathematics Vol.5 No.19, November 18, 2014

DOI: 10.4236/am.2014.519300 5,011 Downloads 6,502 Views Citations
This article belongs to the Special Issue on Mathematical Biology
When to Sell an Asset Where Its Drift Drops from a High Value to a Smaller One (Articles)

Pham Van Khanh

American Journal of Operations Research Vol.5 No.6, November 11, 2015

DOI: 10.4236/ajor.2015.56040 4,644 Downloads 5,713 Views Citations
Smoothed Particle Hydrodynamic Modelling of Hydraulic Jumps: Bulk Parameters and Free Surface Fluctuations (Articles)

Patrick Jonsson, Pär Jonsén, Patrik Andreasson, T. Staffan Lundström, J. Gunnar I. Hellström

Engineering Vol.8 No.6, June 29, 2016

DOI: 10.4236/eng.2016.86036 2,483 Downloads 4,190 Views Citations
On Applications of Generalized Functions in the Discontinuous Beam Bending Differential Equations (Articles)

Dimplekumar Chalishajar, Austin States, Brad Lipscomb

Applied Mathematics Vol.7 No.16, October 25, 2016

DOI: 10.4236/am.2016.716160 2,465 Downloads 4,720 Views Citations
Robust Finite-Time H_∞ Filtering for Discrete-Time Markov Jump Stochastic Systems (Articles)

Aiqing Zhang

Journal of Applied Mathematics and Physics Vol.6 No.11, November 26, 2018

DOI: 10.4236/jamp.2018.611201 893 Downloads 1,909 Views Citations
On the Development of a Hybridized Ant Colony Optimization (HACO) Algorithm (Articles)

Kayode J. Adebayo, Felix M. Aderibigbe, Adejoke O. Dele-Rotimi

American Journal of Computational Mathematics Vol.9 No.4, December 26, 2019

DOI: 10.4236/ajcm.2019.94026 676 Downloads 2,290 Views Citations
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 1,108 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 968 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 529 Views Citations
Nonequilibrium Diffusion of Boron in SiC at Low Temperatures (Articles)

Iikham G. Atabaev, Tojiddin M. Saliev, Erkin N. Bakhranov, Dilmurad Saidov, Khimmatali Juraev, Chin C. Tin, Victor Adedeji, Bakhtiyar G. Atabaev, Nilufar G. Saidkhanova

Materials Sciences and Applications Vol.1 No.2, June 30, 2010

DOI: 10.4236/msa.2010.12010 4,544 Downloads 8,297 Views Citations
Study of Ni/Al Interface Diffusion by Molecular Dynamics Simulation (Articles)

Chunguang Zhang, Hao Wang, Yishen Qiu

Engineering Vol.3 No.3, March 7, 2011

DOI: 10.4236/eng.2011.33026 5,730 Downloads 10,477 Views Citations
Solution of Stochastic Cubic and Quintic Nonlinear Diffusion Equation Using WHEP, Pickard and HPM Methods (Articles)

Magdy A. El-Tawil, Aisha F. Fareed

Open Journal of Discrete Mathematics Vol.1 No.1, April 8, 2011

DOI: 10.4236/ojdm.2011.11002 5,216 Downloads 10,749 Views Citations
Influence of Defects on Low Temperature Diffusion of Boron in SiC (Articles)

Ilkham G. Atabaev, Tojiddin M. Saliev, Dilmurad Saidov, Vadim A. Pak, Khimmatali Juraev, Chin-Che Tin, Bakhtiyar G. Atabaev, Vyacheslav N. Giryansky

Materials Sciences and Applications Vol.2 No.9, September 20, 2011

DOI: 10.4236/msa.2011.29163 5,466 Downloads 9,560 Views Citations
An Upwind Finite Volume Element Method for Nonlinear Convection Diffusion Problem (Articles)

Fuzheng Gao, Yirang Yuan, Ning Du

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

DOI: 10.4236/ajcm.2011.14032 5,204 Downloads 10,365 Views Citations
Light Scattering and SAXS Study of AOT Microemulsion at Low Size Droplet (Articles)

Soheil Sharifi, Masoud Amirkhani, Jahanbakhsh Mashaiekhy Asla, Mohamad Reza Mohammadi, Othmar Marti

Soft Nanoscience Letters Vol.2 No.1, December 31, 2011

DOI: 10.4236/snl.2012.21002 5,383 Downloads 10,215 Views Citations
Spatial Inhomogenity Due to Turing Instability in a Capital-Labour Model (Articles)

Shaban Aly

Applied Mathematics Vol.3 No.2, February 23, 2012

DOI: 10.4236/am.2012.32027 4,955 Downloads 8,769 Views Citations
NMR Chromatography: Molecular Diffusion in the Presence of Pulsed Field Gradients in Analytical Chemistry Applications (Articles)

Kurt A. Heisel, Joy J. Goto, Viswanathan V. Krishnan

American Journal of Analytical Chemistry Vol.3 No.6, June 21, 2012

DOI: 10.4236/ajac.2012.36053 9,032 Downloads 16,593 Views Citations

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