Recursive Estimation; Diffusion Processes; Interest Rate Models; Milstein Approximation - Articles

An O(k²+kh²+h²) Accurate Two-level Implicit Cubic Spline Method for One Space Dimensional Quasi-linear Parabolic Equations (Articles)

Ranjan Kumar Mohanty, Vijay Dahiya

American Journal of Computational Mathematics Vol.1 No.1, March 30, 2011

DOI: 10.4236/ajcm.2011.11002 6,793 Downloads 13,697 Views Citations
Finite Element Analysis for Singularly Perturbed Advection-Diffusion Robin Boundary Values Problem (Articles)

Songlin Chen, Weigen Hou, Xiaohui Jiang

Advances in Pure Mathematics Vol.3 No.7, October 28, 2013

DOI: 10.4236/apm.2013.37085 3,253 Downloads 5,585 Views Citations
Inverse Source Locating Method Based on Graphical Analysis of Dye Plume Images in a Turbulent Flow (Articles)

Qianqian Shao, Daichi Sekine, Takahiro Tsukahara, Yasuo Kawaguchi

Open Journal of Fluid Dynamics Vol.6 No.4, December 8, 2016

DOI: 10.4236/ojfd.2016.64026 1,539 Downloads 2,826 Views Citations
On Damped Wave Diffusion of Oxygen in Pancreatic Islets: Parabolic and Hyperbolic Models (Articles)

Kal Renganathan Sharma

Journal of Encapsulation and Adsorption Sciences Vol.2 No.3, September 28, 2012

DOI: 10.4236/jeas.2012.23006 3,185 Downloads 5,927 Views Citations
The Dynamics of Vector-Host Feeding Contact Rate with Saturation: A Case of Malaria in Western Kenya (Articles)

Josephine Wairimu, Ogana Wandera

Applied Mathematics Vol.4 No.10, October 4, 2013

DOI: 10.4236/am.2013.410187 3,799 Downloads 6,330 Views Citations
A Two-Step Growth Curve: Approach to the von Bertalanffy and Gompertz Equations (Articles)

Laura Rogers-Bennett, Donald W. Rogers

Advances in Pure Mathematics Vol.6 No.5, April 15, 2016

DOI: 10.4236/apm.2016.65023 3,214 Downloads 5,809 Views Citations
Monetary Policy Effects and Output Growth in Malawi: Using a Small Macroeconometric Model (Articles)

Hopestone Kayiska Chavula

Open Journal of Modelling and Simulation Vol.4 No.4, September 6, 2016

DOI: 10.4236/ojmsi.2016.44013 2,758 Downloads 8,817 Views Citations
Estimating Crash Rate of Freeway Segments Using Simultaneous Equation Model (Articles)

Anthony Ramos, Hualiang (Harry) Teng, Yuyong Fu

Journal of Transportation Technologies Vol.6 No.5, September 30, 2016

DOI: 10.4236/jtts.2016.65029 1,836 Downloads 3,251 Views Citations
Analysis of the Influence of Heat Wave on Death among the Elderly in Nanjing City (Articles)

Xiakun Zhang, Yanyan Zhou, Ying Tian, Shuyu Zhang

Journal of Geoscience and Environment Protection Vol.4 No.11, November 21, 2016

DOI: 10.4236/gep.2016.411007 1,932 Downloads 3,167 Views Citations
Modeling Exchange Rate Volatility: Application of the GARCH and EGARCH Models (Articles)

Manamba Epaphra

Journal of Mathematical Finance Vol.7 No.1, February 6, 2017

DOI: 10.4236/jmf.2017.71007 6,049 Downloads 17,596 Views Citations
Currency Derivatives Pricing for Markov-Modulated Merton Jump-Diffusion Spot Forex Rate (Articles)

Anatoliy Swishchuk, Maksym Tertychnyi, Winsor Hoang

Journal of Mathematical Finance Vol.4 No.4, August 28, 2014

DOI: 10.4236/jmf.2014.44024 3,650 Downloads 5,374 Views Citations
Modeling Exchange Rate Dynamics in Egypt: Observed and Unobserved Volatility (Articles)

Dina Rofael, Rana Hosni

Modern Economy Vol.6 No.1, January 14, 2015

DOI: 10.4236/me.2015.61006 4,696 Downloads 6,868 Views Citations
On the Contribution of the Stochastic Integrals to Econometrics (Articles)

Lewis N. K. Mambo, Rostin M. M. Mabela, Isaac K. Kanyama, Eugène M. Mbuyi

Applied Mathematics Vol.10 No.12, December 23, 2019

DOI: 10.4236/am.2019.1012073 870 Downloads 2,745 Views Citations
Automatic Simulation of the Chemical Langevin Equation (Articles)

Silvana Ilie, Monjur Morshed

Applied Mathematics Vol.4 No.1A, January 30, 2013

DOI: 10.4236/am.2013.41A036 5,388 Downloads 9,102 Views Citations
This article belongs to the Special Issue on Numerical Analysis
Puff Models for Simulation of Fugitive Hazardous Emissions in Atmosphere (Articles)

Ledina Lentz Pereira, Camila Pinto da Costa, Marco Tullio Vilhena, Tiziano Tirabassi

Journal of Environmental Protection Vol.2 No.2, March 21, 2011

DOI: 10.4236/jep.2011.22017 5,521 Downloads 10,435 Views Citations
The Globalization-Deglobalization Policy Conundrum (Articles)

Neil Dias Karunaratne

Modern Economy Vol.3 No.4, July 24, 2012

DOI: 10.4236/me.2012.34048 7,145 Downloads 12,464 Views Citations
Air Pollution Steady-State Advection-Diffusion Equation: The General Three-Dimensional Solution (Articles)

Daniela Buske, Marco Túllio Vilhena, Tiziano Tirabassi, Bardo Bodmann

Journal of Environmental Protection Vol.3 No.9A, September 27, 2012

DOI: 10.4236/jep.2012.329131 9,227 Downloads 15,375 Views Citations
This article belongs to the Special Issue on Air Pollution
VaR-Optimal Risk Management in Regime-Switching Jump-Diffusion Models (Articles)

Alessandro Ramponi

Journal of Mathematical Finance Vol.3 No.1, February 28, 2013

DOI: 10.4236/jmf.2013.31009 5,910 Downloads 10,485 Views Citations
Solutions of Impulsive Diffusion and Von-Foerster-Makendrick Models Using the B-Transform (Articles)

Benjamin Oyediran Oyelami, Samson Olatunji Ale

Applied Mathematics Vol.4 No.12, December 3, 2013

DOI: 10.4236/am.2013.412223 4,424 Downloads 6,588 Views Citations
Imperfect Trapping in a Random Walk with Both Species Mobile (Articles)

Natalia C. Bustos, Miguel A. Ré

Advances in Pure Mathematics Vol.8 No.1, January 31, 2018

DOI: 10.4236/apm.2018.81007 963 Downloads 2,146 Views Citations

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