Results 91 to 100 of about 356,435 (256)
Semi-Analytical Pricing of Barrier Options in a Hybrid Model of Stochastic and Local Volatility
MathematicsIn this paper, the valuation of barrier options is studied when the underlying asset is driven by a hybrid model of stochastic volatility and constant elasticity of variance. Using an asymptotic expansion approach and the Fourier transform method, a semi-
Jiling Cao +3 more
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Asymptotic Formula for the Moments of Lebesgue’s Singular Function
Моделирование и анализ информационных систем, 2015 Recall Lebesgue’s singular function. Imagine flipping a biased coin with probability p of heads and probability q = 1 − p of tails. Let the binary expansion of ξ ∈ [0, 1]: ξ = ∑∞ k=1 ck2−k be determined by flipping the coin infinitely many times, that is ...
E. A. Timofeev
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"Applications of the Asymptotic Expansion Approach based on Malliavin-Watanabe Calculus in Financial Problems" [PDF]
This paper reviews the asymptotic expansion approach based on Malliavin-Watanabe Calculus in Mathematical Finance. We give the basic formulation of the asymptotic expansion approach and discuss its power and usefulness to solve important problems arised ...
Naoto Kunitomo, Akihiko Takahashi
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Learning Work Function via Implicit Reasoning on Electrostatic Potential Landscapes
Advanced Science, EarlyView.StructPot‐CLR establishes a cross‐modal contrastive learning framework that aligns the crystal structures of 2D materials with plane‐averaged electrostatic potential landscapes for physically informed work‐function prediction. The model achieves an MAE of 0.265 eV and an R2 of 0.902 on the held‐out test set while accurately preserving key morphological
Haoyu Wan, Yue Wu, Tianhao Su, Deng Pan
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Asymptotic formula for the moments of Bernoulli convolutions
Моделирование и анализ информационных систем, 2016 . Asymptotic Formula for the Moments of Bernoulli Convolutions Timofeev E. A. Received February 8, 2016 For each λ, 0 < λ < 1, we define a random variable ∞ Yλ =(1−λ)ξnλn, n=0 where ξn are independent random variables with P{ξn =0}=P{ξn =1}= 1.
E. A. Timofeev
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Asymptotic solvers for second-order differential equation systems with multiple frequencies [PDF]
, 2013 In this paper, an asymptotic expansion is constructed to solve second-order dierential equation systems with highly oscillatory forcing terms involving multiple frequencies.
Iserles, Arieh +3 more
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Advanced Science, EarlyView.A nuclear‐pore‐inspired nested dual‐loop architecture redistributes electromagnetic energy through coupled transport, confinement, and dissipation pathways. Integrated with Co/Fe3O4 dual‐magnetic composites and topology optimization, the 11‐mm‐thick absorber delivers continuous 2–40 GHz attenuation, raises finite‐band structural utilization to 82%, and
Shaokang Liu +6 more
wiley +1 more source
Asymptotic Maturity Behavior of the Term Structure [PDF]
Pricing and hedging of long-term interest rate sensitive products require to extrapolate the term structure beyond observable maturities. For the resulting limiting term structure we show two results by postulating no arbitrage in a bond market with ...
Klaas Schulze
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Advanced Science, EarlyView.IL‐1β upregulates the protein level of WTAP, which promotes the m6A modification of ACSL4 mRNA in an IGF2BP2‐dependent manner, thereby enhancing its stability. The increased ACSL4 drives lipid peroxidation, leading to lysosomal membrane permeabilization (LMP) and impaired mitophagy, which collectively accelerate intervertebral disc degeneration (IVDD).
Shu Jia +8 more
wiley +1 more source
An Asymptotic Analysis of Nearly Unstable inar (1) Models [PDF]
This paper considers integer-valued autoregressive processes where the autoregression parameter is close to unity.We consider the asymptotics of this `near unit root' situation.The local asymptotic structure of the likelihood ratios of the model is ...
Werker, B.J.M. +2 more
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