Results 131 to 140 of about 275,397 (314)

"Asymptotic Expansion Approaches in Finance: Applications to Currency Options" [PDF]

This chapter presents a basic of the methodology so-called an asymptotic expansion approach, and applies this method to approximation of prices of currency options with a libor market model of interest rates and stochastic volatility models of spot ...
Kohta Takehara, Akihiko Takahashi
core   +2 more sources

Asymptotics of plethysm

Mathematische Zeitschrift
Abstract We study multiplicities $$a^{d\lambda }_{\mu ,(dk)}$$ a μ ,
openaire   +2 more sources

Modeling the separation of water‐in‐oil emulsions in continuously fed gravity settlers using millifluidic experiments

AIChE Journal, EarlyView.
Abstract Emulsion separation remains a persistent challenge in chemical and process industries due to the metastable nature of dispersed droplets. In gravity separators, the overall separation rate is governed by the formation of a densely packed zone (DPZ) of deforming and coalescing droplets that mediates between the dispersed and continuous phases ...
Andrei Zlobin, José Esteban Andino‐Enriquez, Thomas Gouëzec, Maurice Bourrel, Enric Santanach‐Carreras, Nicolas Passade‐Boupat, Laurence Talini, François Lequeux, Pascal Panizza   +8 more
wiley   +1 more source

An Asymptotic Expansion with Push-Down of Malliavin Weights [PDF]

This paper derives asymptotic expansion formulas for option prices and implied volatilities as well as the density of the underlying asset price in multi-dimensional stochastic volatility models.
Akihiko Takahashi, Toshihiro Yamada
core   +2 more sources

Asymptotic behavior of solutions to Cauchy-Dirichlet problems for second-order hyperbolic equations in cylinder with non-smooth base

Electronic Journal of Differential Equations, 2009
This paper concerns a Cauchy-Dirichlet problem for second-order hyperbolic equations in infinite cylinders with the base containing conical points. Some results on the asymptotical expansions of generalized solutions of this problem are given.
Nguyen Manh Hung, Bui Trong Kim
doaj  

An Asymptotic Analysis of Nearly Unstable inar (1) Models

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., Drost, F.C., Akker, R. van den   +2 more
core   +1 more source

A new drag and lift correlation for spherocylinders from fully resolved Immersed Boundary Method

AIChE Journal, EarlyView.
Abstract Many industrial processes deal with non‐spherical particles, e.g., mineral mining and biomass conversion. It is crucial to understand the particles' hydrodynamics to control and optimize these processes. To extend the current state‐of‐the‐art from arrays of spherical particles to spherocylindrical particles, we performed extensive particle ...
A. H. Huijgen, Y. Sterkenburgh, Y. Tang, N. G. Deen, M. W. Baltussen   +4 more
wiley   +1 more source

Inverse Sturm-Liouville problem of recovering coefficients in boundary conditions

Pracì Mìžnarodnogo Geometričnogo Centru
The spectral Sturm-Liouville problem on an equilateral star graph of three edges with the standard conditions at the interior vertex and the Robin conditions at the pendant vertices is considered.
Alesia Supranovych, Vyacheslav Pivovarchik   +1 more
doaj   +1 more source

Deep Learning‐Assisted Design of Mechanical Metamaterials

Advanced Intelligent Discovery, EarlyView.
This review examines the role of data‐driven deep learning methodologies in advancing mechanical metamaterial design, focusing on the specific methodologies, applications, challenges, and outlooks of this field. Mechanical metamaterials (MMs), characterized by their extraordinary mechanical behaviors derived from architected microstructures, have ...
Zisheng Zong, Pu Wen, Zhiping Chai, Dunxuan Wu, Han Ding, Zhigang Wu   +5 more
wiley   +1 more source

A Unifying Approach to Self‐Organizing Systems Interacting via Conservation Laws

Advanced Intelligent Discovery, EarlyView.
The article develops a unified way to model and analyze self‐organizing systems whose interactions are constrained by conservation laws. It represents physical/biological/engineered networks as graphs and builds projection operators (from incidence/cycle structure) that enforce those constraints and decompose network variables into constrained versus ...
F. Barrows, G. Zhang, S. Anand, Z. Chen, J. Lin, A. Desai, S. Martiniani, F. Caravelli   +7 more
wiley   +1 more source