Results 101 to 110 of about 354,309 (252)
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
Monte Carlo Simulation with Asymptotic Method (Published in "Journal of Japan Statistical Society", Vol.35-2, 171-203, 2005. ) [PDF]
We shall propose a new computational scheme with the asymptotic method to achieve variance reduction of Monte Carlo simulation for numerical analysis especially in finance. We not only provide general scheme of our method, but also show its effectiveness
Nakahiro Yoshida, Akihiko Takahashi
core
Robot‐Assisted Measurement of the Critical Micelle Concentration
Advanced Intelligent Systems, Volume 7, Issue 3, March 2025.The study introduces (SIMO) smart integrator for manual operations, a robotic platform for precise, repeatable determination of (CMC) critical micelle concentration in surfactants. SIMO reduces standard deviation by 80% compared to manual methods. Surfactant, dye, and diluent selection, robotic protocols, and data handling are detailed.
Vincenzo Scamarcio +3 more
wiley +1 more source
Physical Review DWe show that Poincaré invariance directly implies the existence of a complexified Minkowski space whose real and imaginary directions unify spacetime and spin, which we dub spinspacetime. Despite the intrinsic noncommutativity of spin, spinspacetime exhibits mutually commuting holomorphic coordinates.
openaire +2 more sources
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors [PDF]
Nonlinear time series models, especially those with regime-switching and conditionally heteroskedastic errors, have become increasingly popular in the economics and finance literature.
Michael McAleer +2 more
core
Advanced Intelligent Systems, Volume 7, Issue 3, March 2025.This review aims to provide a broad understanding for interdisciplinary researchers in engineering and clinical applications. It addresses the development and control of magnetic actuation systems (MASs) in clinical surgeries and their revolutionary effects in multiple clinical applications.
Yingxin Huo +3 more
wiley +1 more source
Artificial Intelligence for Advanced Functional Materials: Progress and Emerging Frontiers
Advanced Intelligent Systems, EarlyView.Artificial intelligence is transforming the discovery of functional materials by linking synthesis, characterization, simulation, and design in unified workflows. Advances in machine learning, autonomous experimentation, and foundation models are accelerating innovation across energy, electronics, and biomedicine, while revealing new frontiers for ...
Cristiano Malica +38 more
wiley +1 more source
Advanced Intelligent Systems, EarlyView.A scalable distributed observer framework for LiDAR sensor networks is presented for robust tracking and pose estimation of mobile robots. By combining adaptable 3D detection, clustering‐based communication reduction, and intermittent inertial fusion, accurate and efficient estimation is achieved under occlusions and sensing constraints, with formally ...
Isabella Luppi, Ehsan Hashemi
wiley +1 more source
Temporal organization in living systems: toward a physics of life. [PDF]
Eur Phys J Spec TopStefanovska A.
europepmc +1 more source