Results 61 to 70 of about 23,859 (259)
"An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates" [PDF]
This paper proposes an asymptotic expansion scheme of currency options with a libor market model of interest rates and stochastic volatility models of spot exchange rates.
Kohta Takehara, Akihiko Takahashi
core
The Anatomical Record, EarlyView.Abstract The oval window (OW) is an opening connecting the inner and middle ear. Its area has been shown to consistently scale with body mass (BM) in primates, and has been used alongside semi‐circular canal (SCC) size to differentiate Homo sapiens and fossil hominins, including Paranthropus robustus.
Ruy Fernandez, José Braga
wiley +1 more source
Journal of Inequalities and Applications, 2001 In this paper, by means of the energy method, we first study the existence and asymptotic estimates of global solution of quasilinear parabolic equations involving -Laplacian and critical Sobolev exponent and lower energy initial value in a bounded ...
Yao Zheng-An, Tan Zhong
doaj
Average Widths and Optimal Recovery of Multivariate Besov Classes in Orlicz Spaces
MathematicsIn this paper, we study the average Kolmogorov σ–widths and the average linear σ–widths of multivariate isotropic and anisotropic Besov classes in Orlicz spaces and give the weak asymptotic estimates of these two widths.
Xinxin Li, Garidi Wu
doaj +1 more source
"Fourier Transform Method with an Asymptotic Expansion Approach: an Application to Currency Options" [PDF]
This paper develops a Fourier transform method with an asymptotic expansion approach for option pricing. The method is applied to European currency options with a libor market model of interest rates and jump-diffusion stochastic volatility models of ...
Kohta Takehara, Akihiko Takahashi
core
Biotechnology and Bioengineering, EarlyView.Clustered Regularly Interspaced Short Palindromic Repeats (CRISPR) – Cas9‐based genome editing has emerged as a widely used tool across various disciplines, ranging from molecular biology to gene therapy. This revolutionary technology, which enables precise gene editing, represents a significant advancement in biotechnology, opening new frontiers for ...
Ali Mertcan Köse +3 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
An asymptotic formula for the variance of the number of zeroes of a stationary Gaussian process. [PDF]
Probab Theory Relat Fields, 2023 Assaf E, Buckley J, Feldheim N.
europepmc +1 more source
The Filament Extension Atomization Process for Powder Production of Elastic Fluids
Chemie Ingenieur Technik, EarlyView.Filament extension atomization is a promising technique for spraying a wide range of materials, enabling narrow droplet size distributions. This study examines the behavior of various fluids and suspensions to define application limits and identify optimal operating conditions.
Moritz Neukötter +4 more
wiley +1 more source
Asymptotic Formula for the Birth-Death Process [PDF]
The Egyptian Statistical Journal, 1973 K.E. El-Nadi, M.A.H. Taha
doaj +1 more source