Results 111 to 120 of about 58,494 (220)

Model Dependency of the Digital Option Replication – Replication under an Incomplete Model (in English) [PDF]

The paper focuses on the replication of digital options under an incomplete model. Digital options are regularly applied in the hedging and static decomposition of many path-dependent options.
Tomáš Tichý
core  

The Continuous Limit of GARCH Processess [PDF]

Contrary to popular belief, the diffusion limit of a GARCH variance process is not a diffusion model unless one makes a very specific assumption that cannot be generalized.
Carol Alexandra, Emese Lazar
core  

Random Neural Networks for Rough Volatility. [PDF]

Appl Math Optim
Jacquier A, Žurič Ž.
europepmc   +1 more source

RABEM: risk-adaptive Bayesian ensemble model for fraud detection. [PDF]

Sci Rep
Almarshad FA, Zakariah M, Gashgari GA, Vaiyapuri T.   +3 more
europepmc   +1 more source

Photoenzymatic Csp³-Csp³ bond formation via enzyme-templated radical-radical coupling. [PDF]

Proc Natl Acad Sci U S A
Liu Y, Oblinsky DG, Dell'Orletta G, Di Fonte N, Sorigue D, Page CG, Daidone I, Scholes GD, Hyster TK.   +8 more
europepmc   +1 more source

Pricing callable bonds and optimal callable time under the Fractional Black-Scholes market

Electronic Journal of Differential Equations
This article concerns the pricing of callable bonds and the determination of optimal call time under the fractional Black-Scholes model. By employing a discrete approximation of the continuous asset price process, we efficiently estimate the continuation
Yuecai Han, Yinong Wu, Xudong Zheng
doaj  

Leveraging Multiproton-Coupled Electron Transfer to Improve Ir(III) Photocatalyst Efficiency. [PDF]

J Phys Chem C Nanomater Interfaces
Villalona E, Domínguez RE, Gonzalez Lopez EJ, Guerra WD, Heredia DA, Khmelnitskiy AY, Oblinsky DG, Palacios Y, Moore TA, Scholes GD, Knowles RR, Moore AL.   +11 more
europepmc   +1 more source

Microgravity-induced constraints on melanin bioproduction: investigating E. coli metabolic responses aboard the international space station. [PDF]

NPJ Microgravity
Hennessa TM, VanArsdale ES, Leary D, Yang J, Davis RR, Barrila J, Schultzhaus Z, Romsdahl J, Smith AD, Scholes AN, Hervey J, Compton JR, Katilie CJ, Nickerson CA, Wang Z.   +14 more
europepmc   +1 more source

Simulating the non-Hermitian dynamics of financial option pricing with quantum computers. [PDF]

Sci Rep
Kumar S, Wilmott CM.
europepmc   +1 more source

The Effect of Contrast Reversal on Peripheral Visual Acuity. [PDF]

Transl Vis Sci Technol
Cassanello CR, Roach NW, Scholes C, McGraw PV.   +3 more
europepmc   +1 more source