Results 11 to 20 of about 376,874 (154)
Quadrinomial trees with stochastic volatility to value real options [PDF]
Journal of Economics Finance and Administrative Science, 2021 Purpose – The purpose of this article is to propose a detailed methodology to estimate, model and incorporate the non-constant volatility onto a numerical tree scheme, to evaluate a real option, using a quadrinomial multiplicative recombination.
Freddy H. Marín-Sánchez +2 more
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Energies, 2020 The development of portable electronic devices has greatly stimulated the need for miniaturized power sources. Planar supercapacitors are micro-scale electrochemical energy storage devices that can be integrated with other microelectronic devices on a ...
Evgeny P. Kitsyuk +2 more
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Dispersive Transport Described by the Generalized Fick Law with Different Fractional Operators
Fractal and Fractional, 2020 The approach based on fractional advection–diffusion equations provides an effective and meaningful tool to describe the dispersive transport of charge carriers in disordered semiconductors.
Renat T. Sibatov, HongGuang Sun
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Network Models and Simulation Analytics for Multi-scale Dynamics of Biological Invasions
Frontiers in Big Data, 2022 Globalization and climate change facilitate the spread and establishment of invasive species throughout the world via multiple pathways. These spread mechanisms can be effectively represented as diffusion processes on multi-scale, spatial networks.
Abhijin Adiga +6 more
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Perturbed Skew Diffusion Processes
Mathematics, 2023 This work investigates whether there uniquely exists a solution to the perturbed skew diffusion process. We construct the solution by iteration and divide the whole time interval into parts on which we disperse the perturbed skew diffusion process into ...
Yingxu Tian, Haoyan Zhang
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Reaction-diffusion processes with nonlinear diffusion [PDF]
Physical Review E, 2012 We study reaction-diffusion processes with concentration-dependent diffusivity. First, we determine the decay of the concentration in the single-species and two-species diffusion-controlled annihilation processes. We then consider two natural inhomogeneous realizations.
openaire +3 more sources
Two Multi-Sigmoidal Diffusion Models for the Study of the Evolution of the COVID-19 Pandemic
Mathematics, 2021 A proposal is made to employ stochastic models, based on diffusion processes, to represent the evolution of the SARS-CoV-2 virus pandemic. Specifically, two diffusion processes are proposed whose mean functions obey multi-sigmoidal Gompertz and Weibull ...
Antonio Barrera +3 more
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Fractal and Fractional, 2019 New aspects of electron transport in quantum wires with Lévy-type disorder are described. We study the weak scattering and the incoherent sequential tunneling in one-dimensional quantum systems characterized by a tempered Lévy stable ...
Renat T. Sibatov, HongGuang Sun
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Parametric Estimation of Diffusion Processes: A Review and Comparative Study
Mathematics, 2021 This paper provides an in-depth review about parametric estimation methods for stationary stochastic differential equations (SDEs) driven by Wiener noise with discrete time observations.
Alejandra López-Pérez +2 more
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Crystals, 2022 This work compares the tribological behavior of surface layers obtained by three different hardening processes. The layers were formed on the surface of AISI 4140 steel by applying three different thermochemical treatments.
Pablo Alfredo Ruiz-Trabolsi +6 more
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