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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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Stochastic Growth Models for the Spreading of Fake News
Mathematics, 2023 The propagation of fake news in online social networks nowadays is becoming a critical issue. Consequently, many mathematical models have been proposed to mimic the related time evolution.
Antonio Di Crescenzo +2 more
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Game of Life-like Opinion Dynamics: Generalizing the Underpopulation Rule
AppliedMath, 2022 Graph dynamics for a node-labeled graph is a set of updating rules describing how the labels of each node in the graph change in time as a function of the global set of labels.
Miriam Di Ianni
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T-Growth Stochastic Model: Simulation and Inference via Metaheuristic Algorithms
Mathematics, 2021 The main objective of this work is to introduce a stochastic model associated with the one described by the T-growth curve, which is in turn a modification of the logistic curve. By conveniently reformulating the T curve, it may be obtained as a solution
Antonio Barrera +2 more
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Space-time propagation of air pollution from dot source: Quasi 1D model
Zaštita Materijala, 2020 The problem of pollution - especially air pollution in big cities, has arisen with rapid technological development. This paper analyzes the propagation of air pollution originating from periodical dot sources. Pollution will be is examined as a quasi-one-
Stevo K. Jaćimovski +2 more
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Thermogravimetric Study of the Kinetics of the Reaction C + CO2 under Pore-Diffusion Control
Energies, 2021 This study presents experimental studies of charcoal gasification with CO2 at different heating rates (1, 5, 10, 20, and 50 K min−1). The kinetics of the reaction C + CO2 under pore-diffusion control is studied.
Igor Donskoy, Aleksandr Kozlov
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Discrete Dynamics in Nature and Society, 2001 We revise the interrelations between the classical Black Scholes equation, the diffusion equation and Burgers equation. Some of the algebraic properties the diffusion equation shows are elaborated and qualitatively presented.
Andreas Ruffing +2 more
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Investigating Peer and Sorting Effects within an Adaptive Multiplex Network Model
Games, 2019 Individuals have a strong tendency to coordinate with all their neighbors on social and economics networks. Coordination is often influenced by intrinsic preferences among the available options, which drive people to associate with similar peers, i.e ...
Francesca Lipari +2 more
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Mixed Similarity Diffusion for Recommendation on Bipartite Networks
IEEE Access, 2017 In recommender systems, collaborative filtering technology is an important method to evaluate user preference through exploiting user feedback data, and has been widely used in industrial areas.
Ximeng Wang +5 more
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On the Importance of Electron Diffusion in a Bulk-Matter Test of the Pauli Exclusion Principle
Entropy, 2018 The VIolation of Pauli (VIP) experiment (and its upgraded version, VIP-2) uses the Ramberg and Snow (RS) method (Phys. Lett. B 1990, 238, 438) to search for violations of the Pauli exclusion principle in the Gran Sasso underground laboratory.
Edoardo Milotti +25 more
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