Results 41 to 50 of about 2,502 (148)
Discharge‐Targeted Hydraulic Tomography to Quantify and Locate Aquifer Discharge
Groundwater, EarlyView.Abstract Quantifying and localizing groundwater discharge is inherently difficult. It requires knowledge about hydraulic conductivity and the hydraulic gradient on the scale of interest. Conventional hydraulic testing, such as pumping tests, may fail in the presence of heterogeneity and complex structural boundaries.
Konstantin Drach +2 more
wiley +1 more source
Stationary-excess operator and convex stochastic orders [PDF]
The present paper aims to point out how the stationary-excess operator and its iterates transform the s-convex stochastic orders and the associated moment spaces.
Stéphane Loisel, Claude Lefèvre
core
On Integral Priors for Multiple Comparison in Bayesian Model Selection
International Statistical Review, EarlyView.Summary Noninformative priors constructed for estimation purposes are usually not appropriate for model selection and testing. The methodology of integral priors was developed to get prior distributions for Bayesian model selection when comparing two models, modifying initial improper reference priors. We propose a generalisation of this methodology to
Diego Salmerón +2 more
wiley +1 more source
Never, Ever Getting Started: On Prospect Theory Without Commitment
Mathematical Finance, EarlyView.ABSTRACT Prospect theory is arguably the most prominent alternative to expected utility theory. We study the investment or gambling behavior of a prospect theory decision maker who is aware of his time‐inconsistency but lacks commitment. For the empirically relevant prospect theory specifications, we obtain the extreme prediction that such a decision ...
Sebastian Ebert, Philipp Strack
wiley +1 more source
Bounds for the price of discrete arithmetic Asian options. [PDF]
In this paper the pricing of European-style discrete arithmetic Asian options with fixed and floating strike is studied by deriving analytical lower and upper bounds.
Deelstra, G +4 more
core
Equilibrium Reward for Liquidity Providers in Automated Market Makers
Mathematical Finance, EarlyView.ABSTRACT We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by the venue. Our model is formulated as a leader–follower stochastic game, where the venue is the leader and a representative LP is the follower.
Alif Aqsha +2 more
wiley +1 more source
An accurate analytical approximation for the price of a European-style arithmetic Asian option. [PDF]
For discrete arithmetic Asian options the payoff depends on the price average of the underlying asset. Due to the dependence structure between the prices of the underlying asset, no simple exact pricing formula exists, not even in a Black-Scholes setting.
Goovaerts, Marc, Vyncke, D, Dhaene, Jan
core
Jumps and stochastic volatility in crude oil prices and advances in average option pricing [PDF]
, 2016 Crude oil derivatives form an important part of the global derivatives market. In this paper, we focus on Asian options which are favoured by risk managers being effective and cost-saving hedging instruments.
Pouliasis, P. K. +2 more
core +1 more source
High Performance Numerical Validation using Stochastic Arithmetic
, 2015 International audienceIn the context of high performance computing, numerical validation becomes increasingly important because of the higher level of parallelism and of the large number of operations.
Fortin, Pierre +3 more
core +1 more source
Engineering Reports, Volume 8, Issue 6, June 2026.This study presents an Internet of Things (IoT)‐to‐Cloud framework for real‐time monitoring and prediction of the Water Quality Index (WQI) across both extensive and intensive aquaculture systems. By integrating Fuzzy Logic biological thresholds with ML classification, the Random Forest model achieves over 99.5% accuracy in both environments ...
Mohammod Abul Kashem +7 more
wiley +1 more source