Results 191 to 200 of about 528,533 (276)
The Optimal Mean–Variance Selling Problem With Finite Horizon
Mathematical Finance, EarlyView.ABSTRACT The optimal mean–variance selling problem seeks to determine a dynamically optimal stopping time in the nonlinear problem sup0≤τ≤TE(Xτ)−cVar(Xτ)$\sup _{0 \le \tau \le T} \left[ \mathsf {E}\,\!(X_\tau) - c\, \mathsf {V}ar\,\!(X_\tau) \right]$, where X$X$ is a geometric Brownian motion with strictly positive drift, the supremum is taken over ...
Peter Johnson +2 more
wiley +1 more source
Theoretical Analysis of Low Energy Electronic Transitions of Actinide Complexes Including Spin-Orbit Effects. [PDF]
ChemphyschemZaichenko A, Autschbach J.
europepmc +1 more source
On the Exact Limiting Distribution of a Volatility Target Index
Mathematical Finance, EarlyView.ABSTRACT Assuming a lognormal distribution for the underlying risky asset, we study the limiting distribution of a volatility target index as the rebalancing time step approaches zero. Two limit theorems (a strong law of large numbers and a central limit theorem) are established, and as an application, the exact limiting distribution is derived.
Xuan Liu, Michel Gauthier
wiley +1 more source
On the remainder term of the Euler-Maclaurin Formula
Journal für die reine und angewandte Mathematik (Crelles Journal), 1969 openaire +1 more source
On Short‐Term Behavior of Implied Volatility for Index Options
Mathematical Finance, EarlyView.ABSTRACT This paper investigates short‐term behavior of implied volatility of derivatives written on a market index when the index is constructed using a ranking procedure. Even when stock prices follow geometric Brownian motion dynamics, the ranking mechanism can lead to the observed term structure of at‐the‐money (ATM) implied volatility skew for ...
Huy N. Chau, Duy Nguyen, Thai Nguyen
wiley +1 more source
Optical Taxonomic Signal and the Diagnosis of Alzheimer's Disease. [PDF]
IEEE Open J Eng Med BiolGreco FA, Schell BR, Hanlon EB.
europepmc +1 more source
What does it mean to be a post‐Newtonian? Schelling on competing scientific models
The Southern Journal of Philosophy, EarlyView.Abstract While Schelling's position has often been portrayed as highly critical of Newton, his discussion of Newton's theories has never been thoroughly studied. The goal of this paper is to analyze in more detail the relationship between Schelling and Newton, with an eye toward the fundamental question that guides Schelling: how can conflicts between ...
Raphaël Authier
wiley +1 more source
A discrete SIR epidemic model incorporating media impact, resource limitaions and threshold switching strategies. [PDF]
Infect Dis ModelQin W, Zhang S, Yang Y, Zhang J.
europepmc +1 more source
The Journal of Physiology, EarlyView.Abstract figure legend Ephaptic phenomena in a high‐resolution model of the cardiac intercalated disc. Meshed representation of a tortuous intercalated disc that was generated based on electron and super‐resolution microscopy data. Na+ channels (red) and gap junctions (green) are heterogeneously distributed, with additional regions of reduced ion ...
Ena Ivanovic +4 more
wiley +1 more source