Results 21 to 30 of about 634,613 (262)
The Role of Hellinger Processes in Mathematical Finance
Entropy, 2001 This paper illustrates the natural role that Hellinger processes can play in solving problems from ¯nance. We propose an extension of the concept of Hellinger process applicable to entropy distance and f-divergence distances, where f is a convex ...
T. R. Hurd, T. Choulli
doaj +1 more source
Estimating the Trends of Volatility in the Risk Equity Market Over the Short and Long Terms
Computational and Mathematical MethodsMarket fluctuations in the stock sector are common. The possible loss that investors may incur because of their investment activity is referred to as investment risk. Returns on investments may fall short of expectations due to a variety of circumstances.
Valeriana Lukitosari +4 more
doaj +1 more source
Communications, 2010 This article presents how mathematical tools can be used in finance. It also shows some interconnections among several parts of mathematics as mathematical analysis, numerical analysis and financial mathematics.
Maria Kudelcikova
doaj +1 more source
Modeling of behavior of the option. The formulation of the problem [PDF]
Компьютерные исследования и моделирование, 2015 Object of research: The creation of algorithm for mass computations of options price for formation of a riskless portfolio. The method is based on the generalization of the Black-Scholes method.
A. V. Bogdanov +3 more
doaj +1 more source
FEBS Open Bio, EarlyView.Amino acids sequence of two different proteins with the same sequence (chameleon sequence—black boxes) represent in 3D structure of the proteins different secondary structures: HHHH—helical and BBB—Beta‐structural. The chains folded in water environment adopt different III‐order structures in which the chameleon fragments appear to adopt similar status
Irena Roterman +4 more
wiley +1 more source
Advanced Engineering Materials, EarlyView.This article presents a solver‐agnostic domain‐specific language (DSL) for computational structural mechanics that strengthens interoperability in virtual product development. Using a hierarchical data model, the DSL enables seamless exchange between diverse simulation tools and numerical methods.
Martin Rädel +3 more
wiley +1 more source
Fitting generalised linear models to car claims data [PDF]
, 2012 Generalised linear models (GLMs) overcome the limitations of Normal regression models since they can accommodate any distribution that is a member of the exponential family. These models allow transformation of the response variable through the canonical
Camilleri, Liberato +2 more
core
Advanced Engineering Materials, EarlyView.This study explores the lightweight potential of laser additive‐manufactured NiTi triply periodic minimal surface sheet lattices. It systematically investigates the effects of relative density and unit cell size on surface quality, deformation recovery, compression behavior, and energy absorption.
Haoming Mo +3 more
wiley +1 more source
Global Research Trends in Financial Transactions
Mathematics, 2020 Traditionally, financial mathematics has been used to solve financial problems. With globalization, financial transactions require new analysis based on tools of probability, statistics, and economic theory.
Emilio Abad-Segura +1 more
doaj +1 more source
Nonlinear Parabolic Equations arising in Mathematical Finance
, 2017 This survey paper is focused on qualitative and numerical analyses of fully nonlinear partial differential equations of parabolic type arising in financial mathematics.
A. Tourin +39 more
core +1 more source