Results 51 to 60 of about 2,168,507 (360)
A possible interpretation of financial markets affected by dark volatility
Communications in Analysis and Mechanics, 2023 The aim of this paper is to use a special type of Einstein warped product manifolds recently introduced, the so-called PNDP-manifolds, for the differential geometric study, by focusing on some aspects related to dark field in financial market such as the
Richard Pinčák +5 more
doaj +1 more source
International Journal of Economics and Financial Issues, 2016 This paper empirically examines the interdependence between the foreign exchange forward premiums and the spot exchange return through a Multivariate GARCH type framework.
Nessrine Hamzaoui, Boutheina Regaieg
doaj +6 more sources
Diamonds and forward variance models [PDF]
arXiv, 2022 In this non-technical introduction to diamond trees and forests, we focus on their application to computation in stochastic volatility models written in forward variance form, rough volatility models in particular.
arxiv
EnergiesAccurately forecasting crude oil prices is crucial due to its vital role in the industrial economy. In this study, we explored the multifaceted impact of various financial, economic, and political factors on the forecasting of crude oil forward prices ...
Hyeon-Seok Kim +2 more
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A Forward Equation for Barrier Options under the Brunick&Shreve Markovian Projection [PDF]
, 2016 We derive a forward equation for arbitrage-free barrier option prices, in terms of Markovian projections of the stochastic volatility process, in continuous semi-martingale models.
Hambly, Ben +2 more
core +1 more source
Approximation of BSDE with hidden forward equation and unknown volatility
Econometrics and Statistics, 2023 In the present paper the problem of approximating the solution of BSDE is considered in the case where the solution of forward equation is observed in the presence of small Gaussian noise. We suppose that the volatility of the forward equation depends on an unknown parameter. This approximation is made in several steps.
Oleg V. Chernoyarov, Yury A. Kutoyants
openaire +2 more sources
Energies, 2022 In this empirical study, multifactor stochastic volatility models for the financial Nordic/Baltic power markets are developed, implemented, and analyzed.
Per Bjarte Solibakke
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Realized Volatility Forecasting with Neural Networks
Journal of Financial Econometrics, 2020 In the last few decades, a broad strand of literature in finance has implemented artificial neural networks as a forecasting method. The major advantage of this approach is the possibility to approximate any linear and nonlinear behaviors without ...
Andrea Bucci
semanticscholar +1 more source
Home‐Based Tele‐tDCS in Amyotrophic Lateral Sclerosis: Feasibility, Safety, and Preliminary Efficacy
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Amyotrophic lateral sclerosis (ALS) is a progressive neurodegenerative disease with limited treatment options. Transcranial direct current stimulation (tDCS) shows promise as a neuromodulatory intervention in various neurological disorders, but its application in ALS, particularly in a remote, home‐based format, remains underexplored.
Sangeetha Madhavan +6 more
wiley +1 more source
On the Stochastic Volatility in the Generalized Black-Scholes-Merton Model
Risks, 2023 This paper discusses the generalized Black-Scholes-Merton model, where the volatility coefficient, the drift coefficient of stocks, and the interest rate are time-dependent deterministic functions.
Roman V. Ivanov
doaj +1 more source