Results 191 to 200 of about 33,778 (318)
Polar Coordinates for the 3/2 Stochastic Volatility Model
Mathematical Finance, EarlyView.ABSTRACT The 3/2 stochastic volatility model is a continuous positive process s with a correlated infinitesimal variance process ν$\nu $. The exact definition is provided in the Introduction immediately below. By inspecting the geometry associated with this model, we discover an explicit smooth map ψ$ \psi $ from (R+)2$({\mathbb{R}}^+)^2 $ to the ...
Paul Nekoranik
wiley +1 more source
A Simple Approximation Method for the Fisher-Rao Distance between Multivariate Normal Distributions. [PDF]
Entropy (Basel), 2023 Nielsen F.
europepmc +1 more source
Rough PDEs for Local Stochastic Volatility Models
Mathematical Finance, EarlyView.ABSTRACT In this work, we introduce a novel pricing methodology in general, possibly non‐Markovian local stochastic volatility (LSV) models. We observe that by conditioning the LSV dynamics on the Brownian motion that drives the volatility, one obtains a time‐inhomogeneous Markov process. Using tools from rough path theory, we describe how to precisely
Peter Bank +3 more
wiley +1 more source
Computer-Aided Civil and Infrastructure Engineering, EarlyView.Abstract This study presents a scalable multi‐camera system (S‐MCS) for high‐precision displacement measurement and deformation monitoring of long‐span arch bridges during construction. Traditional methods such as robotic total stations (RTS) and single‐camera systems face limitations in dynamic scalability, synchronous multi‐point monitoring, and ...
Yihe Yin +8 more
wiley +1 more source
Non-geodesic timelike observers and the ultralocal limit. [PDF]
Eur Phys J C Part FieldsSaadati R, Valsan L, Faraoni V.
europepmc +1 more source
On the totally geodesic submanifolds in locally symmetric spaces [PDF]
, 1970 Hisao Nakagawa, Katsuhiro Shiohama
openalex +1 more source
New Phytologist, EarlyView.Summary Magnesium (Mg) is a crucial element in plants, particularly for photosynthesis. Mg homeostasis is influenced by environmental and genetic factors, and our understanding of its variation in natural populations remains incomplete. We examine the variation in leaf Mg accumulation across the distribution of Arabidopsis thaliana, and we investigate ...
Emmanuel Tergemina +3 more
wiley +1 more source