Results 91 to 100 of about 52,895 (269)
MATEC Web of Conferences, 2016 Philippine Stock Exchange Composite Index (PSEi) is the main stock index of the Philippine Stock Exchange (PSE). PSEi is computed using a weighted mean of the top 30 publicly traded companies in the Philippines, called component stocks.
Gayo Willy, David Guido
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Ramsey Waits: A Theory of Non-Exclusive Real Options with First-Mover Advantages [PDF]
This paper analyses the exercise decision of non-exclusive real options in a two-player setting. A general model of non-exclusive real options, allowing the underlying asset to follow any strong Markov process is developed, thus extending the existing ...
Jacco Thijssen
core
A SHARP MAXIMAL INEQUALITY FOR A GEOMETRIC BROWNIAN MOTION
Taiwanese Journal of Mathematics, 2015 Let $X=(X_t)_{t\geq0}$ be a geometric Brownian motion with drift $\mu$ and volatility $\sigma>0$, and let $Y=(Y_t)_{t\geq0}$ be the associated maximum process of $X$. Under certain conditions, we prove a sharp maximal inequality for the geometric Brownian motion.
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Asia-Pacific Journal of Chemical Engineering, EarlyView.ABSTRACT This study presents the design and construction of an experimental system for evaluating the thermal performance of heat pipes, using sintered‐wick heat pipes charged with CuO nanofluids. The device used in this study is a sintered‐wick heat pipe, in which the liquid return is driven by capillary forces within the porous wick structure.
Dawei Yan +7 more
wiley +1 more source
Asia-Pacific Journal of Chemical Engineering, EarlyView.ABSTRACT Wellbore instability driven by the volumetric expansion of reactive shale formations remains a primary operational challenge in modern drilling engineering, causing severe mechanical failures and substantial economic deficits. The objective of this study is to formulate and evaluate a novel dual‐action chemical additive capable of ...
Ghaleb Oriquat +8 more
wiley +1 more source
Geometric RSK and the Toda lattice
, 2013 We relate a continuous-time version of the geometric RSK correspondence to the Toda lattice, in a way which can be viewed as a semi-classical limit of a recent result by the author which relates the continuous-time geometric RSK mapping, with Brownian ...
O'Connell, Neil
core
The relationship between form and function of the carnivore mandible
The Anatomical Record, EarlyView.Abstract Dietary morphology diversified extensively in Carnivoraformes (living Carnivora and their stem relatives) during the Cenozoic (the last 66 million years) as they evolved to capture, handle, and process new animal and plant diets. We used 3D geometric morphometrics, mechanical advantage, and finite element analysis to test the evolutionary ...
Charles J. Salcido, P. David Polly
wiley +1 more source
Pricing Collar Options with Stochastic Volatility
Discrete Dynamics in Nature and Society, 2017 This paper studies collar options in a stochastic volatility economy. The underlying asset price is assumed to follow a continuous geometric Brownian motion with stochastic volatility driven by a mean-reverting process.
Pengshi Li, Jianhui Yang
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Morphological variation in atlas and axis of Neotropical spiny rats (Rodentia, Echimyidae)
The Anatomical Record, EarlyView.Abstract The unique morphologies of the first two cervical vertebrae, the atlas and axis, represent a significant innovation in mammalian evolution. These structures support the weight of the head and enable intricate movements of the head and neck.
Thomas Furtado da Silva Netto +3 more
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Geometric Brownian Motion in Stock Prices
Journal of Physics: Conference Series, 2019 Abstract Financial instability estimates the changes of the cost of a monetary instrument. It is a proportion of properties of the Stock prices stability. Fractal investigations are used to assess the money related instability. Forecasting of stock prices acts as an important challenge based on the Random Walk theory.
K Suganthi, G Jayalalitha
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