Results 101 to 110 of about 5,214 (240)

Simulating stock prices using geometric Brownian motion model under normal and convoluted distributional assumptions

, 2023
Eric Teye Mensah, Alexander Boateng, Nana Kena Frempong, Daniel Maposa   +3 more
openalex   +1 more source

Physical Climate Risk in Asset Management

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT Climate‐related phenomena are increasingly affecting regions worldwide, manifesting as floods, water scarcity, and heat waves, significantly impairing companies' assets and productivity. It is essential for asset managers to quantify the exposure of their portfolios to such risk.
Michele Azzone, Matteo Ghesini, Davide Stocco, Lorenzo Viola   +3 more
wiley   +1 more source

Measuring Bending Rigidity and Compression Resistance in Pickering Layers

European Journal of Lipid Science and Technology, EarlyView.
This graphical abstract presents the mechanical response of Pickering layers of polystyrene beads (PBs) and clay particles (CPs) under compression. PBs exhibit buckling at 40–70 mN/m, whereas CPs show no buckling. Experimental force–compression curves highlight distinct deformation behaviors, and deviations in bending rigidity emphasize interparticle ...
Negar Azizi, Sachin Rathod, Jaakko V. I. Timonen, Jon Otto Fossum, Paul Gunnar Dommersnes   +4 more
wiley   +1 more source

EXISTENCE CONDITIONS OF THE OPTIMAL STOPPING TIME : THE CASES OF GEOMETRIC BROWNIAN MOTION AND ARITHMETIC BROWNIAN MOTION

, 2004
Hajime Takatsuka
openalex   +2 more sources

Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion

, 2023
Dan Pirjol, Lingjiong Zhu
openalex   +2 more sources

Research on the Distribution Law of Air Flow and Dust in Multi‐Process Operations of Coal Mine Fully Mechanized Caving Face

Energy Science &Engineering, EarlyView.
ABSTRACT The aim of this study is to examine the intricate dynamics involved in the production, movement, and settling of dust particles, as well as the interconnected mechanisms at play during various processes within fully automated coal mining fronts.
Yibo Li, Xiangjun Chen, Yunfei Du, Lin Li, Peiqi Zuo, Mengke Liu   +5 more
wiley   +1 more source

Obtaining Accurate Gold Prices

Commodities
Gold prices have been of major interest for a lot of investors, analysts, and economists. Accordingly, a number of different modeling approaches have been used to forecast gold prices.
Amit K. Sinha
doaj   +1 more source

Synergistic Heat Transfer Enhancement in Triangular Enclosures: Hybrid Nanofluid‐Porous Wavy Fin Systems Under Magnetohydrodynamic and Radiation Effects

Energy Science &Engineering, EarlyView.
ABSTRACT This study numerically investigates thermal transport and fluid dynamics in a triangular cavity filled with a MgO–Ag–H2O hybrid nanofluid containing an undulating porous fin under electromagnetic field and thermal radiation influences. The governing equations are solved numerically using the Galerkin finite element methodology with Darcy ...
Adil Abbas Alwan, Mohammed Azeez Alomari, Ahmed M. Hassan, Ameer K. Salho, Abdellatif M. Sadeq, Faris Alqurashi, Mujtaba A. Flayyih, Mohammad Ghalambaz   +7 more
wiley   +1 more source

Market Risk VaR Historical Simulation Model with Autocorrelation Effect: A Note

The International Journal of Banking and Finance, 2009
The modern market risk model using Value at Risk (VaR) method in the banking area under the BASEL II Accord can take different forms of simulation.
Wantanee Surapaitoolkorn
doaj  

Enhancing Efficiency in Double‐Pipe Heat Exchangers: A Detailed Review of NanoFluids and Their Impact on Thermal Performance

Heat Transfer, EarlyView.
ABSTRACT This study reviews recent advances in using nanofluids to enhance double‐pipe heat exchanger (DPHE) efficiency. The review examines several types of nanofluids, that is, water‐based graphene oxide and CuO–water nanofluids, assessing their effectiveness under different operating conditions, including inlet temperature and nanoparticle volume ...
Farhan Lafta Rashid, Mudhar A. Al‐Obaidi, Najah M. L. Al Maimuri, Mushtaq K. Abdalrahem, Arman Ameen, Osama Abd Al‐Munaf Ibrahim, Saif Ali Kadhim, Muhammad Asmail Eleiwi, Ephraim Bonah Agyekum   +8 more
wiley   +1 more source