Results 121 to 130 of about 52,895 (269)
Options Pricing with Arithmetic Brownian Motion and its Implication for Risk-Neutral Valuation [PDF]
Risk-neutral valuation is used widely in derivatives pricing. It is shown in this paper, however, that the naïve approach of simply setting the growth rate of the underlying security to risk-free interest rate, which happens to work for a geometric ...
Qiang Liu
core
Laser &Photonics Reviews, EarlyView.Optically confined gold nanorods exhibit cooperative light‐driven dynamics, forming mobile end‐to‐end dimers with orientation‐dependent propulsion. Using structured laser traps and an opto‐thermo‐hydrodynamic model, we uncover how optical binding, polarization‐induced torque, and near‐surface hydrodynamics govern their motion.
José A. Rodrigo, Tatiana Alieva
wiley +1 more source
E-Jurnal Matematika, 2015 The aim of this research was to measure the risk of the IHSG stock data using the Value at Risk (VaR). IHSG stock index data typically indicates a jump. However, Geometric Brownian Motion (GBM) model can not catch any of the jumps.
I GEDE ARYA DUTA PRATAMA +2 more
doaj
Connecting the distribution and diversification of marine plants
Oikos, EarlyView.Integration of the evolutionary history with distribution of extant species is necessary to explain present‐day diversity, particularly for ‘foundation' species, such as seagrasses, which create habitats of socioecological relevance. Here, we resolved if varying evolutionary history of seagrass families has imprinted the distribution ranges of extant ...
Fernando Tuya +3 more
wiley +1 more source
Physics‐Informed Neural Networks for Battery Degradation Prediction Under Random Walk Operations
Quality and Reliability Engineering International, EarlyView.ABSTRACT This study addresses the challenge of predicting the state of health (SoH) and capacity degradation in Battery Energy Storage Systems (BESS) under highly variable conditions induced by frequent control adjustments. In environments where random walk behavior prevails due to stochastic control commands, conventional estimation methods often ...
Alaa Selim +3 more
wiley +1 more source
The Impacts of Fees and Taxes on Choices of Development Timing and Capital Intensity [PDF]
This article compares the effects of various fiscal policies on choices of development timing and capital intensity when rents on housing follow geometric Brownian motion with those when rents follow arithmetic Brownian motion.
Jou, Jyh-Bang, Lee, Tan
core +1 more source
Responsive Materials, EarlyView.We systematically summarize how each scale dictates fundamental choices in design feature, manufacturing technology, driving mechanism, and control strategy, which are inherently governed by scale‐dominated physical principles. Furthermore, the application of scale‐determined operation modes of microrobots across different stages of medical ...
Hang Yin +3 more
wiley +1 more source
Evaluation of an iron ore price forecast using a geometric Brownian motion model
REM: International Engineering JournalMining projects are often budgeted in millions of dollars, making it of interest to the investor to measure a project’s uncertainties and risks, which include the changes in the commodity price.
André Lubene Ramos +4 more
doaj +1 more source
On the Approximation of Geometric Fractional Brownian Motion [PDF]
, 2009 We give an approximation to geometric fractional Brownian motion. The approximation is a simple corollary to a ‘teletraffic’ functional central limit theorem by Gaigalas and Kaj in (Bernoulli 9:671–703, 2003). We analyze the central limit theorem of Gaigalas and Kaj from the point of view of semimartingale limit theorems to have a better understanding ...
openaire +1 more source
Integrative Zoology, EarlyView.We decode mitochondrial genomes across all extant canids, revealing lineage‐specific codon optimization driven by altitude, predation, and body size. A tripartite framework integrates geological events, metabolic constraints, and adaptive radiation to explain carnivore evolution.
Xiaoyang Wu +8 more
wiley +1 more source