Results 61 to 70 of about 836 (186)

Quadratic Hedging of American Options Under GARCH Models

Journal of Futures Markets, EarlyView.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

Advances in Position‐Momentum Entanglement: A Versatile Tool for Quantum Technologies

Laser &Photonics Reviews, EarlyView.
Position–momentum entanglement constitutes a high‐dimensional continuous‐variable resource in quantum optics. Recent advances in its generation, characterization, and control are reviewed, with emphasis on spontaneous parametric down‐conversion and modern measurement techniques.
Satyajeet Patil, Rajshree Swarnkar, Jonas L. Moos, Sebastian Töpfer, Sergio Tovar‐Pérez, Jorge Fuenzalida, Markus Gräfe   +6 more
wiley   +1 more source

Analytic solution to a class of integro-differential equations

Electronic Journal of Differential Equations, 2003
In this paper, we consider the integro-differential equation $$ epsilon^2 y''(x)+L(x)mathcal{H}(y)=N(epsilon,x,y,mathcal{H}(y)), $$ where $mathcal{H}(y)[x]=frac{1}{pi}(P)int_{-infty}^{infty} frac{y(t)}{t-x}dt$ is the Hilbert transform.
Xuming Xie
doaj  

On-Line Prediction of the Quantum Density Matrix

Quantum Reports
Time evolution of open quantum systems is governed by the master equation. The master equation, which is a matrix formalism, is the time derivative of the density matrix, which contains the complete information on the state of a quantum system.
Mehrzad Soltani, Mark J. Balas
doaj   +1 more source

A highly accurate numerical method for solving boundary value problem of generalized Bagley‐Torvik equation

Mathematical Methods in the Applied Sciences, EarlyView.
A highly accurate numerical method is given for the solution of boundary value problem of generalized Bagley‐Torvik (BgT) equation with Caputo derivative of order 0<β<2$$ 0<\beta <2 $$ by using the collocation‐shooting method (C‐SM). The collocation solution is constructed in the space Sm+1(1)$$ {S}_{m+1}^{(1)} $$ as piecewise polynomials of degree at ...
Suzan Cival Buranay, Mtema James Chin, Nazim I. Mahmudov   +2 more
wiley   +1 more source

Exact controllability for a wave equation with mixed boundary conditions in a non-cylindrical domain

Electronic Journal of Differential Equations, 2014
In this article we study the exact controllability of a one-dimensional wave equation with mixed boundary conditions in a non-cylindrical domain. The fixed endpoint has a Dirichlet-type boundary condition, while the moving end has a Neumann-type ...
Lizhi Cui, Hang Gao
doaj  

Exponential Stability of Higher Order Fractional Neutral Stochastic Differential Equation Via Integral Contractors

Mathematical Methods in the Applied Sciences, Volume 48, Issue 6, Page 6425-6446, April 2025.
ABSTRACT The well‐posedness results for mild solutions to the fractional neutral stochastic differential system with Rosenblatt process with Hurst index Ĥ∈12,1$$ \hat{H}\in \left(\frac{1}{2},1\right) $$ is discussed in this article. To demonstrate the results, the concept of bounded integral contractors is combined with the stochastic result and ...
Dimplekumar N. Chalishajar, Dhanalakshmi Kasinathan, Ramkumar Kasinathan, Ravikumar Kasinathan   +3 more
wiley   +1 more source

Asymptotics for the Spectrum of the Laplacian in Thin Bars with Varying Cross Sections

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT We consider spectral problems for the Laplace operator in 3D rod structures with a small cross section of diameter O(ε)$$ O\left(\varepsilon \right) $$, ε$$ \varepsilon $$ being a positive parameter. The boundary conditions are Dirichlet (Neumann, respectively) on the bases of this structure, and Neumann on the lateral boundary.
Pablo Benavent‐Ocejo, Delfina Gómez, Maria‐Eugenia Pérez‐Martínez   +2 more
wiley   +1 more source

Linear Toroidal‐Inertial Waves on A Differentially Rotating Sphere with Application to Helioseismology: Modeling, Forward and Inverse Problems

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT This paper develops a mathematical framework for interpreting observations of solar inertial waves in an idealized setting. Under the assumption of purely toroidal linear waves on the sphere, the stream function of the flow satisfies a fourth‐order scalar equation.
Tram Thi Ngoc Nguyen, Damien Fournier, Laurent Gizon, Thorsten Hohage   +3 more
wiley   +1 more source

Social Sustainability in Circular Bioeconomy Business Models: Insights From Argentina

Sustainable Development, EarlyView.
ABSTRACT Research on circular bioeconomy business models (CBEBM) has largely prioritised environmental and economic aspects, leaving out the social pillar. To address this gap, this paper analyses to what extent and in what ways social sustainability is integrated into CBEBM, based on 12 cases from northern Argentina, a region with high potential for ...
Celina N. Amato, Mónica Buraschi, Karen M. Siegel   +2 more
wiley   +1 more source