Results 141 to 150 of about 13,572,436 (276)
Journal of Applied Fluid Mechanics, 2017 In this paper, A Novel Alternating Cell Direction Implicit Method (ACDI) is researched which allows implementation of fast line implicit methods on quadrilateral unstructured meshes.
O. Baş +4 more
doaj
Connectivity and Selective Rural Migration
International Economic Review, EarlyView.ABSTRACT How does infrastructure shape rural development? Using household panel data from a nationally representative sample of Chinese villages, matched to high‐resolution highway maps, we find that road expansion between 2000 and 2015 operates mainly through reallocation, with less productive farmers scaling down or exiting and more productive ...
Lin Ma +3 more
wiley +1 more source
Quasi-exact Approximation of Hidden Markov Chain Filters [PDF]
This paper studies the application of exact simulation methods for multi-dimensional multiplicative noise stochastic differential equations to filtering.
Eckhard Platen, Renata Rendek
core
The Causal Effect of Parents' Education on Children's Earnings
International Economic Review, EarlyView.ABSTRACT We develop and estimate a model of endogenous schooling and earnings to isolate the causal effect of parents' education on children's outcomes. Identification uses earnings differences among children with equal schooling whose parents have different schooling.
Sang Yoon (Tim) Lee +2 more
wiley +1 more source
OVERLAPPING MULTIGRID METHODS AS AN EFFICIENT APPROACH FOR SOLVING THE BLACK-SCHOLES EQUATION
Quantitative Methods in Economics, 2015 In this paper the modification of a two-level multigrid method by allowing an overlap between adjacent subdomains and its application to a one-dimensional Black-Scholes equation is described.
Michał Bernardelli
doaj
A Quantile Model of Firm Investment
International Economic Review, EarlyView.ABSTRACT Are firms risk averse? We propose a dynamic model of firm investment under uncertainty that captures firms' risk attitudes through quantile preferences. The firm maximizes its present value, defined as current profits and investment plus the discounted value of the τ$\tau$‐quantile of its value next period.
Heitor Almeida +3 more
wiley +1 more source
Journal of Child Psychology and Psychiatry, EarlyView.The psychiatric exposome offers a powerful framework for understanding how environmental conditions shape mental health across the life course, yet existing applications often reduce exposures to static, cumulative risk inventories. The exposome construct may be advanced emphasizing two interdependent dimensions: the timing of exposures within ...
Andrea Raballo +2 more
wiley +1 more source
The Evolution of Interest‐Rate Models: From the Yield Curve to the Swaption Cube
Journal of Economic Surveys, EarlyView.ABSTRACT Interest‐rate modelling is often taught as a catalogue of competing stochastic equations, obscuring why models were created and why modern sell‐side desks use several simultaneously. This survey reorganises the field around five layers of a pricing architecture: curve construction; arbitrage‐free dynamics; volatility‐smile representation ...
Xuan Feng +2 more
wiley +1 more source
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
Understanding Trade-Offs in Continuous Neural Representations for Diffeomorphic Image Registration: A Comparative Study of Implicit Neural Representations and Neural Ordinary Differential Equations. [PDF]
J ImagingRodriguez-Sanz S +2 more
europepmc +1 more source