Results 131 to 140 of about 1,811,075 (266)
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
Stability analysis of an implicit lattice Boltzmann scheme
, 2016 International audienceWe analyze the D1Q3 lattice kinetic model, which is the simplest kinetic model representing the isothermal Euler equations. We show that it is entropy unstable but that it can be made stable if the transport step is solved with an ...
Helluy, Philippe
core +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
Implicit boundary condition procedure - Application to 1-D euler solver
, 1988 An implicit boundary condition procedure is employed in the.solution of one-dimensional Euler equations by the implicit finite dixA3;erence scheme of Beam and warming.
Dutta, Vimala
core
On Short‐Term Behavior of Implied Volatility for Index Options
Mathematical Finance, EarlyView.ABSTRACT This paper investigates short‐term behavior of implied volatility of derivatives written on a market index when the index is constructed using a ranking procedure. Even when stock prices follow geometric Brownian motion dynamics, the ranking mechanism can lead to the observed term structure of at‐the‐money (ATM) implied volatility skew for ...
Huy N. Chau, Duy Nguyen, Thai Nguyen
wiley +1 more source
An implicit scheme for a meshless Euler solver
, 2012 In this work, we present implicit scheme for a mesh-less solver based on the LU-SGS procedure which has been adopted to incorporate many advances made in implicit finite volume methodology. We use Modified-CIR split KFVS fluxes, which gives a single step
Ramesh, V +2 more
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Kalman Filter Learning, Bounded Rationality and Informational Consistency
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT We develop a behavioural New Keynesian model with rational (RE) and boundedly rational (BR) agents. The latter are anticipated utility learners and use simple heuristic rules to forecast aggregate variables exogenous to their micro‐environment.
Szabolcs Deák +3 more
wiley +1 more source
Review of Development Economics, EarlyView.ABSTRACT Focusing on productivity measurement, this article contributes to the growth and development accounting literature by improving the accuracy of results within the existing framework—without introducing new variables. We implement three simultaneous revisions to the standard growth and development accounting frameworks: (i) accounting for labor
Georges Daw
wiley +1 more source
A fast Chebyshev exponential-integrator solver for stochastic PDEs on bounded domains with non-homogeneous Dirichlet boundary data. [PDF]
MethodsXSarker RC, Islam MS, Rahman A.
europepmc +1 more source