Results 121 to 130 of about 83,338 (291)

Perpetual Futures Pricing

open access: yesMathematical Finance, EarlyView.
ABSTRACT Perpetual futures are contracts without expiration date in which the anchoring of the futures price to the spot price is ensured by periodic funding payments from long to short. We derive explicit expressions for the no‐arbitrage price of various perpetual contracts, including linear, inverse, and quantos futures in both discrete and ...
Damien Ackerer   +2 more
wiley   +1 more source

Capital in Motion: Synthesizing the Circulation and Reproduction in a Multi‐Sector Growth Model

open access: yesMetroeconomica, EarlyView.
ABSTRACT This paper analyzes Capital in Motion (CIM) in a capitalist economy, based on Karl Marx's Capital, Volume 2. It examines the circuit of capital, distinguishing between stock and flow variables, and integrates a multi‐sector growth model that combines the circuit and turnover of capital with the reproduction scheme.
Takashi Satoh
wiley   +1 more source

On goodness‐of‐fit testing for self‐exciting point processes

open access: yesScandinavian Journal of Statistics, EarlyView.
Abstract Despite the wide usage of parametric point processes in theory and applications, a sound goodness‐of‐fit procedure to test whether a given parametric model is appropriate for data coming from a self‐exciting point process has been missing in the literature.
José Carlos Fontanesi Kling   +1 more
wiley   +1 more source

A meshless method based on the Laplace transform for multi-term time-space fractional diffusion equation

open access: yesAIMS Mathematics
Multi-term fractional diffusion equations can be regarded as a generalisation of fractional diffusion equations. In this paper, we develop an efficient meshless method for solving the multi-term time-space fractional diffusion equation. First, we use the
Zihan Yue   +3 more
doaj   +1 more source

Tables of the inverse Laplace transform of the function e -S-Beta

open access: bronze, 1990
Menachem Dishon   +2 more
openalex   +1 more source

An integrated platform for 2‐D and 3‐D optical and electrical mapping of arrhythmias in Langendorff‐perfused rabbit hearts

open access: yesThe Journal of Physiology, EarlyView.
Abstract figure legend Integrated multimodal platform for panoramic cardiac mapping in isolated heart experiments. On the left, an image of the experimental setup during data acquisition showing a Langendorff‐perfused rabbit heart surrounded by three optical cameras (CAM A, B and C) positioned 120° apart, each coupled with high‐power LEDs for panoramic
Jimena Siles   +8 more
wiley   +1 more source

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