Results 211 to 220 of about 9,750 (263)

Cytoplasmic fluidity and the cold life: proteome stability is decoupled from viability in psychrophiles. [PDF]

open access: yesNat Commun
Caviglia B   +8 more
europepmc   +1 more source

Impact of structural coherence and disorder on the ionic transport and lattice dynamics in Li<sup>+</sup>-conducting argyrodites.

open access: yesJ Mater Chem A Mater
Böger T   +9 more
europepmc   +1 more source

Local -estimation for jump-diffusion processes

Statistics & Probability Letters, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wang, Yunyan   +2 more
openaire   +2 more sources

Optimal liquidation with jump-diffusion process

International Journal of Applied Decision Sciences, 2021
Under the assumption of the asset prices obey jump-diffusion process, static optimal liquidation strategies and efficient frontier are provided based on the mean-variance criterion and the minimum loss probability criterion separately. Furthermore, this paper analysed the impact of price jump component on optimal liquidation strategy.
Qixuan Luo, Can Jia, Handong Li
openaire   +1 more source

Point Processes and Jump Diffusions

2021
The theory of marked point processes on the real line is of great and increasing importance in areas such as insurance mathematics, queuing theory and financial economics. However, the theory is often viewed as technically and conceptually difficult and has proved to be a block for PhD students looking to enter the area.
openaire   +1 more source

Jump-Diffusion Processes

2015
This chapter considers jump-diffusion processes to allow for price fluctuations to have two components, one consisting of the usual increments of a Wiener process, the second allows for “large” jumps from time-to-time. We introduce Poisson jump process with either absolute or proportional jump sizes through the stochastic integrals and provide ...
Carl Chiarella   +2 more
openaire   +1 more source

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