Results 111 to 120 of about 114,748 (228)
On the foundations of Lévy finance: Equilibrium for a single-agent financial market with jumps [PDF]
For a continuous-time financial market with a single agent, we establish equilibrium pricing formulae under the assumption that the dividends follow an exponential Lévy process.
Frederik Herzberg
core
Ecography, EarlyView.Climate change is significantly affecting biodiversity, and organisms that depend on external temperature – such as ectotherms – are particularly vulnerable to these effects. Microhabitats provide refuge for species, thereby reducing exposure to thermal and hydric stress under climate change.
Carolina Reyes‐ Puig +3 more
wiley +1 more source
EU Policy‐Making in the Digital Age: Major Trends and Insights From Public Policy Research
European Policy Analysis, EarlyView.ABSTRACT Has digitalization changed policy‐making dynamics at the European Union (EU) level? To investigate this issue, this article presents a scoping review of the literature on EU digital policy‐making. While much scholarship adopts a ‘Governance’ approach, two conceptually rich strands emerge: critical approaches, and digital sovereignty.
Chloé Bérut
wiley +1 more source
An algorithm for seizure detection in rodents
Epilepsia Open, EarlyView.Abstract Objective Epilepsy animal research often relies on long‐term intracranial electroencephalographic (iEEG) recordings. Here, we describe an artificial neural network (ANN) algorithm for automatic detection of seizures. Methods The algorithm was trained on iEEG recordings of three mouse models of chronic epilepsy: (1) the pilocarpine model of ...
Lyna Kamintsky +9 more
wiley +1 more source
Spectral calibration of exponential Lévy Models [2] [PDF]
The calibration of financial models has become rather important topic in recent years mainly because of the need to price increasingly complex options in a consistent way.
Denis Belomestny, Markus Reiß
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Energy Science &Engineering, EarlyView.Overview of the under‐study hub energy model showing the energy conversion and distribution among integrated sources and loads. ABSTRACT In this paper, a probabilistic bi‐objective energy management system (EMS) model is proposed for an energy hub (EH) equipped with renewable energy sources such as photovoltaic and wind turbine connected to the main ...
Mohammad Khoshabi +3 more
wiley +1 more source
Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process. [PDF]
J Inequal Appl, 2018 Shen G, Li Y, Gao Z.
europepmc +1 more source
A Multivariate Time-Changed Lévy Model for Financial Applications [PDF]
The purpose of this paper is to define a bivariate L´evy process by subordination of a Brownian motion. In particular we investigate a generalization of the bivariate Variance Gamma process proposed in Luciano and Schoutens [8] as a price process.
Patrizia Semeraro
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Caught in the fire: An accidental ethnography of discomfort in researching sex work
Feminist Anthropology, EarlyView.Abstract Drawing on fifteen years of engagement with researching Israel's sex industry, this article uses accidental ethnography to propose discomfort‐as‐method for feminist anthropology. I argue that discomfort is not a by‐product of fieldwork but a constitutive condition that disciplines researchers and shapes what can be known.
Yeela Lahav‐Raz
wiley +1 more source
Stability of entropy solutions for Levy mixed hyperbolic-parabolic equations
Electronic Journal of Differential Equations, 2011 We analyze entropy solutions for a class of Levy mixed hyperbolic-parabolic equations containing a non-local (or fractional) diffusion operator originating from a pure jump Levy process.
Kenneth H. Karlsen, Suleyman Ulusoy
doaj