Results 71 to 80 of about 114,748 (228)
Australian Journal of Social Issues, EarlyView.ABSTRACT The 2023 Australian Voice to Parliament Referendum presented a pivotal moment in the nation's democratic landscape. Despite support for Indigenous well‐being, the referendum did not secure the necessary approval, prompting extensive analysis of its outcome.
Scott Baum, William Mitchell
wiley +1 more source
Minimizing Banking Risk in a Lévy Process Setting
Journal of Applied Mathematics, 2007 The primary functions of a bank are to obtain funds through deposits from external sources and to use the said funds to issue loans. Moreover, risk management practices related to the withdrawal of these bank deposits have always been of considerable ...
F. Gideon +2 more
doaj +1 more source
Fractional diffusion models of option prices in markets with jumps. [PDF]
Most of the recent literature dealing with the modeling of financial assets assumes that the underlying dynamics of equity prices follow a jump process or a Lévy process. This is done to incorporate rare or extreme events not captured by Gaussian models.
Cartea, Álvaro +1 more
core +3 more sources
Two coupled Lévy queues with independent input
Stochastic Systems, 2014 We consider a pair of coupled queues driven by independent spectrally-positive Lévy processes. With respect to the bi-variate workload process this framework includes both the coupled processor model and the two-server fluid network with independent ...
Jevgenijs Ivanovs, Onno Boxma
doaj +1 more source
Equivalent Martingale Measures and Lévy Processes [PDF]
In this paper we compute equivalent martingale measures when the asset price return is modeled by a Lévy process.
José Fajardo
core
L_1-distance for additive processes with time-homogeneous L\'evy measures [PDF]
, 2014 We give an explicit bound for the $L_1$-distance between two additive processes of local characteristics $(f_j(\cdot),\sigma^2(\cdot),\nu_j)$, $j = 1,2$. The cases $\sigma =0$ and $\sigma > 0$ are both treated.
Etore, Pierre, Mariucci, Ester
core +3 more sources
Expansion of Lévy Process Functionals and Its Application in Statistical Estimation [PDF]
In this paper, expansions of functionals of Lévy processes are established under some Hilbert spaces and their orthogonal bases. From practical standpoint, both time-homogeneous and time-inhomogeneous functionals of Lévy processes are considered. Several
Chaohua Dong, Jiti Gao
core
AASLD practice guidance on drug, herbal, and dietary supplement–induced liver injury
, 2022 Hepatology, EarlyView.
Robert J. Fontana +6 more
wiley +1 more source
Monte-Carlo simulation results in estimating a pure-jump Cox-Ingersoll-Ross process [PDF]
ESAIM: Proceedings and SurveysWe consider a pure-jump stable Cox-Ingersoll-Ross (α-stable CIR) process driven by a non-symmetric stable Lévy process with jump activity α ∈ (1,2), for which estimators of the drift, scaling and jump activity parameters from high-frequency observations ...
Bayraktar Elise
doaj +1 more source
Structural credit risk model driven by Lévy process under knight uncertainty. [PDF]
Ann Oper Res, 2023 Tang Z, Zhong B, Zhou L, Shen C.
europepmc +1 more source