Results 81 to 90 of about 80,904 (151)
In the realm of urban logistics, optimizing vehicle routes for varied cargo types—including refrigerated, fragile, and standard cargo—poses significant challenges amid complex urban infrastructures and heterogeneous vehicle capacities.
Lingling Tan, Kequan Zhu, Junkai Yi
doaj +1 more source
Finite difference methods for option pricing under Lévy processes: Wiener-Hopf factorization approach. [PDF]
Kudryavtsev O.
europepmc +1 more source
Stochastic Volatility for Levy Processes. [PDF]
Three processes reflecting persistence of volatility are initially formulated by evaluating three Lévy processes at a time change given by the integral of a mean-reverting square root process.
Carr, Peter +3 more
core
Phylogenetic analysis using Lévy processes: finding jumps in the evolution of continuous traits. [PDF]
Landis MJ, Schraiber JG, Liang M.
europepmc +1 more source
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
Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems [PDF]
We propose an infinitesimal dispersion index for Markov counting processes. We show that, under standard moment existence conditions, a process is infinitesimally (over-) equi-dispersed if, and only if, it is simple (compound), i.e. it increases in jumps
Carles Bretó, Edward L. Ionides
core
Lévy Diffusion Under Power-Law Stochastic Resetting. [PDF]
Liu J, Li Y, Marchesoni F.
europepmc +1 more source
Socioeconomic Gauging of Brown and Levy Power Motions. [PDF]
Eliazar I.
europepmc +1 more source
Impact of Neuron Models on Spiking Neural Network Performance: A Complexity-based Classification Approach. [PDF]
Rudnicka Z, Szczepanski J, Pregowska A.
europepmc +1 more source

