Results 171 to 180 of about 11,641,731 (252)

Measure‐valued processes for energy markets

open access: yesMathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero   +3 more
wiley   +1 more source

An open-access WebApp for inverse Laplace transform analysis of time-domain nuclear magnetic resonance signals. [PDF]

open access: yesMagn Reson (Gott)
Moraes TB   +5 more
europepmc   +1 more source

On the Exact Limiting Distribution of a Volatility Target Index

open access: yesMathematical Finance, EarlyView.
ABSTRACT Assuming a lognormal distribution for the underlying risky asset, we study the limiting distribution of a volatility target index as the rebalancing time step approaches zero. Two limit theorems (a strong law of large numbers and a central limit theorem) are established, and as an application, the exact limiting distribution is derived.
Xuan Liu, Michel Gauthier
wiley   +1 more source

Exploring Spatial Patterns in Inefficiency Using a Stationary Gaussian Random Field

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT This article presents a semiparametric stochastic frontier model that accounts for unobserved spatial heterogeneity in inefficiency by incorporating a stationary Gaussian random field based on geographic coordinates into the inefficiency scaling function. This approach captures spatial patterns in inefficiency at a fine scale.
Ioannis Skevas
wiley   +1 more source

High‐throughput, high‐fidelity reconstruction of whole mouse‐heart cytoarchitecture at cellular scale

open access: yesThe Journal of Physiology, EarlyView.
Abstract figure legend Experimental workflow of the dual‐camera light‐sheet microscope (dual‐mesoSPIM) pipeline. Intact adult mouse hearts undergo CUBIC‐based delipidation and refractive‐index matching, rendering the whole organ optically transparent (left).
Francesco Giardini   +12 more
wiley   +1 more source

Comparative multimodal calibration of patient‐specific atrial fibrillation models: Impact of imaging and electrophysiology data on arrhythmogenic substrate identification

open access: yesThe Journal of Physiology, EarlyView.
Abstract figure legend Comparative multimodal calibration of patient‐specific left atrial (LA) models to identify arrhythmogenic substrates in atrial fibrillation (AF). A, LA models shown in posterior and anterior views, calibrated separately using: late gadolinium enhancement magnetic resonance imaging (LGE‐MRI) image intensity ratio (IIR; blue–red ...
Mahmoud Ehnesh   +14 more
wiley   +1 more source

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