Results 311 to 320 of about 18,649,447 (327)

Asymptotic theory for estimating the parameters of a Lévy process

, 1982
M. Akritas
semanticscholar   +1 more source

Enhancing Whale Optimization Algorithm with Levy Flight for coverage optimization in wireless sensor networks

Computers and Electrical Engineering, 2021
exaly  

Levy Process and Option Pricing

SSRN Electronic Journal, 2016
openaire   +1 more source

A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS

, 2006
R. Maller, David H. Solomon, Alexander Szimayer   +2 more
semanticscholar   +1 more source

Particle filter and Levy flight-based decomposed multi-objective evolution hybridized particle swarm for flexible job shop greening scheduling with crane transportation

Applied Soft Computing Journal, 2020
Bing-hai Zhou
exaly  

Levy process for jump diffusion model

In this project, we study some properties of the Lévy process for a jump diffusion model and apply them to a problem in financial mathematics. We formulate the call option price in the situation where the underlying asset (share price) has higher than normal volatility and is considered on the basis of the Black-Scholes model.
openaire   +1 more source

State-space Levy method for vibration analysis of FG-CNT composite plates subjected to in-plane loads based on higher-order shear deformation theory

Composite Structures, 2015
Lw Zhang, Km Liew
exaly  

[Geometric Lévy Process & MEMM] Pricing Model and Related Estimation Problems

, 2001
Y. Miyahara
semanticscholar   +1 more source

A novel particle swarm optimization algorithm with Levy flight

Applied Soft Computing Journal, 2014
exaly  

A Levy flight-based grey wolf optimizer combined with back-propagation algorithm for neural network training

Neural Computing and Applications, 2017
Shima Amirsadri, Seyed Jalaleddin Mousavirad, Hossein Ebrahimpour-Komleh   +2 more
exaly