Results 31 to 40 of about 64,645 (264)
Mathematics, 2023 We introduce a novel option pricing model that features stochastic interest rates along with an underlying price process driven by stochastic string shocks combined with pure jump Lévy processes.
Alberto Bueno-Guerrero, Steven P. Clark
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Optically Active Birefringent Polymer–Lipid Hybrid Microparticles With Dual‐Stimuli Responsiveness
Advanced Optical Materials, EarlyView.The present study reports on geometrically tunable, magnetic and NIR‐stimuli‐responsive anisotropic microparticles that exhibit intrinsic birefringence due to their lamellar crystalline architecture, enabling label‐free detection under a polarized light.
Burcu Okmen Altas +2 more
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Continuous Time Autoregressive Moving Average Processes Driven by Semi-Levy Process
پژوهشهای ریاضی, 2020 Introduction A flexible and tractable class of linear models is Autoregressive moving average (ARMA) process that are in effect of discrete noises. The continuous time ARMA (CARMA) processes have wide applications in many data modeling where are more ...
Navideh Modarresi +2 more
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Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes
Modern Stochastics: Theory and Applications, 2014 The notion of the transportation distance on the set of the Lévy measures on $\mathbb{R}$ is introduced. A Lévy-type process with a given symbol (state dependent analogue of the characteristic triplet) is proved to be well defined as a strong solution to
T. Kosenkova, A. Kulik
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Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Growing demand for healthier beverages is driving innovation in the wine sector, with dealcoholized wine emerging as a promising alternative. However, little is known about the contextual conditions under which consumers would choose dealcoholized wine, particularly in countries with strong wine traditions. To fill this gap, this work examines
Giovanna Piracci +4 more
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Property Claim Services by Compound Poisson Process And Inhomogeneous Levy Process
Science Journal of University of Zakho, 2018 In this paper, stochastic compound Poisson process is employed to value the catastrophic insurance options and model the claim arrival process for catastrophic events, which were written in the loss period , during which the catastrophe took place. Here,
Muhammed A.S. Murad
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Voltage drop across Josephson junctions for Lévy noise detection
Physical Review Research, 2020 We propose to characterize Lévy-distributed stochastic fluctuations through the measurement of the average voltage drop across a current-biased Josephson junction.
Claudio Guarcello +4 more
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U.S. Agriculture, Biofuel Markets, and Trade: Challenges and Opportunities
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Using an enhanced Computable General Equilibrium (CGE) model (GTAP‐BIO), this study assesses how the expansion in demand for Electric Vehicles (EVs) and the reduction in exports of agricultural products induced by trade disputes negatively affect US agriculture.
Rayan Wolf, Farzad Taheripour
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Lévy processes and quasi-shuffle algebras [PDF]
Stochastics, 2014 We investigate the algebra of repeated integrals of semimartingales. We prove that a minimal family of semimartingales generates a quasi-shuffle algebra. In essence, to fulfill the minimality criterion, first, the family must be a minimal generator of the algebra of repeated integrals generated by its elements and by quadratic covariation processes ...
Curry, Charles +3 more
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Food Tastes in the United States: Convergence or Divergence?
Agribusiness, EarlyView.ABSTRACT This study investigates how food consumption tastes have changed in recent decades across the United States. Using NielsenIQ data for over 77 million transactions, there is evidence of divergence in food tastes across regions from 2007 to 2016 and across households of different income, education, and race/ethnicity groups.
Michael DeDad
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