Results 61 to 64 of about 1,370,356 (64)

Distribution Approach to Local Volatility for European Options in the Merton Model with Stochastic Interest Rates

Entropy
The Dupire formula is a very useful tool for pricing financial derivatives. This paper is dedicated to deriving the aforementioned formula for the European call option in the space of distributions by applying a mathematically rigorous approach developed
Piotr Nowak, Dariusz Gatarek
doaj   +1 more source

Partitioning of dense RBC suspensions in single microfluidic bifurcations: role of cell deformability and bifurcation angle

Scientific Reports
Red blood cells (RBCs) are a key determinant of human physiology and their behaviour becomes extremely heterogeneous as they navigate in narrow, bifurcating vessels in the microvasculature, affecting local haemodynamics.
Antonios Stathoulopoulos, Andreas Passos, Efstathios Kaliviotis, Stavroula Balabani   +3 more
doaj   +1 more source

Probing scrambling and operator size distributions using random mixed states and local measurements

Physical Review Research
The dynamical spreading of quantum information through a many-body system, typically called scrambling, is a complex process that has proven to be essential to describe many properties of out-of-equilibrium quantum systems.
Philip Daniel Blocher, Karthik Chinni, Sivaprasad Omanakuttan, Pablo M. Poggi   +3 more
doaj   +1 more source

Some Concepts of Negative Dependence for Bivariate Distributions with Applications

Journal of Mathematical Extension, 2009
In this paper, some concepts of negative dependence for bivariate distributions, especially hazard and local negative dependence (HND, LND) are studied.
N. Asadian, M. Amini, A. Bozorgnia
doaj