Results 111 to 120 of about 6,121,976 (240)
Pricing European and Barrier Options in the Fractional Black-Scholes Market [PDF]
The aim of this paper is to obtain the valuation formulas for European and barrier options if the underlying of the option contract is supposed to be driven by a fractional Brownian motion with Hurst parameter greater than 0.5.
Ciprian Necula
core
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective To characterize the demographic, clinical, and laboratory features of the Chinese patients of genetic Creutzfeldt‐Jakob disease with T188K variant (T188K‐gCJD), the most common subtype of genetic prion diseases (gPrDs) in China. Methods In this nationwide retrospective study, data from 98 genetically confirmed T188K‐gCJD patients ...
Chun‐Jie Li +11 more
wiley +1 more source
An extension of the stochastic sewing lemma and applications to fractional stochastic calculus
Forum of Mathematics, SigmaWe give an extension of Lê’s stochastic sewing lemma. The stochastic sewing lemma proves convergence in $L_m$ of Riemann type sums $\sum _{[s,t] \in \pi } A_{s,t}$ for an adapted two-parameter stochastic process A, under certain conditions ...
Toyomu Matsuda, Nicolas Perkowski
doaj +1 more source
Approximate methods for solving local fractional integral equations
Journal of Hyperstructures, 2017 This paper presents new analytical approximate methods such as local fractional variational iteration method and local fractional decomposition method for a family of the linear and nonlinear integral equations of the second kind within local fractional derivative operators.
openaire +2 more sources
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Facioscapulohumeral muscular dystrophy (FSHD) is one of the most debilitating and common muscular dystrophies. Despite its severity, no approved therapy exists for FSHD patients. However, several therapeutic candidates are currently under development, and some have recently entered clinical trials, marking the need for reliable ...
Mustafa Bilal Bayazit +11 more
wiley +1 more source
An Extension of Left Radau Type Inequalities to Fractal Spaces and Applications
AxiomsIn this study, we introduce a novel local fractional integral identity related to the Gaussian two-point left Radau rule. Based on this identity, we establish some new fractal inequalities for functions whose first-order local fractional derivatives are ...
Bandar Bin-Mohsin +6 more
doaj +1 more source
Type I and Type II Fractional Brownian Motions: a Reconsideration [PDF]
The so-called type I and type II fractional Brownian motions are limit distributions associated with the fractional integration model in which pre-sample shocks are either included in the lag structure, or suppressed. There can be substantial differences
James Davidson, Nigar Hashimzade
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Natural Frequencies of Levodopa‐Induced Dyskinesia in Parkinson's Disease
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objectives Abnormal involuntary movements, known as dyskinesias, are common complications of levodopa treatment in patients with Parkinson's disease and can significantly impair quality of life. The underlying pathophysiology remains unclear, and current therapeutic options are limited.
Ioannis U. Isaias +3 more
wiley +1 more source
AxiomsThis article introduces certain algebraic properties of generalized (h˜1,h˜2)-pre-invex functions on Rℵ ...
Muhammad Muddassar +3 more
doaj +1 more source
A Framework for Derivative Pricing in the Fractional Black-Scholes Market [PDF]
The aim of this paper is to develop a framework for evaluating derivatives if the underlying of the derivative contract is supposed to be driven by a fractional Brownian motion with Hurst parameter greater than 0.5.
Ciprian Necula
core