Results 91 to 100 of about 483,190 (338)
Internal Temperature Evolution Metrology and Analytics in Li‐Ion Cells
This study investigates the non‐linear evolution of internal temperatures across diverse operating conditions, highlighting the disparities between internal and external measurements and the resulting thermal asymmetries. The coupled thermo‐electrochemical modeling framework provides a comprehensive analysis of various heat generation modes, examining ...
Anuththara S. J. Alujjage+5 more
wiley +1 more source
A priori bounds were derived for the flow in a bounded domain for the viscous-porous interfacing fluids. We assumed that the viscous fluid was slow in Ω 1 $\Omega _{1}$ , which was governed by the Boussinesq equations.
Yuanfei Li, Shuanghu Zhang, Changhao Lin
doaj +1 more source
Stability of central finite difference schemes for the Heston PDE
This paper deals with stability in the numerical solution of the prominent Heston partial differential equation from mathematical finance. We study the well-known central second-order finite difference discretization, which leads to large semi-discrete ...
A Böttcher+14 more
core +1 more source
Mathematical Models in Finance
In this paper we illustrate the interplay between Mathematics and Finance, pointing out the relevance of stochastic calculus and mathematical modelling in some important aspects of modern finance. We present two types of mathematical models: the binomial asset pricing model and continuous-time models. We point out some sensitive points of research.
openaire +4 more sources
Nonlinear PDEs risen when solving some optimization problems in finance, and their solutions [PDF]
We consider a specific type of nonlinear partial differential equations (PDE) that appear in mathematical finance as the result of solving some optimization problems. We review some existing in the literature examples of such problems, and discuss the properties of these PDEs.
arxiv
Ultrahigh Piezoelectricity in Truss‐Based Ferroelectric Ceramics Metamaterials
By leveraging the unique combination of polarization direction and loading state, ultrahigh piezoelectricity is achieved through careful tuning of the relative density and scaling ratio in truss‐based ferroelectric metamaterials. This approach enables the simultaneous realization of extremely high piezoelectric constants and ultralow dielectric ...
Jiahao Shi+6 more
wiley +1 more source
Existence of Lévy term structure models [PDF]
L\'evy driven term structure models have become an important subject in the mathematical finance literature. This paper provides a comprehensive analysis of the L\'evy driven Heath-Jarrow-Morton type term structure equation. This includes a full proof of existence and uniqueness in particular, which seems to have been lacking in the finance literature ...
arxiv
Effect of Volatility Clustering on Indifference Pricing of Options by Convex Risk Measures [PDF]
In this article, we look at the effect of volatility clustering on the risk indifference price of options described by Sircar and Sturm in their paper (Sircar, R., & Sturm, S. (2012). From smile asymptotics to market risk measures. Mathematical Finance. Advance online publication. doi:10.1111/mafi.12015).
arxiv +1 more source
The negative differential resistance is exploited, using a La0.67Sr0.33MnO3 thin film network to demonstrate various neuronal functionalities of the human brain, such as leaky‐integrate‐fire and oscillatory patterns. Transmission electron microscope studies show local modification in oxygen octahedra in the network leads to co‐existing phases ...
Azminul Jaman+6 more
wiley +1 more source
Physics and Derivatives -- Interview Questions and Answers [PDF]
Answers to interview questions sent to a selected group of former physicists working in finance. The interview will be published as part of a Special Issue on Physics and Derivatives by The Journal of Derivatives in the second half of 2020.
arxiv