Results 11 to 20 of about 218,719 (310)
Advances in Mathematical Finance
, 2007 ANHA Series Preface Preface Career Highlights and List of Publications / Dilip B. Madan Part I. Variance-Gamma and Related Stochastic Processes The Early Years of the Variance-Gamma Process / Eugene Seneta Variance-Gamma and Monte Carlo / Michael C. Fu Some Remarkable Properties of Gamma Processes / Marc Yor A Note About Selberg's Integrals in Relation
Robert A. Jarrow +3 more
openaire +3 more sources
Mathematical Finance with Applications [PDF]
, 2020 Mathematical finance plays a vital role in many fields within finance and provides the theories and tools that have been widely used in all areas of finance. Knowledge of mathematics, probability, and statistics is essential to develop finance theories and test their validity through the analysis of empirical, real-world data. For example, mathematics,
Wong, Wing-Keung +2 more
openaire +3 more sources
Risks, 2022 Estimating outstanding claims reserves in the non-life insurance business is often impaired by outlier-contaminated datasets. Widely used methods to eliminate outliers in non-life development triangles are either limiting the number of outliers by robust
Jan Barlak +3 more
doaj +1 more source
Applied Sciences, 2023 Monitoring and assessing the severity of the pandemic situation is one of the key challenges that public officials faced during the COVID-19 pandemic.
Michel Kschonnek +3 more
doaj +1 more source
Automated Generation of Test Cases for Smart Contract Security Analyzers
IEEE Access, 2020 We address the absence of reliable tests on contract analyzers of smart contracts and present a systematic method to diversify test cases by combining smart-contract-specific bugs and static analysis barriers in this paper.
Ki Byung Kim, Jonghyup Lee
doaj +1 more source
Forecasting, 2021 This article considers the estimation of Approximate Dynamic Factor Models with homoscedastic, cross-sectionally correlated errors for incomplete panel data.
Monica Defend +5 more
doaj +1 more source
Quadrinomial trees with stochastic volatility to value real options [PDF]
Journal of Economics Finance and Administrative Science, 2021 Purpose – The purpose of this article is to propose a detailed methodology to estimate, model and incorporate the non-constant volatility onto a numerical tree scheme, to evaluate a real option, using a quadrinomial multiplicative recombination.
Freddy H. Marín-Sánchez +2 more
doaj +1 more source
Establishing cryptocurrency equilibria through game theory
AIMS Mathematics, 2019 We utilize optimization methods to determine equilibria of cryptocurrencies. A core group, the wealthy, fears the loss of assets that can be seized by a government. Volatility may be influenced by speculators. The wealthy must divide their assets between
Carey Caginalp, Gunduz Caginalp
doaj +1 more source
Modeling Islamic Economics and Finance Research: A Bibliometric Analysis
International Journal of Islamic Economics and Finance, 2021 This study aims to determine the development map of mathematic model in islamic economics and finance research that is indexed by Scopus and other reputable journal with the keyword "Mathematic model in islamic economics and finance".
Aam Rusydiana +2 more
doaj +1 more source
The American Mathematical Monthly, 1926 "References": p. 211-212. ; Mode of access: Internet.
A. W. Richeson, Lloyd Smail
openaire +2 more sources