Results 41 to 50 of about 2,755,023 (338)

A stakeholder perspective on social stability risk of public–private partnerships project for water environmental governance in China: A social network analysis

Frontiers in Ecology and Evolution, 2023
The pluralism of stakeholders in PPP project for water environmental governance and the complex interrelationship among stakeholders are the important factors affecting social stability risk.
Wenke Wang, Wenke Wang, Xinlin Guo, Qilin Cao, Qilin Cao, Aomei Tang   +5 more
doaj   +1 more source

Degenerate-elliptic operators in mathematical finance and higher-order regularity for solutions to variational equations [PDF]

Advances in Differential Equations, 2012
We establish higher-order weighted Sobolev and Holder regularity for solutions to variational equations defined by the elliptic Heston operator, a linear second-order degenerate-elliptic operator arising in mathematical finance.
P. Feehan, C. Pop
semanticscholar   +1 more source

Informational Updates and the Derivative Pricing Kernel

AppliedMath
It is common in financial markets for market makers to offer prices on derivative instruments even though they are uncertain about the underlying asset’s value. This paper studies the mathematical problem that arises as a result.
Ayan Bhattacharya
doaj   +1 more source

Inflation Protected Investment Strategies

Risks, 2016
In this paper, a dynamic inflation-protected investment strategy is presented, which is based on traditional asset classes and Markov-switching models.
Mirco Mahlstedt, Rudi Zagst
doaj   +1 more source

Nonlinear Parabolic Equations arising in Mathematical Finance

, 2017
This survey paper is focused on qualitative and numerical analyses of fully nonlinear partial differential equations of parabolic type arising in financial mathematics.
A. Tourin, B. Bank, B. Düring, C.G. Averbuj, D. Ševčovič, D. Ševčovič, D.P. Bertsekas, G. Barles, J. Ankudinova, J.H. Witte, K. Muthuraman, L.A. Bordag, M. Avellaneda, M. Hamala, M. Jandačka, M. Koleva, M. Kratka, M. Musiela, M.C. Crandall, M.C. Mariani, M.N. Koleva, N. Ishimura, N. Ishimura, P. Amster, P. Schönbucher, Q.S. Song, R. Abe, R. Company, R. Frey, S. Kilianová, S. Kilianová, S. Nayak, S. Zhou, T. Hoggard, T. Zariphopoulou, W. Liao, W.H. Fleming, Y. Huang, Y.K. Kwok, Z. Macová   +39 more
core   +1 more source

Re-examining the moderating role of ICT in the nexus between financial development and banking efficiency: evidence from Africa

Cogent Economics & Finance
Studies on the tripartite nexuses among information and communication technology (ICT), financial development (FD), and banking sector efficiency have largely produced mixed findings. More importantly, how countries’ levels of ICT advancement moderate FD-
Emmanuel Issifu Fuseini, Muazu Ibrahim, Ibrahim Osman Adam, Xuan Vinh Vo   +3 more
doaj   +1 more source

Reliable intermittent extended dissipative control for uncertain fuzzy flexible spacecraft systems with Bernoulli stochastic distribution

IET Control Theory & Applications, 2021
This paper addresses the problem of uncertain fuzzy intermittent extended dissipative control to stabilize the flexible spacecraft (FS). However, to the systems with actuator random failures, input saturation and Bernoulli stochastic distribution by ...
Kui Ding, Quanxin Zhu
doaj   +1 more source

Stochastic representation of solutions to degenerate elliptic and parabolic boundary value and obstacle problems with Dirichlet boundary conditions

, 2013
We prove existence and uniqueness of stochastic representations for solutions to elliptic and parabolic boundary value and obstacle problems associated with a degenerate Markov diffusion process.
Feehan, Paul M. N., Pop, Camelia
core   +1 more source

Improving the adversarial transferability with relational graphs ensemble adversarial attack

Frontiers in Neuroscience, 2023
In transferable black-box attacks, adversarial samples remain adversarial across multiple models and are more likely to attack unknown models. From this view, acquiring and exploiting multiple models is the key to improving transferability.
Jiatian Pi, Chaoyang Luo, Fen Xia, Ning Jiang, Haiying Wu, Zhiyou Wu   +5 more
doaj   +1 more source

Polynomial Diffusions and Applications in Finance

, 2016
This paper provides the mathematical foundation for polynomial diffusions. They play an important role in a growing range of applications in finance, including financial market models for interest rates, credit risk, stochastic volatility, commodities ...
Filipovic, Damir, Larsson, Martin
core   +1 more source