Results 41 to 50 of about 2,462,549 (280)
CONVERGENCE OF NUMERICAL METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS IN MATHEMATICAL FINANCE [PDF]
, 2012 Many stochastic differential equations that occur in financial modelling do not satisfy the standard assumptions made in convergence proofs of numerical schemes that are given in textbooks, i.e., their coefficients and the corresponding derivatives ...
P. Kloeden, A. Neuenkirch
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Advanced Engineering Materials, EarlyView.This study explores the mechanical performance of three auxetic structures, identifying a re‐entrant‐star hybrid as the most effective for impact absorption. Finite element simulations and experiments demonstrate significant gains in energy absorption and flexural strength after geometric optimization. This study investigates the mechanical performance
Malik Hassan +4 more
wiley +1 more source
Advanced Engineering Materials, EarlyView.This article presents a solver‐agnostic domain‐specific language (DSL) for computational structural mechanics that strengthens interoperability in virtual product development. Using a hierarchical data model, the DSL enables seamless exchange between diverse simulation tools and numerical methods.
Martin Rädel +3 more
wiley +1 more source
Journal of Inequalities and Applications, 2020 In this paper, we consider the global existence of strong solutions to the three-dimensional Boussinesq equations on the smooth bounded domain Ω. Based on the blow-up criterion and uniform estimates, we prove that the strong solution exists globally in ...
Zhaoyang Shang, Fuquan Tang
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The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance
, 2014 Stochastic volatility models are used in mathematical finance to describe the dynamics of asset prices. In these models, the asset price is modeled as a stochastic process depending on time implicitly defined by a stochastic differential Equation.
L. Fatone +3 more
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Experimental Analysis and Physics‐Based Analytical Model on Twisted and Coiled Artificial Muscles
Advanced Engineering Materials, EarlyView.Twisted and coiled artificial muscles made from silver‐coated nylon fibers are investigated through experiments and analytical modeling. The actuators achieve contractions up to 19.3% and specific work of 8 kJ kg−1, though efficiency remains limited (≈0.15%) by thermal losses.
Salvatore Garofalo +3 more
wiley +1 more source
The Role of Hellinger Processes in Mathematical Finance
Entropy, 2001 This paper illustrates the natural role that Hellinger processes can play in solving problems from ¯nance. We propose an extension of the concept of Hellinger process applicable to entropy distance and f-divergence distances, where f is a convex ...
T. R. Hurd, T. Choulli
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Finance and the Reallocation of Scientific, Engineering and Mathematical Talent
Social Science Research Network, 2017 The US financial sector has become a magnet for the brightest graduates in the science, technology, engineering and mathematical fields (STEM). We provide quantitative bases for this well-known fact and illustrate its consequences for the productivity ...
Giovanni Marin, F. Vona
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Advanced Engineering Materials, EarlyView.A wood‐based magnetic and conductive material called Magwood (MW), capable of blocking almost 99.99% of electromagnetic waves (in the X‐band frequency range), is synthesized using a simple, solvent‐free process. MW is lightweight, resists water, and is flame‐retardant, making it a promising alternative for shielding electronics. The rapid proliferation
Akash Madhav Gondaliya +3 more
wiley +1 more source
A simple non-parametric goodness-of-fit test for elliptical copulas
Dependence Modeling, 2017 In this paper, we propose a simple non-parametric goodness-of-fit test for elliptical copulas of any dimension. It is based on the equality of Kendall’s tau and Blomqvist’s beta for all bivariate margins.
Jaser Miriam, Haug Stephan, Min Aleksey
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