Results 51 to 60 of about 483,190 (338)
A $C^{0,1}$-functional Itô's formula and its applications in mathematical finance [PDF]
arXiv, 2021 Using Dupire's notion of vertical derivative, we provide a functional (path-dependent) extension of the It\^o's formula of Gozzi and Russo (2006) that applies to C^{0,1}-functions of continuous weak Dirichlet processes. It is motivated and illustrated by its applications to the hedging or superhedging problems of path-dependent options in mathematical ...
arxiv
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 +5 more
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 +39 more
core +1 more source
, 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
Quantum Computing for Financial Mathematics [PDF]
arXiv, 2023 Quantum computing has recently appeared in the headlines of many scientific and popular publications. In the context of quantitative finance, we provide here an overview of its potential.
arxiv
Journal of Applied Clinical Medical Physics, EarlyView.Abstract Purpose To assess the predictive capability of CT radiomics features for early recurrence (ER) of pancreatic ductal adenocarcinoma (PDAC). Methods Postoperative PDAC patients were retrospectively selected, all of whom had undergone preoperative CT imaging and surgery. Both patients with resectable or borderline‐resectable pancreatic cancer met
Xinze Du +7 more
wiley +1 more source
Optimal stopping problems in mathematical finance [PDF]
, 2013 This thesis is concerned with the pricing of American-type contingent claims. First, the explicit solutions to the perpetual American compound option pricing problems in the Black-Merton-Scholes model for financial markets are presented. Compound options
Rodosthenous, Neofytos
core
Martingale Inequalities and Deterministic Counterparts [PDF]
, 2014 We study martingale inequalities from an analytic point of view and show that a general martingale inequality can be reduced to a pair of deterministic inequalities in a small number of variables.
Beiglböck, Mathias, Nutz, Marcel
core +2 more sources
A note on hospital financing: local financing vs. central financing [PDF]
arXiv, 2022 This note tries to study how hospital behaviors, with reference to interhospital collaboration or competition, could be affected by hospital financing systems. For that this note simulates two scenarios which start with the following baseline scenario: a State, with a set of hospitals, each with all types of wards at a basic level.
arxiv
Using deep learning generated CBCT contours for online dose assessment of prostate SABR treatments
Journal of Applied Clinical Medical Physics, EarlyView.Abstract Prostate Stereotactic Ablative Body Radiotherapy (SABR) is an ultra‐hypofractionated treatment where small setup errors can lead to higher doses to organs at risk (OARs). Although bowel and bladder preparation protocols reduce inter‐fraction variability, inconsistent patient adherence still results in OAR variability.
Conor Sinclair Smith +8 more
wiley +1 more source