Results 71 to 80 of about 218,719 (310)
The functional inequality for the mixed quermassintegral
Journal of Inequalities and Applications, 2020 In this paper, the functional Quermassintegrals of a log-concave function in R n $\mathbb{R}^{n}$ are discussed. The functional inequality for the ith mixed Quermassintegral is established.
Fangwei Chen +3 more
doaj +1 more source
Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models [PDF]
arXiv, 2010 In mathematical finance a popular approach for pricing options under some Levy model is to consider underlying that follows a Poisson jump diffusion process. As it is well known this results in a partial integro-differential equation (PIDE) that usually does not allow an analytical solution while numerical solution brings some problems.
arxiv
The Golden Age of the Mathematical Finance [PDF]
arXiv, 2021 This paper is devoted to show that the last quarter of the past century can be considered as the golden age of the Mathematical Finance. In this period the collaboration of great economists and the best generation of probabilists, most of them from the Strasbourg's School led by Paul Andr\'e Meyer, gave rise to the foundations of this discipline.
arxiv
Internal Temperature Evolution Metrology and Analytics in Li‐Ion Cells
Advanced Functional Materials, EarlyView.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
Nonlinear PDEs risen when solving some optimization problems in finance, and their solutions [PDF]
arXiv, 2015 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
Advanced Functional Materials, EarlyView.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
Aquaculture, Fish and Fisheries, Volume 2, Issue 6, Page 507-521, December 2022., 2022 Graphical Abstract This study deals with a timely topic, COVID‐19, whose impacts on aquaculture have never been quantified in Benin. Direct discussions were held with aquaculture producers to understand how they are feeling the impact of the pandemic on their business.
Toundji Olivier Amoussou +7 more
wiley +1 more source
Boundary Value Problems, 2021 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
Existence of Lévy term structure models [PDF]
Finance and Stochastics 12(1):83-115, 2008, 2019 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]
, 2015 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