Results 61 to 70 of about 2,810 (199)
Random Carbon Tax Policy and Investment Into Emission Abatement Technologies
Mathematical Finance, EarlyView.ABSTRACT We analyze the problem of a profit‐maximizing electricity producer, subject to carbon taxes, who decides on investments into CO2$\rm CO_2$ abatement technologies. We assume that the carbon tax policy is random and that the investment in the abatement technology is divisible, irreversible, and subject to transaction costs.
Katia Colaneri +2 more
wiley +1 more source
Relative Arbitrage Opportunities With Interactions Among N Investors
Mathematical Finance, EarlyView.ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley +1 more source
A Model of Strategic Sustainable Investment
Mathematical Finance, EarlyView.ABSTRACT We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero‐sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous‐time on an infinite‐time horizon.
Tiziano De Angelis +2 more
wiley +1 more source
Mathematical modeling and analysis of PDE-models for semiconductor devices
, 2017 Zusammenfassungen in Deutsch und ...
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Market Making With Fads, Informed, and Uninformed Traders
Mathematical Finance, EarlyView.ABSTRACT We characterize the solution to a continuous‐time optimal liquidity provision problem in a market populated by informed and uninformed traders. In our model, the asset price exhibits fads —these are short‐term deviations from the fundamental value of the asset.
Emilio Barucci +2 more
wiley +1 more source
Alexandria Engineering JournalUnfortunately, the scientific research concerned with the micro-scale mathematical models in plasma has very few numbers compared with the other mathematical models. However, the microscopic fields are related to all modern technology like nano and micro technology, quantum computers, and many other essential applications.
Taha Zakaraia Abdel Wahid +2 more
openaire +2 more sources
Information‐Theoretic Approach to Financial Market Modeling
Mathematical Finance, EarlyView.ABSTRACT The paper treats the financial market as a communication system, using four information‐theoretic assumptions to derive an idealized model with only one parameter. State variables are scalar stationary diffusions. The model maximizes the surprisal of the market and minimizes the Kullback–Leibler divergence between the benchmark‐neutral pricing
Eckhard Platen
wiley +1 more source
The Journal of Physiology, EarlyView.Abstract figure legend Schematic overview of the experimental and computational framework for investigating hiPSC‐CM electrophysiology with MEA systems. The MEA‐based model integrates experimental data with phenotype‐specific ionic models and tissue‐level heterogeneity.
Sofia Botti +2 more
wiley +1 more source
The Journal of Physiology, EarlyView.Abstract figure legend Using a multiscale computational model of left ventricular electromechanics, we investigated how sarcomere dynamics influence the end‐systolic pressure‐volume (ESPV) relationship in ejecting beats compared to isovolumetric beats.
Francesco Regazzoni +2 more
wiley +1 more source
Utility of local capillary supply indices: Insights from computational image‐based modelling
The Journal of Physiology, EarlyView.Abstract figure legend Local capillary distribution and fibre geometry influence oxygen availability in skeletal muscle. Image‐based modelling of tissue PO2${{P}_{{{{\mathrm{O}}}_2}}}$ shows that area‐based measures of capillary supply – the local capillary density (LCDi) and local maximum diffusion distance (Dmax,i) – most accurately represent the ...
Abdullah A. Al‐Shammari +6 more
wiley +1 more source