Results 51 to 60 of about 4,514,037 (280)
Learning Parameter Dependence for Fourier-Based Option Pricing with Tensor Trains
MathematicsA long-standing issue in mathematical finance is the speed-up of option pricing, especially for multi-asset options. A recent study has proposed to use tensor train learning algorithms to speed up Fourier transform (FT)-based option pricing, utilizing ...
Rihito Sakurai +2 more
doaj +1 more source
Weak Multilevel Path Simulation for Jump-Diffusion Assets
پژوهشهای ریاضی, 2021 This paper, inspired by recent advances in the application of the multilevel Monte-Carlo (MLMC) approach to Lévy driven assets, is based on the valuation of financial derivatives.
Azadeh Ghasemifard +1 more
doaj
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Gliomas have undergone a profound redefinition over the past decade, transitioning from morphology‐based entities to biologically coherent diseases defined by molecular alterations. The 2021 WHO Classification of Tumors of the Central Nervous System and its 2022 update formalize this shift, establishing integrated diagnosis as the global ...
Maria Guarnaccia, Sebastiano Cavallaro
wiley +1 more source
Non-Uniqueness of Best-Of Option Prices Under Basket Calibration
RisksThis paper demonstrates that perfectly calibrating a multi-asset model to observed market prices of all basket call options is insufficient to uniquely determine the price of a best-of call option.
Mohammed Ahnouch +2 more
doaj +1 more source
Asset ownership and investment incentives revisited [PDF]
, 2000 Previous work on the property rights theory of the firm suggests that in the presence of outside options, asset ownership may demotivate managers. This paper shows that this conclusion relies on the assumption that a manager’s outside option only depends
De Meza, David, Lockwood, Ben
core
dynoGP: Deep Gaussian Processes for Dynamic System Identification
International Journal of Adaptive Control and Signal Processing, EarlyView.This work introduces a novel class of deep models for system identification, dynamical deep Gaussian processes, which combine the strengths of data‐driven methods, such as those based on neural network architectures, with the ability to output a probability distribution for uncertainty representation.
Alessio Benavoli +3 more
wiley +1 more source
Journal of the International Society of Sports Nutrition, 2017 Background The purpose was to survey dietary habits (DH) and nutrient timing (NT) practices of baseball student-athletes (mean ± SD; 20.7 ± 1.4 yr.) from three NCAA Division I institutions, and examine the effect of a sports dietitian (SD) in regard to ...
Michael V. Hull +5 more
doaj +1 more source
Towards Defect Phase Diagrams: From Research Data Management to Automated Workflows
Advanced Engineering Materials, EarlyView.A research data management infrastructure is presented for the systematic integration of heterogeneous experimental and simulation data required for defect phase diagrams. The approach combines openBIS with a companion application for large‐object storage, automated metadata extraction, provenance tracking and federated data access, thereby supporting ...
Khalil Rejiba +5 more
wiley +1 more source
AppliedMathThis paper investigates a financial market where asset prices follow a multi-dimensional Brownian motion process and a multi-dimensional Poisson process characterized by diverse credit and deposit rates where the credit rate is higher than the deposit ...
Alexander Melnikov +1 more
doaj +1 more source
Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options [PDF]
Journal of Applied Probability, 2011 Improved bounds on the copula of a bivariate random vector are computed when partial information is available, such as the values of the copula on a given subset of [0, 1]2, or the value of a functional of the copula, monotone with respect to the concordance order.
openaire +6 more sources