Notes for a Contingent Claims Theory of Limit Order Markets [PDF]
This paper provides a road map for building a contingent claims theory of limit order markets grounded in a simple observation: limit orders are equivalent to a portfolio of cash-or-nothing and asset-or-nothing digital options on market order flow ...
Bruce N. Lehmann
core
Study of Reduced Order Model for Parameterized Flow and Heat Transfer Problems
Yuanzineng kexue jishuThe high-fidelity numerical simulation is the basis for constructing digital twins of reactor cores and other engineering applications. However, the traditional numerical models, such as the finite element model and/or the finite volume model, usually ...
YANG Di1, DUAN Chengjie2, DING Peng2, SONG Juqing3, SONG Zifan2, ZHANG Chunyu1,
doaj +1 more source
A reduced order pseudochannel model accounting for flow maldistribution in automotive catalysis
Scientific ReportsExhaust aftertreatment systems (EATS) play a critical role in reducing emissions and ensuring compliance with stringent emission regulations. Catalytic converters, as part of EATS, involve complex physico-chemical processes.
Pratheeba Chanda Nagarajan +2 more
doaj +1 more source
A second-order accurate lattice Boltzmann non-Newtonian flow model [PDF]
, 2006 Boyd, J., Buick, James, Green, Simon
core +1 more source
Two dimensional anisotropic macroscopic second-order traffic flow model
Journal of Applied Mathematics and Computational Mechanics, 2020 Gabriel Obed Fosu, Francis Tabi Oduro
doaj +1 more source
Revisiting the relationship between the big five personality traits and flow using meta-analytic structural equation modeling: a methodological perspective on Buseyne et al. (2025). [PDF]
Front PsycholLiu J, Dang J, Liu X, Yang H.
europepmc +1 more source
Homogenised balance equations for nematic liquid crystal flow in elastic porous media. [PDF]
Z Angew Math PhysAlwady M, Mottram NJ, Penta R.
europepmc +1 more source
Generalized blood vessel models for magnetic nanoparticle-based oncology: geometric and microfluidic properties. [PDF]
Sci RepFleischhauer D, Schlicht S, Drummer D.
europepmc +1 more source
Effects of Orientational and Conformational Ordering on Isotactic Polypropylene Crystallization. [PDF]
MacromoleculesDuraes ADS, Zhang W.
europepmc +1 more source
Evaluation of high flow oxygen therapy in healthy neonatal bull calves. [PDF]
J Vet Intern MedHess EK +5 more
europepmc +1 more source