Results 121 to 130 of about 86,877,915 (235)

The Evolution of Interest‐Rate Models: From the Yield Curve to the Swaption Cube

Journal of Economic Surveys, EarlyView.
ABSTRACT Interest‐rate modelling is often taught as a catalogue of competing stochastic equations, obscuring why models were created and why modern sell‐side desks use several simultaneously. This survey reorganises the field around five layers of a pricing architecture: curve construction; arbitrage‐free dynamics; volatility‐smile representation ...
Xuan Feng, Salman Huseynov, Diomides Mavroyiannis   +2 more
wiley   +1 more source

Nonmetric geometric flows and quasicrystalline topological phases for dark energy and dark matter in $$f(Q)$$ f ( Q ) cosmology

European Physical Journal C: Particles and Fields
We elaborate on nonmetric geometric flow theory and metric-affine gravity with applications in modern cosmology. Two main motivations for our research follow from the facts that (1) cosmological models for f(Q) modified gravity theories, MGTs, are ...
Laurenţiu Bubuianu, Erik Nurlan, Julia O. Seti, Sergiu I. Vacaru, Elşen Veli Veliev   +4 more
doaj   +1 more source

NAVIER–STOKES EQUATIONS ON THE β-PLANE [PDF]

, 2012
Mathematical analysis has been undertaken for the vorticity formulation of the two dimensional Navier–Stokes equation on the β-plane with periodic boundary conditions. This equation describes the flow of fluid near the equator of the Earth. The long time
Al-Jaboori, Mustafa Ali Hussain, AL-JABOORI, MUSTAFA,ALI,HUSSAIN   +1 more
core  

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Analysis of a reaction-diffusion system of ƛ -w type [PDF]

, 2003
The author studies two coupled reaction-diffusion equations of 'ƛ - w' type, on an open, bounded, convex domain Ω C R(^d) (d ≤ 3), with a boundary of class C(^2), and homogeneous Neumann boundary conditions.
Garvie, Marcus Roland
core  

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

Mathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source

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, Adrien Mathieu, Leandro Sánchez‐Betancourt   +2 more
wiley   +1 more source

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

Incretin‐Based Medications in Women and Reproduction: A Systematic Scoping Review and Consensus Guidelines for Clinical Practice

Obesity Reviews, EarlyView.
ABSTRACT Introduction Pregnancy concurrent with incretin‐based medications is contraindicated due to unknown risk of teratogenicity, as is breastfeeding. The aim of this systematic scoping review was to investigate potential risks and benefits of incretin‐based medications in relation to preconception, pregnancy, and postnatal health, and to propose ...
Kate Maslin, Jill Shawe, Sinead Blowers, Michael Ceulemans, Kathryn Hart, Sam Schoenmakers, Amihai Rottenstreich, Heather Hopper, Mojca Jensterle, Angela C. Flynn, Sarah Siegelaar, Annick Bogaerts, Isy Douek, Nicola Heslehurst, Dries Ceulemans, Tricia Tan, Johnathan Pinkney, Martin Whyte, Shahrad Taheri, Roland Devlieger   +19 more
wiley   +1 more source

In silico modelling of multi‐electrode arrays for enhancing cardiac drug testing on hiPSC‐CM heterogeneous tissues

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, Rolf Krause, Luca F. Pavarino   +2 more
wiley   +1 more source