Results 81 to 90 of about 2,937 (188)
A Finite-Difference Summation-by-Parts Conditionally Stable Partitioned Algorithm for Conjugate Heat Transfer Problems. [PDF]
Nataj S +3 more
europepmc +1 more source
On Short‐Term Behavior of Implied Volatility for Index Options
ABSTRACT This paper investigates short‐term behavior of implied volatility of derivatives written on a market index when the index is constructed using a ranking procedure. Even when stock prices follow geometric Brownian motion dynamics, the ranking mechanism can lead to the observed term structure of at‐the‐money (ATM) implied volatility skew for ...
Huy N. Chau, Duy Nguyen, Thai Nguyen
wiley +1 more source
Pattern Formation in a Spatial Public Goods Dilemma due to Diffusive or Directed Motion. [PDF]
Zhao Y, Zhu K, Zhang Y, Cooney DB.
europepmc +1 more source
Convergence of Heavy‐Tailed Hawkes Processes and the Microstructure of Rough Volatility
ABSTRACT We establish the weak convergence of the intensity of a nearly‐unstable Hawkes process with heavy‐tailed kernel. Our result is used to derive a scaling limit for a financial market model where orders to buy or sell an asset arrive according to a Hawkes process with power‐law kernel.
Ulrich Horst, Wei Xu, Rouyi Zhang
wiley +1 more source
An optimal Petrov-Galerkin framework for operator networks. [PDF]
Charles P +9 more
europepmc +1 more source
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 +19 more
wiley +1 more source
Quantum algorithms for viscosity solutions to nonlinear Hamilton-Jacobi equations based on an entropy penalization method. [PDF]
Jin S, Liu N.
europepmc +1 more source
Abstract figure legend Ephaptic phenomena in a high‐resolution model of the cardiac intercalated disc. Meshed representation of a tortuous intercalated disc that was generated based on electron and super‐resolution microscopy data. Na+ channels (red) and gap junctions (green) are heterogeneously distributed, with additional regions of reduced ion ...
Ena Ivanovic +4 more
wiley +1 more source
Numerical bifurcation analysis of turing and symmetry broken patterns of a PDE model for vegetation dynamics. [PDF]
Spiliotis K +3 more
europepmc +1 more source
ABSTRACT Somatostatin receptors (SSTR) mediate the antiproliferative, antisecretory, and proapoptotic effects of somatostatin and its synthetic analogs. Their surface expression on neuroendocrine tumor (NET) cells is required for somatostatin analog therapy and radiopharmaceutical therapy (RPT).
Neeraj Kumari +10 more
wiley +1 more source

