Results 71 to 80 of about 168,604 (284)
Quadratic Hedging of American Options Under GARCH Models
Journal of Futures Markets, EarlyView.ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley +1 more source
The Language Faculty that Wasn't: A Usage-Based Account of Natural Language Recursion
Frontiers in Psychology, 2015 In the generative tradition, the language faculty has been shrinking—perhaps to include only the mechanism of recursion. This paper argues that even this view of the language faculty is too expansive.
Morten H Christiansen +3 more
doaj +1 more source
Mathematical Methods in the Applied Sciences, EarlyView.A highly accurate numerical method is given for the solution of boundary value problem of generalized Bagley‐Torvik (BgT) equation with Caputo derivative of order 0<β<2$$ 0<\beta <2 $$ by using the collocation‐shooting method (C‐SM). The collocation solution is constructed in the space Sm+1(1)$$ {S}_{m+1}^{(1)} $$ as piecewise polynomials of degree at ...
Suzan Cival Buranay +2 more
wiley +1 more source
Российский технологический журналObjectives. The main aim of digital image processing is to increase clarity while maintaining image quality and eliminate noise. However, the amount of information contained in digital image files is growing year after year.
A. V. Kamenskiy +2 more
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Computing Bonds Between Formal Contexts
Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT The notion of bond was introduced as a technique to aggregate information from multiple datasets without modifying the information already present in each of the datasets. This notion has been extended to several fuzzy frameworks, including the residuated lattice setting, which we also consider in this paper.
Roberto G. Aragón +2 more
wiley +1 more source
Supersymmetric Reciprocal Transformation and Its Applications
, 2010 The supersymmetric analog of the reciprocal transformation is introduced. This is used to establish a transformation between one of the supersymmetric Harry Dym equations and the supersymmetric modified Korteweg-de Vries equation.
Calogero F. +6 more
core +1 more source
An Exact Method for Reliable Shortest Path Problems With Correlation
Networks, EarlyView.ABSTRACT Shortest path problems often arise in contexts where travel times are uncertain. In these settings, reliable paths are often valued more than paths with lower expected travel times. This has led to several variants of reliable shortest path problems (RSPP) that handle travel time reliability differently. We propose an algorithmic framework for
Esteban Leiva +3 more
wiley +1 more source
Recursion as a Human Universal and as a Primitive
Biolinguistics, 2010 This contribution asks, in an empirical rather than formal perspective, whether a range of descriptive phenomena in grammar usually characterized in terms of ‘recursion’ actually exhibit recursion. It is concluded that empirical evidence does not support
Boban Arsenijevic, Wolfram Hinzen
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, 2019 We propose a general theory to construct functorial assignments $\Sigma \longmapsto \Omega_{\Sigma} \in E(\Sigma)$ for a large class of functors $E$ from a certain category of bordered surfaces to a suitable target category of topological vector spaces ...
Andersen, Jørgen Ellegaard +2 more
core
International Journal of Robust and Nonlinear Control, EarlyView.ABSTRACT This work proposes a new framework for stabilizing uncertain linear systems and for determining robust periodic invariant sets and their associated control laws for constrained uncertain linear systems. Necessary and sufficient conditions for stabilizability by periodic controllers are stated and proven using finite step Lyapunov functions for
Yehia Abdelsalam +2 more
wiley +1 more source