Probability Distribution and Option Pricing for Drawdown in a Stochastic Volatility Environment ( Revised in May 2009; Electronic version of an article will be published in "International Journal of Theoretical and Applied Finance". [copyright world Scientific Publishing Company][http://www.worldscinet.com/ijtaf/] ) [PDF]
This paper studies the probability distribution and option pricing for drawdown in a stochastic volatility environment. Their analytical approximation formulas are derived by the application of a singular perturbation method (Fouque et al. [7]).
Kyo Yamamoto +2 more
core
Singular value decomposition-based multiuser multiple-input multiple-output vector perturbation-aided downlink transmitter and lattice-reduction-assisted uplink receiver pair [PDF]
, 2012 : A full-duplex uplink/downlink (UL/DL) system having a UL transmitter/receiver (transceiver) pair and a DL transceiver is considered. Both the UL and DL are improved.
Li, J.-D., Liu, Wei, Li, C, Hanzo, Lajos
core
On the Validity of the Stochastic Quasi-Steady-State Approximation in Open Enzyme Catalyzed Reactions: Timescale Separation or Singular Perturbation? [PDF]
Bull Math Biol, 2021 Eilertsen J, Schnell S.
europepmc +1 more source
Resonance for Singular Perturbation Problems [PDF]
SIAM Journal on Applied Mathematics, 1981 Consider the resonance for a second-order equation ey"-xpy’+ qy = 0. Another proof is given for the necessity of the Matkowsky condition and the connection with a regular eigenvalue problem is established. Also, if p, q are analytic, necessary and sufficient conditions are derived.
openaire +3 more sources
Advanced Functional Materials, EarlyView.Shellac, a centuries‐old natural resin, is reimagined as a green material for flexible electronics. When combined with silver nanowires, shellac films deliver transparency, conductivity, and stability against humidity. These results position shellac as a sustainable alternative to synthetic polymers for transparent conductors in next‐generation ...
Rahaf Nafez Hussein +4 more
wiley +1 more source
"Probability Distribution and Option Pricing for Drawdown in a Stochastic Volatility Environment" [PDF]
This paper studies the probability distribution and option pricing for drawdown in a stochastic volatility environment. Their analytical approximation formulas are derived by the application of a singular perturbation method (Fouque et al. [7]).
Kyo Yamamoto +2 more
core
Spectral methods for singular perturbation problems [PDF]
, 1988 summary:We study spectral discretizations for singular perturbation problems. A special technique of stabilization for the spectral method is proposed. Boundary layer problems are accurately solved by a domain decomposition method. An effective iterative
D. GOTTLIEB +4 more
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Geometric singular perturbation theory analysis of an epidemic model with spontaneous human behavioral change. [PDF]
J Math Biol, 2021 Schecter S.
europepmc +1 more source
Advanced Functional Materials, EarlyView.P4bm framework in NaNbO3‐Ba(Ti, Hf)O3 ferrodistortive relaxor entails short‐range and highly‐polar ferrodistortive orders. The abundant highly‐polar orders facilitate to increase entropy change, and robust octahedral oxygen tilt enables to impede thermal perturbations.
Feng Li +11 more
wiley +1 more source
Advanced Functional Materials, EarlyView.Wafer‐scale two‐dimensioanl In2Se3 oxidized into InOx on sodium‐embedded beta‐alumina enables multifunctional reconfigurable electronics. Sodium ions accumulate within distinct spatial distribution under drain‐controlle and gate‐controlled operation. Drain‐control operation gives controllability of ultraviolet‐driven optoelectronic synaptic conductance
Jinhong Min +13 more
wiley +1 more source