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
Advanced Functional Materials, EarlyView.Develop a LiCl–PEI–PAM hydrogel with 3000% stretchability and excellent optical transparency. Through comparative studies of various salts, confirm that LiCl is the most suitable salt for high TENG output. Achieve excellent freeze‐resistant, dry‐resistant, and rapid self‐healing (10 s) properties even in extreme environments. Balance ionic conductivity,
Hai Anh Thi Le +6 more
wiley +1 more source
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
"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
Discrete Geometric Singular Perturbation Theory
, 2022 We propose a mathematical formalism for discrete multi-scale dynamical systems induced by maps which parallels the established geometric singular perturbation theory for continuous-time fast-slow systems.
Kuehn, Christian, Jelbart, Samuel
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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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Advanced Healthcare Materials, EarlyView.Radiation‐induced hypothyroidism follows head and neck radiotherapy due to oxidative stress and inflammation. Electrospun polycaprolactone scaffolds containing adenosine have potential to modulate thyroid repair. Scaffolds enhance thyrocyte proliferation, antioxidant enzymes glutathione peroxidase and catalase, reduce senescence and apoptosis markers ...
Maria Heim +5 more
wiley +1 more source
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