Results 91 to 100 of about 1,204,996 (162)
A Framework for Derivative Pricing in the Fractional Black-Scholes Market [PDF]
The aim of this paper is to develop a framework for evaluating derivatives if the underlying of the derivative contract is supposed to be driven by a fractional Brownian motion with Hurst parameter greater than 0.5.
Ciprian Necula
core
Entropic Dynamics of Jump-Diffusion Option Pricing. [PDF]
Entropy (Basel)Abedi M.
europepmc +1 more source
Stochastic modeling of long-legged ant A. gracilipes locomotion in laboratory experiments. [PDF]
PLoS Comput BiolFeatherstone J +4 more
europepmc +1 more source
Quantification of molar sub-regions suggests increasing herbivory during primate origins. [PDF]
Nat CommunBradley-Cronkwright M +9 more
europepmc +1 more source
Occupation Times on the Legs of a Diffusion Spider. [PDF]
Entropy (Basel)Salminen P, Stenlund D.
europepmc +1 more source
Asymptotics of Symmetric Polynomials: A Dynamical Point of View. [PDF]
Commun Math PhysGuionnet A, Huang J.
europepmc +1 more source
Advances in Nanoemulsion Characterization Techniques and Their Role in Oil Displacement Mechanisms. [PDF]
MoleculesGong R +6 more
europepmc +1 more source
A classic key innovation constrains oral jaw functional diversification in fishes. [PDF]
Evol LettRoberts-Hugghis AS +3 more
europepmc +1 more source
, 2001 Brownian motion is the random atomic and molecular motion always present in any gas or liquid. It can be rendered visible by inserting smoke into a small cell and watching the motion of the smoke particles resulting from collisions with the air molecules.
core
A stochastic mechanism drives fast substrate translocation in the AAA+ machine ClpB. [PDF]
Nat CommunCasier R +4 more
europepmc +1 more source