Results 131 to 140 of about 271,753 (311)
Two Stochastic Volatility Processes - American Option Pricing [PDF]
In this paper we consider the pricing of an American call option whose underlying asset dynamics evolve under the influence of two independent stochastic volatility processes of the Heston (1993) type.
Jonathan Ziveyi, Carl Chiarella
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Results in EngineeringThis paper investigates the impact of multiplicative noise on the stochastic Manakov's model, which serves as a core framework in nonlinear optics and fibre communication systems.
Muhammad Idrees Afridi, Shabbir Hussain
doaj +1 more source
Advanced Materials, EarlyView.An Aloe‐pinspired droplet electricity generator (A‐DEG) overcomes the limited energy collection zone of conventional DEGs by guiding impact droplets through a channeling midrib and artificial cuticle. The channeling midrib induces uni‐directional droplet spreading, while the artificial cuticle on the midrib further reinforces this behavior through its ...
Gibeom Lee +8 more
wiley +1 more source
The concept of stochastic dominance is defined, and its relation to welfare, poverty, and income inequality explained. A brief discussion is provided of how statistical inference may be performed for hypotheses relating to stochastic dominance.
Russell Davidson
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AI–Guided 4D Printing of Carnivorous Plants–Inspired Microneedles for Accelerated Wound Healing
Advanced Materials, EarlyView.This work presents an artificial intelligence (AI)‐guided 4D‐printed microneedle platform inspired by carnivorous plants for wound healing. A thermo‐responsive shape memory polymer enables body temperature–triggered self‐coiling for autonomous wound closure.
Hyun Lee +21 more
wiley +1 more source
Stochastic Index Numbers: A Review
The stochastic approach is a new way of viewing index numbers in which uncertainty and statistical ideas play a central role. Rather than just providing a single number for the rate of inflation, the stochastic approach provides the whole probability ...
E Antony Selvanathan +2 more
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Resonant Domain Wall Dynamics in a Three‐Dimensional Magnetic Nano Double Helix
Advanced Materials, EarlyView.3D magnetic nanostructures promise exciting possibilities for magnetization dynamics. However, experimental realizations remain scarce. In nanoprinted cobalt double helices, time‐resolved X‐ray microscopy reveals harmonic domain wall dynamics. Simulations identify the mode and additional higher‐frequency resonances, revealing a rich dynamic landscape ...
Pamela Morales‐Fernández +15 more
wiley +1 more source
Pricing Discrete Barrier Options under Stochastic Volatility [PDF]
This paper proposes a new approximation method for pricing barrier options with discrete monitoring under stochastic volatility environment. In particular, the integration-by-parts formula and the duality formula in Malliavin calculus are effectively ...
Kenichiro Shiraya +2 more
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Weaving Intelligence: Thermally Drawn Multimaterial Fibers Toward AI‐Enabled Smart Textiles
Advanced Materials, EarlyView.Thermally drawn multimaterial fibers are rapidly advancing as intelligent structural units for next‐generation smart textiles. Integrating multimaterial architectures with neuromorphic and spiking‐neural‐network principles enables fabrics that can sense, compute, and adapt autonomously.
Vuong Dinh Trung +9 more
wiley +1 more source
A User''s Guide to Solving Dynamic Stochastic Games Using the Homotopy Method [PDF]
This paper provides a step-by-step guide to solving dynamic stochastic games using the homotopy method. The homotopy method facilitates exploring the equilibrium correspondence in a systematic fashion; it is especially useful in games that have multiple ...
Ron N. Borkovsky +2 more
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