Results 31 to 40 of about 1,147,771 (298)
Linear Stochastic Dividend Model [PDF]
SSRN Electronic Journal, 2019 In this paper, we propose a new model for pricing stock and dividend derivatives. We jointly specify dynamics for the stock price and the dividend rate such that the stock price is positive and the dividend rate nonnegative. In its simplest form, the model features a dividend rate that is mean-reverting around a constant fraction of the stock price ...
openaire +3 more sources
Extremal behavior of stochastic volatility models [PDF]
, 2005 Empirical volatility changes in time and exhibits tails, which are heavier than normal. Moreover, empirical volatility has - sometimes quite substantial - upwards jumps and clusters on high levels.
Fasen, V. +2 more
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Modeling of Infantry Attacks on Real Terrain
Nonlinear Analysis, 2008 . The estimation of the terrain features can be completely carried out by using the Geographical Information System (GIS). GIS technologies and three-dimensional map in planning battle tactics are discussed. An infantry attack on real terrain is modeled.
A. Pincevičius +3 more
doaj +1 more source
Mathematics, 2023 Improving the productivity and reliability of mining infrastructure is an important task contributing to the mining performance enhancement of any enterprise.
Nikita V. Martyushev +6 more
doaj +1 more source
FEBS Letters, EarlyView.Plasma membranes contain dynamic nanoscale domains that organize lipids and receptors. Because viruses operate at similar scales, this architecture shapes early infection steps, including attachment, receptor engagement, and entry. Using influenza A virus and HIV‐1 as examples, we highlight how receptor nanoclusters, multivalent glycan interactions ...
Jan Schlegel, Christian Sieben
wiley +1 more source
The intelligent technologies application in modelling of military task
Lietuvos Matematikos Rinkinys, 2011 By using information bases of Geographic Information Systems (GIS) and the system of computer algebraMAPLE, created system for planning military actions and estimating capabilities of a military unit to execute a certain task.
Albertas Pincevičius
doaj +1 more source
Mathematical Programming for the Dynamics of Opinion Diffusion
Physics, 2023 The focus of this paper is on analyzing the role and the choice of parameters in sociophysics diffusion models by leveraging the potentialities of sociophysics from a mathematical programming perspective. We first present a generalised version of Galam’s
Andrea Ellero +2 more
doaj +1 more source
AAA+ protein unfoldases—the Moirai of the proteome
FEBS Letters, EarlyView.AAA+ unfoldases are essential molecular motors that power protein degradation and disaggregation. This review integrates recent cryo‐electron microscopy (cryo‐EM) structures and single‐molecule biophysical data to reconcile competing models of substrate translocation.
Stavros Azinas, Marta Carroni
wiley +1 more source
Aggregation of stochastic models [PDF]
, 2007 Dstl examines battle simulations based on stochastic evolution codes. One such code, known as SIMBAT (SIMple BATtle program) models the evolution of the battle as a sequence of turns in which the two sets of combating units move in a landscape. The units
Hjorth, Poul
core
Fluctuations as stochastic deformation [PDF]
, 2008 A notion of stochastic deformation is introduced and the corresponding algebraic deformation procedure is developed. This procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an imaginary ...
Kazinski, P. O.
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