A Bayesian analysis based on multivariate stochastic volatility model: evidence from green stocks. [PDF]
J Comb Optim, 2023 Ma M, Zhang J.
europepmc +1 more source
A New Scheme for Static Hedging of European Derivatives under Stochastic Volatility Models ( Revised in June 2008, Published in "Journal of Futures Markets", Vol.29-5, 397-413, 2009. ) [PDF]
This paper proposes a new scheme for static hedging of European path-independent derivatives under stochastic volatility models. First, we show that pricing European path-independent derivatives under stochastic volatility models is transformed to ...
Akihiko Takahashi, Akira Yamazaki
core
Reliable AI Platform for Monitoring BCI Caused Brain Injury and Providing Real‐Time Protection
Advanced Science, EarlyView.BrainGuard enables real‐time and interpretable assessment of brain injury caused by brain computer interface (BCI). Using feature‐based Gaussian process (GP) emulators trained on limited biomechanical data, it efficiently predicts full‐field strain and constructs patient‐specific digital brain twins to support clinical diagnosis and long‐term BCI ...
Chufan He +3 more
wiley +1 more source
Impact of rough stochastic volatility models on long-term life insurance pricing. [PDF]
Eur Actuar J, 2023 Dupret JL, Barbarin J, Hainaut D.
europepmc +1 more source
Stochastic Spot/Volatility Correlation in Stochastic Volatility Models and Barrier Option Pricing [PDF]
, 2014 Most models for barrier pricing are designed to let a market maker tune the model-implied covariance between moves in the asset spot price and moves in the implied volatility skew.
Higgins, Mark
core
Joint Calibration of Local Volatility Models with Stochastic Interest Rates using Semimartingale Optimal Transport [PDF]
, 2023 Benjamin Joseph +2 more
openalex +1 more source
Advanced Science, EarlyView.Long‐term hippocampal place‐code dynamics are investigated using calcium imaging across weeks of maze navigation. Analyses reveal a novelty‐irrelevant Single‐Field Evolution Rule (SFER), where active fields promote persistence and inactive fields decline.
Cong Chen +10 more
wiley +1 more source
Higher-order dynamic effects of uncertainty risk under thick-tailed stochastic volatility. [PDF]
Financ Innov, 2022 Gong XL, Lu JY, Xiong X, Zhang W.
europepmc +1 more source
Precision Editing of NLRS Improves Effector Recognition for Enhanced Disease Resistance
Advanced Science, EarlyView.Precision engineering of plant NLR immune receptors enables rational design of enhanced pathogen resistance through mismatched pairing, domain swapping, and targeted mutagenesis. These approaches achieve multi‐fold expansion in recognition breadth while minimizing autoimmunity risks and fitness penalties.
Vinit Kumar +7 more
wiley +1 more source
Quantitative Finance and EconomicsAccurate stock price forecasting is essential for informed financial decision-making. This study presents a comparative analysis of four foundational stochastic models—Geometric Brownian Motion (GBM), the Heston Stochastic Volatility model, the Merton ...
Mulualem Kahssay, Shihan Miah
doaj +1 more source