Results 101 to 110 of about 129,146 (344)

Real Option Valuation with Stochastic Interest Rate and Stochastic Volatility

Matematika, 2019
. Real options are one of the most interesting research topics in Finance since 1977 Stewart C. Myers from MIT Sloan School of Management published his pioneering article on this subject in the Journal of Financial Economics.
Ramdhan Fazrianto Suwarman
doaj   +1 more source

Quasi‐Periodic Porous Structures‐Based Temperature and Pressure Dual‐Mode Electronic Skin for Material Cognition

Advanced Science, EarlyView.
A quasi‐periodic porous structure‐based temperature and pressure dual‐mode electronic skin was proposed. Benefiting from the quasi‐periodic porous structure, the temperature and pressure sensing performance of the electronic skin can be precisely constructed and optimized by changing the size of the porous structure. By analyzing the thermoelectric and
Xiaoguang Gao, Chengzhen Xue, Xiaoliang Zhang, Xuejuan Meng, Xiaochun Li, Li Niu   +5 more
wiley   +1 more source

"Exact" and Approximate Methods for Bayesian Inference: Stochastic Volatility Case Study. [PDF]

Entropy (Basel), 2021
Shapovalova Y.
europepmc   +1 more source

Indirect inference for stochastic volatility models via the log-squared observations. [PDF]

Model; Models; Stochastic volatility; Volatility;
Dhaene, Geert
core  

Double-jump stochastic volatility model for VIX: evidence from VVIX

, 2015
The paper studies the continuous-time dynamics of VIX with stochastic volatility and jumps in VIX and volatility. Built on the general parametric affine model with stochastic volatility and jump in logarithm of VIX, we derive a linear relation between ...
Huang, Jing-Zhi, Ni, Jun, Wu, Lan, Zang, Xin   +3 more
core   +1 more source

Estimating a stochastic volatility model for DAX-Index options [PDF]

, 2003
Marzia Freo
openalex   +1 more source

Harnessing Time‐Dependent Magnetic Texture Dynamics via Spin‐Orbit Torque for Physics‐Enhanced Neuromorphic Computing

Advanced Science, EarlyView.
A neuromorphic computing platform using spin‐orbit torque‐controlled magnetic textures is reported. The device implements bio‐inspired synaptic functions and achieves high performance in both pattern recognition (>93%) and combinatorial optimization (>95%), enabling unified processing of cognitive and optimization tasks.
Yifan Zhang, Yu Li, Huai Lin, Xinying Wang, Long Liu, Guoliang Xing, Di Wang, Zhihao Zhao, Zhipeng Guo, Junbo Yang, Jiebin Niu, Yan Sun, Tom Wu, Guozhong Xing   +13 more
wiley   +1 more source

An Asymptotic Expansion with Push-Down of Malliavin Weights [PDF]

This paper derives asymptotic expansion formulas for option prices and implied volatilities as well as the density of the underlying asset price in multi-dimensional stochastic volatility models.
Akihiko Takahashi, Toshihiro Yamada
core  

Principles for Rigorous Design and Application of Synthetic Microbial Communities

Advanced Science, EarlyView.
SynComs are artificially designed to enable inter‐species metabolic interactions, metabolic division of labor, and ecological interactions that can elicit phenotypes like colonization stability and environmental adaptation. This systematic review explores the processes used to construct SynComs, the assessment of the mechanisms of metabolic interaction
Yuxiao Zhang, Minyu Jing, Lihui Lyu, Li Nie, Xihui Xu, Ru Sun, Xiyuan Xu, Siyu Chen, Shuobing He, Yumeng Zhang, Ping Huang, Weijie Luo, Jiaojiao Liang, Guifeng Gao, Kunkun Fan, Teng Yang, Liyan Zhang, Xiao Fu, Sarah M. Allard, Jack A. Gilbert, Jiabao Zhang, Haiyan Chu   +21 more
wiley   +1 more source

Asymptotic Analysis for One-Name Credit Derivatives

Abstract and Applied Analysis, 2013
We propose approximate solutions to price defaultable zero-coupon bonds as well as the corresponding credit default swaps and bond options. We consider the intensity-based approach of a two-correlated-factor Hull-White model with stochastic volatility of
Yong-Ki Ma, Beom Jin Kim
doaj   +1 more source