Results 131 to 140 of about 1,263,567 (386)
A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation [PDF]
, 1999 Mikhail Chernov +3 more
openalex +1 more source
Discrete Dynamics in Nature and Society, 2014 Dynamic portfolio choice is an important problem in finance, but the optimal strategy analysis is difficult when considering multiple stochastic volatility variables such as the stock price, interest rate, and income.
Wenjie Bi +3 more
doaj +1 more source
Advanced Science, EarlyView.Here, our novel model that integrates metabolism with motility dynamics reveals that microalgae shift bacterial movement toward Lévy flight patterns, enhancing encounter rates and self‐aggregation. This microecological manipulation reduces energy costs, strengthens functions such as pollutant removal and system stability.
Luyu Zhang +7 more
wiley +1 more source
Bayesian Markov Chain Monte Carlo for reparameterized Stochastic volatility models using Asian FX rates during Covid-19. [PDF]
J Appl Stat, 2023 Poonvoralak W.
europepmc +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
Complexity, 2019 This paper presents an extension of double Heston stochastic volatility model by incorporating stochastic interest rates and derives explicit solutions for the prices of the continuously monitored fixed and floating strike geometric Asian options.
Yanhong Zhong, Guohe Deng
doaj +1 more source
Microbial Community Succession Sustains Fish Diversity in the Upper Yangtze River Reserve
Advanced Science, EarlyView.Critical for river ecosystem sustainability, fish diversity relates to multitrophic microbes. This upper Yangtze FNNR study used eDNA to examine microbial succession‐fish links, finding key drivers, distinct assembly processes, and that microbial cross‐trophic interactions benefit fish, offering conservation insights.
Jiaxin Huang +12 more
wiley +1 more source
A Locally Both Leptokurtic and Fat-Tailed Distribution with Application in a Bayesian Stochastic Volatility Model. [PDF]
Entropy (Basel), 2021 Lenart Ł, Pajor A, Kwiatkowski Ł.
europepmc +1 more source
Indirect inference for stochastic volatility models via the log-squared observations. [PDF]
Model; Models; Stochastic volatility; Volatility;
Dhaene, Geert
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