Results 251 to 260 of about 22,553 (296)

Unlocking the financing potential of forest-based carbon assets: a valuation framework for pledge lending under uncertainty in China. [PDF]

Sci Rep
Zhang Y, Zhang J.
europepmc   +1 more source

Enhancing Prediction by Incorporating Entropy Loss in Volatility Forecasting. [PDF]

Entropy (Basel)
Urniezius R, Petrauskas R, Vaitkus V, Karimov J, Brazauskas K, Repsyte J, Kacerauskiene E, Harms T, Dargiene J, Ezerskis D.   +9 more
europepmc   +1 more source

Optimization of unit commitment considering multiple stochastic factors and interruptible load under chance constraints. [PDF]

Sci Rep
Ding B, Zhao M, Qin X, Chen S.
europepmc   +1 more source

Beyond mediation: an evolutionary benchmark for emotionally and normatively competent AI. [PDF]

Front Artif Intell
Oshio K.
europepmc   +1 more source

Failure Lifetime Evaluation Based on Accelerated Generalized Wiener Degradation Process Models with Random Diffusion Coefficients. [PDF]

Entropy (Basel)
Li S, Yan Z.
europepmc   +1 more source

An Uncertainty-Aware Temporal Transformer for Probabilistic Interval Modeling in Wind Power Forecasting. [PDF]

Sensors (Basel)
Sun S, Chen M, Mo M, Yan X, Xiong Z, Hu Y, Zhan Y.   +6 more
europepmc   +1 more source

Stochastic Volatility and the Volatility Smile

, 2008
openaire   +1 more source

Stochastic Volatility

, 2003
openaire   +1 more source

Multiscale Stochastic Volatility Asymptotics [PDF]

Multiscale Modeling and Simulation, 2003
In the book by \textit{J.-P. Fouqué}, \textit{G. Papanicolaou} and \textit{K. R. Sircar} [Derivatives in financial markets with stochastic volatility. Cambridge: University Press (2000; Zbl 0954.91025)] a class of models was considered where volatility is a mean-reverting diffusion with an intrinsic fast time scale.
Jean-Pierre Fouque, Knut Solna, Ronnie Sircar   +2 more
exaly   +3 more sources