Results 71 to 80 of about 11,306 (311)
Pricing Parisian Option under a Stochastic Volatility Model
Journal of Applied Mathematics, 2014 We study the pricing of a Parisian option under a stochastic volatility model. Based on the manipulation problem that barrier options might create near barriers, the Parisian option has been designed as an extended barrier option. A stochastic volatility
Min-Ku Lee, Kyu-Hwan Jang
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Variance and Interest Rate Risk in Unit-Linked Insurance Policies
Risks, 2020 One of the risks derived from selling long-term policies that any insurance company has arises from interest rates. In this paper, we consider a general class of stochastic volatility models written in forward variance form.
David Baños +2 more
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Promoting Treg Polarization‐Mediated Anti‐Scar and Appendage Regeneration in Wound Healing
Advanced Science, EarlyView.This study develops a PLGA@LA‐BMP4‐PG bilayer scaffold to address scar formation and appendage loss in skin repair. The piezoelectric PLA layer enhances cell migration via electric fields, while GelMA delivers LA promoting Tregs polarization and BMP4 inhibiting FBs differentiation.
Yiwen Yang +10 more
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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
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Heuristically Adaptive Diffusion‐Model Evolutionary Strategy
Advanced Science, EarlyView.Building on the mathematical equivalence between diffusion models and evolutionary algorithms, researchers demonstrate unprecedented control over evolutionary optimization through conditional diffusion. By training diffusion models to associate parameters with specific traits, they can guide evolution toward solutions exhibiting desired behaviors ...
Benedikt Hartl +3 more
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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 +5 more
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TEOREMA FUNGSI INVERS DAN APLIKASINYA DALAM ESTIMASI VOLATILITAS MODEL STOKASTIK
E-Jurnal MatematikaThe Inverse Function Theorem plays a fundamental role in various areas of applied mathematics, particularly in stochastic analysis and financial modeling.
NILMA SARI, FAIHATUZ ZUHAIROH
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Recent Advances in Decoupling Strategies for Soft Sensors
Advanced Science, EarlyView.This review provides an overview of recent advances in decoupling strategies for soft sensors. It summarizes single‐modal sensors that are insensitive to stretching, bending, crosstalk, and other environmental interferences, and highlights emerging multimodal decoupling methods enabled by spatiotemporal information and machine learning.
Yangbo Yuan +4 more
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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
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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