Results 11 to 20 of about 15,760,783 (334)

On the Use of the Terminal-Value Approach in Risk-Value Models [PDF]

SSRN Electronic Journal, 2017
AbstractWe extend risk-value models for valuing streams of risky cash flows by establishing the well-known concept of terminal value in this context. For a constant growth assumption we are able to derive upper and lower bounds for the terminal value in the case of a translation-invariant and in the case of a position-invariant risk measure.
Gregor Dorfleitner
openaire   +6 more sources

Determination of the solution of a stochastic parabolic equation by the terminal value [PDF]

Inverse Problems, 2022
Abstract This paper studies the inverse problem of determination the history for a stochastic diffusion process, by means of the value at the final time T. By establishing a new Carleman estimate, the conditional stability of the problem is proven. Based on the idea of Tikhonov method, a regularized solution is proposed.
Fangfang Dou, Wanli Du
openaire   +4 more sources

How the Equity Terminal Value Influences the Value of the Firm?

Journal of Business Valuation and Economic Loss Analysis, 2017
Abstract The discounted cash flow model (DCFM) views the intrinsic value of common stock as the present value of its expected future cash flows. This paper analyses whether the equity terminal value (EqTV) of the firm calculated by fundamentals is appreciated by the market.
Alfonso A. Rojo-Ramírez, Maria J. Martínez-Romero, Teresa Mariño-Garrido   +2 more
openaire   +3 more sources

Terminal value problem for the system of fractional differential equations with additional restrictions

Mathematical Modelling and Analysis
This paper deals with the study of terminal value problem for the system of fractional differential equations with Caputo derivative. Additional conditions are imposed on the solutions of this problem in the form of a linear vector functional. Using the
Oleksandr Boichuk, Viktor Feruk
doaj   +2 more sources

A New Approach to Shooting Methods for Terminal Value Problems of Fractional Differential Equations [PDF]

Journal of Scientific Computing, 2023
For terminal value problems of fractional differential equations of order $$\alpha \in (0,1)$$ α ∈ ( 0 , 1 ) that use Caputo derivatives, shooting methods are a well developed and investigated approach.
K. Diethelm, Frank Uhlig
semanticscholar   +1 more source

Nonlinear higher order fractional terminal value problems

AIMS Mathematics, 2022
Terminal value problems for systems of fractional differential equations are studied with an especial focus on higher-order systems. Discretized piecewise polynomial collocation methods are used for approximating the exact solution. This leads to solving
D. Baleanu, B. Shiri
semanticscholar   +1 more source

Terminal Value Problems of Non-homogeneous Fractional Linear Systems with General Memory Kernels

Journal of Nonlinear Mathematical Physics, 2022
Terminal value problems of fractional linear systems with non-homegenous terms are investigated in this paper for the first time. They are equivalent to a second kind weakly singular Volterra–Fredholm integral system.
Guo-cheng Wu, B. Shiri, Qingduan Fan, Hua-Rong Feng   +3 more
semanticscholar   +1 more source

On initial value and terminal value problems for subdiffusive stochastic Rayleigh-Stokes equation

Discrete & Continuous Dynamical Systems - B, 2021
In this paper, we study two stochastic problems for time-fractional Rayleigh-Stokes equation including the initial value problem and the terminal value problem.
T. Caraballo, T. Ngoc, Tran Ngoc Thach, N. Tuan   +3 more
semanticscholar   +1 more source

Existence and regularity results for terminal value problem for nonlinear fractional wave equations [PDF]

Nonlinearity, 2019
We consider the terminal value problem (or called final value problem, initial inverse problem, backward in time problem) of determining the initial value, in a general class of time-fractional wave equations with Caputo derivative, from a given final ...
N. Bao, T. Caraballo, N. Tuan, Yong Zhou
semanticscholar   +1 more source

On initial and terminal value problems for fractional nonclassical diffusion equations

Proceedings of the American Mathematical Society, 2020
In this paper, we consider fractional nonclassical diffusion equations under two forms: initial value problem and terminal value problem. For an initial value problem, we study local existence, uniqueness, and continuous dependence of the mild solution ...
N. Tuan, T. Caraballo
semanticscholar   +1 more source