Results 61 to 70 of about 28,474 (179)

Multithread Approximation: An OpenMP Constructor

Concurrency and Computation: Practice and Experience, Volume 38, Issue 4, February 2026.
ABSTRACT This study introduces an OpenMP construct designed to simplify and unify the integration of approximate computing techniques into shared‐memory parallel programs. Approximate Computing leverages the inherent error tolerance of many applications to trade computational accuracy for gains in performance and energy efficiency.
João Briganti de Oliveira, Rogério Aparecido Gonçalves, João Fabrício Filho   +2 more
wiley   +1 more source

Dynamic Debt With Intensity‐Based Models

Journal of Futures Markets, Volume 46, Issue 2, Page 334-352, February 2026.
ABSTRACT This article proposes a dynamic debt model where the face value of debt can change. In particular, our dynamic debt setting allows debt changes ruled by intensity processes that are linked to the firm value through the correlation between the stochastic processes. Analytical solutions are obtained, and we extend the proposed dynamic debt model
João Miguel Reis, José Carlos Dias
wiley   +1 more source

Robust option replication for a Black-Scholes model extended with nondeterministic trends [PDF]

, 2012
Statistical analysis on various stocks reveals long range dependence behavior of the stock prices that is not consistent with the classical Black and Scholes model.
Kloeden, Peter E., Schoenmakers, John G. M.   +1 more
core  

N2 fixation is linked to the ability to encroach in African savanna trees

Functional Ecology, Volume 40, Issue 2, Page 517-533, February 2026.
Read the free Plain Language Summary for this article on the Journal blog. Abstract Encroachment is a globally ubiquitous phenomenon, characterised by increasing indigenous tree densities in savanna and grassland. Encroachment has been attributed to rising atmospheric CO2 concentrations fertilising tree growth and shifting the competitive balance ...
Elizabeth M. Telford, Kimberley Simpson, Lorna Street, Emily Fletcher, Richard Carkeek, Russell B. Dixon, Katie J. Field, Emma Jones, Sarah L. Raubenheimer, Edith Singini, Brad Ripley, Colin P. Osborne, Caroline E. R. Lehmann   +12 more
wiley   +1 more source

Correction to Black-Scholes formula due to fractional stochastic volatility

, 2017
Empirical studies show that the volatility may exhibit correlations that decay as a fractional power of the time offset. The paper presents a rigorous analysis for the case when the stationary stochastic volatility model is constructed in terms of a ...
Garnier, Josselin, Solna, Knut
core   +2 more sources

Supply chain risk in grain trading: Inventories as real options for shipping grain

Agribusiness, Volume 42, Issue 1, Page 175-195, Winter 2026.
Abstract Integrating trading and logistics is an important challenge in commodity trading. Trading and logistics are strategic decisions and are integral to most commodities including grain shipping by rail, in addition to other modes (barges, ocean shipping). There are substantial risks, such as the ordering and placement of rail cars.
William W. Wilson, Jesse Klebe
wiley   +1 more source

On small time asymptotics for rough differential equations driven by fractional Brownian motions

, 2014
We survey existing results concerning the study in small times of the density of the solution of a rough differential equation driven by fractional Brownian motions.
D Nualart, F Baudoin, F Baudoin, F Comte, F Comte, J Feng, J Gatheral, J Hull, L Coutin, LCG Rogers, M Gubinelli, M Hairer, P Friz, P Friz, P Friz, T Cass, T Cass, T Cass, T Lyons, T Lyons, Y Hu, Y Inahama   +21 more
core   +1 more source

Drivers of Hirola Antelope Diet Selection in Natural and Managed Habitat in Eastern Kenya

Ecology and Evolution, Volume 16, Issue 1, January 2026.
Hirola (Beatragus hunteri) populations in eastern Kenya consumed 17 forage species, favoring the grass Chloris virgata and the forbs Commelina benghalensis and C. diffusa. Nutrient analyses showed that natural habitats offered higher phosphorus, magnesium, and digestibility, whereas managed sites provided more sodium, potassium, and crude protein, with
Abdullahi H. Ali, S. Kivai
wiley   +1 more source

Implicit cubic B-spline scheme for the fractional Black-Scholes model with Caputo-Hadamard derivative [PDF]

Journal of Mahani Mathematical Research
In this study, we introduce a novel numerical scheme for solving the Black–Scholes equation endowed with a Caputo-Hadamard fractional time derivative. The temporal derivative is discretized via a finite-difference approach, ensuring both stability and ...
Roya Montazeri
doaj   +1 more source

Tournament incentives and reserve management

Risk Management and Insurance Review, Volume 28, Issue 4, Page 499-533, Winter 2025.
Abstract This paper examines the impact of internal tournament incentives on reserve management within the property‐liability insurance industry. We find a positive relationship between internal tournament incentives and reserve errors, suggesting that a larger tournament prize is associated with more conservative loss‐reserve management.
Gene Lai, Ahmet Nart, Chia‐Ling Ho, Gunratan Lonare   +3 more
wiley   +1 more source