Results 61 to 70 of about 4,828 (174)

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

Radial Basis Function Neural Network With Resilient Backpropagation for Solving Fractional‐Order Chaotic Virotherapy Dynamics

Computational and Mathematical Methods, Volume 2026, Issue 1, 2026.
The purpose of this work is to solve the fractional‐order model of chaotic virotherapy dynamics by executing a neural network scheme. The chaotic virotherapy dynamics is divided into four categories: uninfected tumor cells, infected tumor cells, immune cells, and virus‐free cells.
Zulqurnain Sabir, M. A. Abdelkawy, Muhammad Umar, Soheil Salahshour, Saira Bhatti, Smritijit Sen   +5 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

Memory‐Dependent Chaotic Dynamics and Stabilization of a Nonlinear Fractional‐Order Financial System With Optimal Control

Journal of Applied Mathematics, Volume 2026, Issue 1, 2026.
This study presents an innovative nonlinear fractional‐order financial model that employs Caputo and Caputo–Fabrizio fractional derivatives to represent the dynamic interactions among interest rates, investment demand, price indices, and income/output. The model is formulated as a system of coupled nonlinear differential equations to encapsulate memory‐
Md. Asraful Islam, Razia Sultana, Payer Ahmed, Huaiqin Wu   +3 more
wiley   +1 more source

An Efficient Numerical Model for the Black–Scholes Equations

Journal of Applied Mathematics, Volume 2026, Issue 1, 2026.
In this paper, a novel numerical model for the Black–Scholes equations is developed. To address some potential issues that may arise when solving this equation using the conventional model, the original Black–Scholes equation is reformulated as a convection–diffusion equation. The Crank–Nicolson scheme is utilized to discretize the diffusion and source
Yan Zhou, Yunxing Zhang, Yufeng Xu
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

Fundamental Black–Scholes Model, Fractional Binary Approximation, No‐Arbitrage, and Completeness

Journal of Mathematics, Volume 2026, Issue 1, 2026.
Sottinen (2001) constructed a binary model approximating the Black–Scholes (B‐S) model driven by fractional Brownian motion using its Donsker’s type approximation. He further proved that his so‐called fractional binary model has arbitrage opportunities.
Bogny Kenfack Bob James, Mbele Bidima Martin Le Doux, Smritijit Sen   +2 more
wiley   +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

A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options [PDF]

, 2021
Maryam Rezaei, A. R. Yazdanian, Seyed Mahdi Mahmoudi, Ali Ashrafi   +3 more
openalex   +1 more source

RANDOM WALKS AND FRACTAL STRUCTURES IN AGRICULTURAL COMMODITY FUTURES PRICES [PDF]

This paper investigates whether the assumption of Brownian motion often used to describe commodity price movements is satisfied. Using historical data from 17 commodity futures contracts specific tests of fractional and ordinary Brownian motion are ...
Turvey, Calum G.
core   +1 more source