Results 51 to 60 of about 14,058 (161)

On the valuation ofconstant barrier options under spectrally one-sided exponential L&evy models and Carr’s approximation for American puts. [PDF]

This paper provides a general framework for pricing options with a constant barrier under spectrally one-sided exponential L&evy model, and uses it to implement ofCarr’s approximation for the value of the American put under this model.
Avram, Florin, Chan, Terence, Usábel, Miguel A.   +2 more
core  

A SHapley Additive exPlanations‐Based Data‐Driven Approach for Lithium‐Ion Battery State of Health Estimation Using Ultrasound Technology

Energy Technology, EarlyView.
An interpretable data‐driven framework is proposed for rapid battery state of health estimation using ultrasonic sensing. Key ultrasonic features are extracted and analyzed using machine learning models, with SHapley Additive exPlanations employed for feature importance interpretation.
Decao Xu, Shouxiao Ma, Xiaofan Ji, Xiaohan Han, Jie Lin, Kailong Liu   +5 more
wiley   +1 more source

Measuring the Impact of Transition Risk on Financial Markets: A Joint VaR‐ES Approach

Journal of Forecasting, EarlyView.
ABSTRACT Based on a joint quantile and expected shortfall semiparametric methodology, we propose a novel approach to forecasting market risk conditioned to transition risk exposure. This method allows us to forecast two climate‐related financial risk measures called CoClimateVaR$$ CoClimateVaR $$ and CoClimateES$$ CoClimateES $$, being jointly ...
Laura Garcia‐Jorcano, Lidia Sanchis‐Marco   +1 more
wiley   +1 more source

Characterization of Besov spaces with dominating mixed smoothness by differences

Mathematische Nachrichten, EarlyView.
Abstract Besov spaces with dominating mixed smoothness, on the product of the real line and the torus as well as bounded domains, are studied. A characterization of these function spaces in terms of differences is provided. Applications to random fields, like Gaussian fields and the stochastic heat equation, are discussed, based on a Kolmogorov ...
Paul Nikolaev, David J. Prömel, Mathias Trabs   +2 more
wiley   +1 more source

Mechanically Tunable DNA Hydrogels as Prospective Biosensing Modules

Macromolecular Rapid Communications, EarlyView.
Sequence‐programmable and thermally responsive DNA hydrogels enable highly sensitive mechanical biosensing through the exchange of linker strands using a toehold strand displacement mechanism. This new type of mechanical biosensor has in‐built sequence‐specificity and dose‐sensitivity, obviating the need for elaborate DNA sequencing and enabling rapid ...
Asya E. Can, Abdul W. U. Ali, Claude Oelschlaeger, Norbert Willenbacher, Iliya D. Stoev   +4 more
wiley   +1 more source

A highly accurate numerical method for solving boundary value problem of generalized Bagley‐Torvik equation

Mathematical Methods in the Applied Sciences, EarlyView.
A highly accurate numerical method is given for the solution of boundary value problem of generalized Bagley‐Torvik (BgT) equation with Caputo derivative of order 0<β<2$$ 0<\beta <2 $$ by using the collocation‐shooting method (C‐SM). The collocation solution is constructed in the space Sm+1(1)$$ {S}_{m+1}^{(1)} $$ as piecewise polynomials of degree at ...
Suzan Cival Buranay, Mtema James Chin, Nazim I. Mahmudov   +2 more
wiley   +1 more source

Stability and Hopf Bifurcations Analysis in a Three‐Phase Dengue Diffusion Model With Time Delay in Fractional Derivative and Laplace–Adomian Decomposition Numerical Approach

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT This study examines the complex dynamics of dengue transmission by incorporating time delay into a comprehensive model. The model is designed to capture several essential components, including steady‐state events, immune waning, recuperation from infection, and partial shielding in human populations.
G. M. Vijayalakshmi, M. Ariyanatchi, Vediyappan Govindan, Haewon Byeon, Busayamas Pimpunchat   +4 more
wiley   +1 more source

Individuals Strategies and Predator–Prey Game Models in Deterministic and Random Settings

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT The authors propose a new predator–prey game model by integrating two optional strategies into prey species: cooperative and isolation strategies. An investigation of the evolutionary impact on predator–prey system dynamics is given. The model utilizes a replicator equation to track changes in the frequency of cooperative strategy among preys,
Hairui Yuan, Xinzhu Meng, Federico Frascoli, Tonghua Zhang   +3 more
wiley   +1 more source

Fundamental Solutions and Green's Functions for Certain Elliptic Differential Operators From a Pseudodifferential Algebra

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT We have studied possible applications of a particular pseudodifferential algebra in singular analysis for the construction of fundamental solutions and Green's functions of a certain class of elliptic partial differential operators. The pseudodifferential algebra considered in the present work, comprises degenerate partial differential ...
Heinz‐Jürgen Flad, Gohar Flad‐Harutyunyan   +1 more
wiley   +1 more source

NMR Relaxometry Across Time: From Early Insights to Emerging Directions

Magnetic Resonance in Chemistry, EarlyView.
NMR relaxometry bridges time and frequency domains to probe molecular dynamics across materials, biomedical, and environmental systems. This perspective highlights advances in time‐domain and fast field‐cycling methods, their synergy, and emerging applications enabled by miniaturized instrumentation, multimodal integration, and AI‐enhanced analysis ...
Pellegrino Conte, David Faux, Anne‐Laure Rollet, Delia Chillura Martino, Danuta Kruk, Gianni Ferrante, Paolo Lo Meo   +6 more
wiley   +1 more source