Zobrazeno 1 - 10
of 23 585
pro vyhledávání: '"Alaya"'
This research presents a comprehensive framework for transitioning financial diffusion models from the risk-neutral (RN) measure to the real-world (RW) measure, leveraging results from probability theory, specifically Girsanov's theorem. The RN measu
Externí odkaz:
http://arxiv.org/abs/2409.12783
This paper introduces a novel stochastic model for credit spreads. The stochastic approach leverages the diffusion of default intensities via a CIR++ model and is formulated within a risk-neutral probability space. Our research primarily addresses tw
Externí odkaz:
http://arxiv.org/abs/2409.09179
We study the Volterra Volterra Cox-Ingersoll-Ross process on $\mathbb{R}_+$ and its stationary version. Based on a fine asymptotic analysis of the corresponding Volterra Riccati equation combined with the affine transformation formula, we first show
Externí odkaz:
http://arxiv.org/abs/2409.04496
Denoising diffusion probabilistic models enable high-fidelity image synthesis and editing. In biomedicine, these models facilitate counterfactual image editing, producing pairs of images where one is edited to simulate hypothetical conditions. For ex
Externí odkaz:
http://arxiv.org/abs/2407.15270
Scene understanding plays an important role in several high-level computer vision applications, such as autonomous vehicles, intelligent video surveillance, or robotics. However, too few solutions have been proposed for indoor/outdoor scene classific
Externí odkaz:
http://arxiv.org/abs/2407.14658
Autor:
Shaqib, SM, Alo, Alaya Parvin, Ramit, Shahriar Sultan, Rupak, Afraz Ul Haque, Khan, Sadman Sadik, Rahman, Md. Sadekur
In order to ensure traffic safety through a reduction in fatalities and accidents, vehicle speed detection is essential. Relentless driving practices are discouraged by the enforcement of speed restrictions, which are made possible by accurate monito
Externí odkaz:
http://arxiv.org/abs/2406.07710
This paper deals with the problem of global parameter estimation of AD(1, n) where n is a positive integer which is a subclass of affine diffusions introduced by Duffie, Filipovic, and Schachermayer. In general affine models are applied to the pricin
Externí odkaz:
http://arxiv.org/abs/2406.07653
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Akademický článek
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