Zobrazeno 1 - 10
of 47
pro vyhledávání: '"Carlos A. Braumann"'
Publikováno v:
AIMS Mathematics, Vol 9, Iss 4, Pp 7866-7894 (2024)
We used a class of stochastic differential equations (SDE) to model the evolution of cattle weight that, by an appropriate transformation of the weight, resulted in a variant of the Ornstein-Uhlenbeck model. In previous works, we have dealt with esti
Externí odkaz:
https://doaj.org/article/f691b8517d7341c49f9afa69ba9ea8c8
Publikováno v:
Quantitative Finance and Economics, Vol 6, Iss 1, Pp 1-34 (2022)
This article derives simple closed-form solutions for computing Greeks of zero-coupon and coupon-bearing bond options under the CIR interest rate model, which are shown to be accurate, easy to implement, and computationally highly efficient. These no
Externí odkaz:
https://doaj.org/article/6c08120925764f8fbd45ad681044427f
Publikováno v:
Mathematics, Vol 10, Iss 3, p 385 (2022)
Stochastic differential equations (SDE) appropriately describe a variety of phenomena occurring in random environments, such as the growth dynamics of individual animals. Using appropriate weight transformations and a variant of the Ornstein–Uhlenb
Externí odkaz:
https://doaj.org/article/471686ce1b644de799ae62c8a8b9e612
Publikováno v:
Methodology and Computing in Applied Probability. 24:1917-1952
We apply a class of stochastic differential equations to model the growth of individual animals in randomly fluctuating environments using real weight data of males of the Mertolengo cattle breed. The use of these more realistic models can help farme
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d3dd4d07b864585a8a9e1970d433f176
https://doi.org/10.1007/s11009-021-09889-z
https://doi.org/10.1007/s11009-021-09889-z
Autor:
Carlos A. Braumann, Nuno M. Brites
Publikováno v:
Applied Stochastic Models in Business and Industry. 36:825-835
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8e0111155be78163d41b1a3a048bbd65
https://doi.org/10.1002/asmb.2532
https://doi.org/10.1002/asmb.2532
Autor:
Nuno M. Brites, Carlos A. Braumann
Publikováno v:
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Agência para a Sociedade do Conhecimento (UMIC)-FCT-Sociedade da Informação
instacron:RCAAP
Agência para a Sociedade do Conhecimento (UMIC)-FCT-Sociedade da Informação
instacron:RCAAP
In a previous paper, we discussed the use of an optimal variable effort fishing policy versus an optimal sustainable constant effort fishing policy in terms of the expected accumulated discounted profit during a finite time interval. We concluded tha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0423da2ae3917547e7240e0c1b16dec9
https://doi.org/10.1016/j.fishres.2019.03.016
https://doi.org/10.1016/j.fishres.2019.03.016
Autor:
Nuno M. Brites, Carlos A. Braumann
Publikováno v:
Fisheries Research. 195:238-246
We describe the growth dynamics of a harvested fish population in a random environment using a stochastic differential equation logistic model, where the harvest term depends on a constant or a variable fishing effort. We consider revenues to be prop
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::41d899a037d0ac4495edc1d3e3ac76b3
https://doi.org/10.1016/j.fishres.2017.07.016
https://doi.org/10.1016/j.fishres.2017.07.016
Autor:
Clara Carlos, Carlos A. Braumann
Publikováno v:
Ecological Complexity. 30:26-33
Allee effects on population growth are quite common in nature, usually studied through deterministic models with a specific growth rate function. In order to seek the qualitative behaviour of populations induced by such effects, one should avoid mode
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9f5a76c68d2ab19b8ac427d2752f1b46
https://doi.org/10.1016/j.ecocom.2016.09.003
https://doi.org/10.1016/j.ecocom.2016.09.003
Publikováno v:
Aguiar, M, Braumann, C, Kooi, B, Pugliese, A & Stollenwerk, N (eds) 2020, Current Trends in Dynamical Systems in Biology and Natural Sciences . SEMA SIMAI Springer Series, vol. 21, Springer . https://doi.org/10.1007/978-3-030-41120-6
Current Trends in Dynamical Systems in Biology and Natural Sciences-SIMAI Springer Series
SEMA SIMAI Springer Series ISBN: 9783030411190
Current Trends in Dynamical Systems in Biology and Natural Sciences-SIMAI Springer Series
SEMA SIMAI Springer Series ISBN: 9783030411190
This book disseminates the latest results and envisages new challenges in the application of mathematics to various practical situations in biology, epidemiology, and ecology. It comprises a collection of the main results presented at the Ninth Editi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1318587a868586e6116bb5afeac30855
https://www.springer.com/gp/book/9783030411190
https://www.springer.com/gp/book/9783030411190
Autor:
Carlos A. Braumann, Nuno M. Brites
Publikováno v:
SEMA SIMAI Springer Series ISBN: 9783030411190
Recently, we have developed optimal harvesting policies based on profit optimization in random varying environments. Namely, we have considered a logistic stochastic differential equation growth model, with the purpose of discussing the use of variab
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e76da1372665c35d40d4e0fbb1728a17
https://doi.org/10.1007/978-3-030-41120-6_5
https://doi.org/10.1007/978-3-030-41120-6_5