Zobrazeno 1 - 10
of 78
pro vyhledávání: '"Dang Duy Minh"'
Autor:
Zhou, Hao, Dang, Duy-Minh
This paper addresses a significant gap in rigorous numerical treatments for pricing American options under correlated two-asset jump-diffusion models using the viscosity solution approach, with a particular focus on the Merton model. The pricing of t
Externí odkaz:
http://arxiv.org/abs/2410.04745
Autor:
Doan Thi Truc Linh, Chau Minh Khoi, Karl Ritz, Nguyen Van Sinh, Nguyen Thi Kim Phuong, Huynh Mach Tra My, Tran Ba Linh, Dang Duy Minh, Thi Tu Linh, Koki Toyota
Publikováno v:
Agronomy, Vol 13, Iss 6, p 1593 (2023)
Given that rice husk biochar has been shown to modulate salinity in salt-affected acid soils, the objective of this study was to investigate the effects of organic amendment of salinized acid soils on P fractions, enzyme activities, and associated ri
Externí odkaz:
https://doaj.org/article/f2e8ebb947724b278c3be253587bfaf1
Autor:
Dang, Duy-Minh, Zhou, Hao
Prices of option contracts on two assets within uncertain volatility models for worst and best-case scenarios satisfy a two-dimensional Hamilton-Jacobi-Bellman (HJB) partial differential equation (PDE) with cross derivatives terms. Traditional method
Externí odkaz:
http://arxiv.org/abs/2402.06840
Autor:
Lu, Yaowen, Dang, Duy-Minh
We develop an efficient pricing approach for guaranteed minimum withdrawal benefits (GMWBs) with continuous withdrawals under a realistic modeling setting with jump-diffusions and stochastic interest rate. Utilizing an impulse stochastic control fram
Externí odkaz:
http://arxiv.org/abs/2310.00606
Autor:
Zhang, Hanwen, Dang, Duy-Minh
We develop a efficient, easy-to-implement, and strictly monotone numerical integration method for Mean-Variance (MV) portfolio optimization in realistic contexts, which involve jump-diffusion dynamics of the underlying controlled processes, discrete
Externí odkaz:
http://arxiv.org/abs/2309.05977
Autor:
Du, Rong, Dang, Duy-Minh
This paper introduces FourNet, a novel single-layer feed-forward neural network (FFNN) method designed to approximate transition densities for which closed-form expressions of their Fourier transforms, i.e. characteristic functions, are available. A
Externí odkaz:
http://arxiv.org/abs/2309.03966
Autor:
Nguyen Van Sinh, Chau Minh Khoi, Nguyen Thi Kim Phuong, Tran Ba Linh, Dang Duy Minh, Roland N. Perry, Koki Toyota
Publikováno v:
Agronomy, Vol 11, Iss 3, p 425 (2021)
Avoidance of intensive rice cultivation (IRC) and soil amendments are potential practices to enhance soil properties. There is only limited information on the effects of reduced IRC and its mixture with compost or silicate fertilizer (Si) on the soil
Externí odkaz:
https://doaj.org/article/2a53aca32a7e4144bb62a20e5e106ab8
Autor:
Nguyen Thi Kim Phuong, Chau Minh Khoi, Karl Ritz, Tran Ba Linh, Dang Duy Minh, Tran Anh Duc, Nguyen Van Sinh, Thi Tu Linh, Koki Toyota
Publikováno v:
Agronomy, Vol 10, Iss 8, p 1101 (2020)
Soil salinity may damage crop production. Besides proper management of irrigation water, salinity reduction can be achieved through soil amendment. The objectives of this study were to evaluate the effects of rice husk biochar and compost amendments
Externí odkaz:
https://doaj.org/article/8d09a458ddc7485cb7c4f3d7cd21bdce
Publikováno v:
Proceedings, Vol 36, Iss 1, p 23 (2019)
Salinity effects on microbial community relative to greenhouse gas emissions are not well understood in salt-affected soils. A better understanding of this interaction would be useful for agricultural practices to reduce nitrogen gas losses and manag
Externí odkaz:
https://doaj.org/article/2273f5ffc3074556b9cdba0f19f0adcb
Publikováno v:
Proceedings, Vol 36, Iss 1, p 22 (2019)
An integration of a shrimp production cycle into the traditional system of rice farming is an adopted practice by farmers due to saline intrusion and changes of environmental condition in Vietnam. Aquacultural pond sludge or biological waste has the
Externí odkaz:
https://doaj.org/article/307a4bcd401a405ea81535df7c85d5d5