Multiscale stochastic elasticity of variance for options and equity linked annuity; A Mellin transform approach

Autor: Jeong-Hoon Kim, Jun-Ho Seo

Publikováno v: Mathematics and Computers in Simulation. 192:303-320

It is important to impose a persistent stochastic factor on the underlying asset model to obtain the fair value of financial derivatives with long time-to-maturities. Our empirical study, including the Covid-19 pandemic crisis period, indicates the p

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::e3fb1dd492d67d0c9c29383d3e9e1fb9
https://doi.org/10.1016/j.matcom.2021.09.003

The Effects of DNA Databases on the Deterrence and Detection of Offenders

Autor: Anne Sofie Tegner Anker, Jennifer L. Doleac, Rasmus Landersø

Publikováno v: Anker, A S T, Doleac, J L & Landerso, R 2021, ' The Effects of DNA Databases on the Deterrence and Detection of Offenders ', American Economic Journal: Applied Economics, vol. 13, no. 4, pp. 194-225 . https://doi.org/10.1257/app.20190207

Countries around the world use databases of criminal offenders' DNA profiles to match known offenders with crime scene evidence. The purpose is to ease police detection work and to increase the probability that offenders get caught if they reoffend,

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::845d4453cc549ab68b650acdeca4b6c5
https://doi.org/10.1257/app.20190207

'Life, Color, Warmth and Truth'

Autor: Yulia Draginda, Ichiro Fujinaga

Publikováno v: Per Musi. :1-17

This paper proposes a mathematical model for expressive timing in German late Romantic organ music based on Riemannian phrasing principles. The model is built following the symmetric hierarchical motivic scheme and then applied to the organ work of M

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::04abd08beef44559aecedb512e4ba1b1
https://doi.org/10.35699/2317-6377.2020.26080

Diversified and Untethered Motion Generation Via Crease Patterning from Magnetically Actuated Caterpillar-Inspired Origami Robot

Autor: Manivannan Sivaperuman Kalairaj, Ignatius Jia Jun Lee, Xiao Xiao, Catherine Jiayi Cai, Bok Seng Yeow, Jing Han Tan, Haoliang Huang, Arjun Kesav Mugilvannan, Hongliang Ren

Publikováno v: IEEE/ASME Transactions on Mechatronics. 26:1678-1688

Untethered annelids-inspired soft robots can be used in space-confined compliant interactions where remote actuation is necessary. In contrast to their fully-soft counterparts, incorporating origami concepts can streamline modeling and control while

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::54244bfbe0604d964dc04ecc37b0cad2
https://doi.org/10.1109/tmech.2020.3028746

Pricing and calibration of the futures options market: A unified approximation

Autor: Yingda Song, Xiaotong Lian

Publikováno v: Journal of Futures Markets. 41:1074-1091

The constant elasticity of variance (CEV) model is widely used in modeling commodity futures prices, but it may not perform well in calibrating corresponding futures options. We consider two variations of the CEV model, that is, CEV with jumps and CE

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::81aa1df03150cc9f8e94da7d78cead7e
https://doi.org/10.1002/fut.22206