Zobrazeno 1 - 10
of 686
pro vyhledávání: '"Ross model"'
Autor:
Poschinger Felix, Shannon Christopher
Publikováno v:
Language and Semiotic Studies, Vol 10, Iss 2, Pp 203-221 (2024)
This pilot study on humor in cultural trauma uses innovative digital methodologies in speech recognition and social media analysis via Postman and Python in the Twitter API v2 to propose different forms to gather and analyze empirical data on semioti
Externí odkaz:
https://doaj.org/article/1b78fa77f2464ea99081a8d3d8990bf7
Autor:
Jiangrui Ding, Chao Wei
Publikováno v:
AIMS Mathematics, Vol 8, Iss 5, Pp 12168-12184 (2023)
This paper deals with least squares estimation for the Cox–Ingersoll–Ross model with fractional Lévy noise from discrete observations. The contrast function is given to obtain the least squares estimators. The consistency and asymptotic distribu
Externí odkaz:
https://doaj.org/article/553ee74a19334521a89db8e05527947a
Publikováno v:
Mathematical Biosciences and Engineering, Vol 20, Iss 5, Pp 9080-9100 (2023)
The main objective of this work is to test whether some stochastic models typically used in financial markets could be applied to the COVID-19 pandemic. To this end, we have implemented the ARIMAX and Cox-Ingersoll-Ross (CIR) models originally design
Externí odkaz:
https://doaj.org/article/d523f67016c2457cb27cd3699c626860
Publikováno v:
Mathematics, Vol 11, Iss 22, p 4689 (2023)
In this paper, an effective numerical method is proposed for a linear complementarity problem (LCP) arising in the valuation of American bond options under the Cox–Ingersoll–Ross (CIR) model. Firstly, a variable substitution is used to simplify t
Externí odkaz:
https://doaj.org/article/4ede08033851488b8807d7d0eb2171df
Akademický článek
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Publikováno v:
Axioms, Vol 12, Iss 8, p 736 (2023)
This paper studies insurance companies’ optimal reinsurance–investment strategy under the stochastic interest rate and stochastic volatility model, taking the HARA utility function as the optimal criterion. It uses arithmetic Brownian motion as a
Externí odkaz:
https://doaj.org/article/6d6eb41687c64897987dfbaf3f532347
Autor:
Chia-Chi Chien, Ya-huei Wang
Publikováno v:
K@ta: A Biannual Publication on the Study of Language and Literature, Vol 22, Iss 2, Pp 79-83 (2020)
This study analyzes how the characters in Lee Unkrich and Adrian Molina’s animated film Coco, mainly Mamá Imelda, Héctor, and Miguel, manage their emotional responses when they are facing loss, bereavement, or other significant changes in their l
Externí odkaz:
https://doaj.org/article/65135e0e6ba34aa8be2fcea10c6dc8e7
Publikováno v:
Scientific Journal of Astana IT University, Vol 2, Iss 2, Pp 32-43 (2020)
The article proposes to consider the possibility of using the Kübler-Ross model as a mandatory and necessary addition when restoring systems after critical failures, accidents, and other catastrophic events. As stages of the model, it is proposed
Externí odkaz:
https://doaj.org/article/3ca6c3f03b0943d596df3bc9c559ff56
Autor:
Ming Cheng, Dingcheng Wang
Publikováno v:
Mathematics, Vol 11, Iss 5, p 1225 (2023)
Consider an insurance risk model with arbitrary dependence structures between the claim sizes. Suppose that the risky investment in the insurer can be established by the Cox–Ingersoll–Ross model. When the claim-size distribution is heavy-tailed,
Externí odkaz:
https://doaj.org/article/7bbcae0662db45c6985357fbc222128a
Akademický článek
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