Zobrazeno 1 - 10
of 4 242
pro vyhledávání: '"Shokrollahi, A."'
We consider the jump-diffusion risky asset model and study its conditional prediction laws. Next, we explain the conditional least square hedging strategy and calculate its closed form for the jump-diffusion model, considering the Black-Scholes frame
Externí odkaz:
http://arxiv.org/abs/2408.10785
Discretization of integrals driven by multifractional Brownian motions with discontinuous integrands
We establish the rate of convergence in the $L^1$-norm for equidistant approximations of stochastic integrals with discontinuous integrands driven by multifractional Brownian motion. Our findings extend the known results for the case when the driver
Externí odkaz:
http://arxiv.org/abs/2408.02449
We consider a Gaussian Volterra process with compound Poisson jumps and derive its prediction law.
Externí odkaz:
http://arxiv.org/abs/2310.05675
Autor:
Shokrollahi, Yasin, Yarmohammadtoosky, Sahar, Nikahd, Matthew M., Dong, Pengfei, Li, Xianqi, Gu, Linxia
The advancement of Artificial Intelligence (AI) has catalyzed revolutionary changes across various sectors, notably in healthcare. Among the significant developments in this field are the applications of generative AI models, specifically transformer
Externí odkaz:
http://arxiv.org/abs/2310.00795
Autor:
Borhan Shokrollahi, Myungsun Park, Youl-Chang Baek, Shil Jin, Gi-Suk Jang, Sung-Jin Moon, Kyung-Hwan Um, Sun-Sik Jang, Hyun-Jeong Lee
Publikováno v:
Scientific Reports, Vol 14, Iss 1, Pp 1-20 (2024)
Abstract Maternal nutrition significantly influences fetal development and postnatal outcomes. This study investigates the impact of maternal overfeeding during mid to late pregnancy on gene expression in the round and sirloin muscles of Hanwoo neona
Externí odkaz:
https://doaj.org/article/e0d87ae6586e4f57a48130ef0b406f10
Autor:
Saeed Vahdati, Foad Shokrollahi
Publikováno v:
Mathematics Interdisciplinary Research, Vol 9, Iss 3, Pp 315-331 (2024)
This study investigates the application of the Haar wavelet method as an innovative and effective approach for valuing financial derivatives, particularly cash-or-nothing options. Valuing derivatives is a complex task in finance, re
Externí odkaz:
https://doaj.org/article/21d40af1dc534131823caf6f0aef0f14
Autor:
Saeed Vahdati, Foad Shokrollahi
Publikováno v:
Mathematics and Modeling in Finance, Vol 4, Iss 1, Pp 19-35 (2024)
This article proposes a new numerical technique for pricing asset-or-nothing options using the Black-Scholes partial differential equation (PDE). We first use the θ−weighted method to discretize the time domain, and then use Haar wavelets to appro
Externí odkaz:
https://doaj.org/article/efc4bf92d62a442cb948a3a9bb4368c5
Publikováno v:
دانش حقوق عمومی, Vol 13, Iss 2, Pp 177-201 (2024)
The nature and origin of laws is a topic that has been the subject of serious discussions, especially in the new era, and there are different opinions about it. In the Islamic view, which can be seen in the Constitution of the Islamic Republic of Ira
Externí odkaz:
https://doaj.org/article/b7a41c72dacc4d13bb50f95cba3e161b
Publikováno v:
JPRAS Open, Vol 40, Iss , Pp 106-110 (2024)
Scarring is a dynamic development as a result of the wound healing process. Post-burn scars are often hypertrophic in nature and thus exhibit a much thicker and firmer scar, often leading to contractures. Various strategies have been implemented by b
Externí odkaz:
https://doaj.org/article/b27f639887e749d283502fff2c322512
Autor:
Shokrollahi, Borhan1 (AUTHOR), Park, Myungsun1 (AUTHOR), Baek, Youl-Chang1 (AUTHOR), Jin, Shil1 (AUTHOR), Jang, Gi-Suk1 (AUTHOR), Moon, Sung-Jin1 (AUTHOR), Um, Kyung-Hwan1 (AUTHOR), Jang, Sun-Sik1 (AUTHOR) Jangsc@korea.kr, Lee, Hyun-Jeong2 (AUTHOR) hyunj68@korea.kr
Publikováno v:
Scientific Reports. 10/10/2024, Vol. 14 Issue 1, p1-20. 20p.