Works matching Mathematical models of finance

Results: 78

Integrability analysis of the partial diffential equation describing the classical bond-pricing model of mathematical finance.

Published in:

Open Physics, 2018, v. 16, n. 1, p. 766, doi. 10.1515/phys-2018-0096

By:

Aziz, Taha;
Fatima, Aeeman;
Khalique, Chaudry Masood

Publication type:

Article

Retracted: Digital Finance and Firm Exit: Mathematical Model and Empirical Evidence from Industrial Firms.

Published in:

2023

By:

in Nature and Society, Discrete Dynamics

Publication type:

Correction Notice

APPLICATION OF FINANCIAL MATHEMATICAL MODELS COMBINED WITH ROOT ALGORITHMS IN FINANCE.

Published in:

Scalable Computing: Practice & Experience, 2024, v. 25, n. 4, p. 2146, doi. 10.12694/scpe.v25i4.2447

By:

YANFENG ZHANG

Publication type:

Article

Digital Finance and Firm Exit: Mathematical Model and Empirical Evidence from Industrial Firms.

Published in:

Discrete Dynamics in Nature & Society, 2021, p. 1, doi. 10.1155/2021/4879029

By:

Ma, Fenfen;
Lei, Linxing;
Chen, Ziyang;
Wang, Mancang

Publication type:

Article

MATHEMATICAL DYNAMIC MODEL FOR "GREEN FINANCE" SUSTAINABLE GROWTH.

Published in:

International Journal for Quality Research, 2021, v. 15, n. 1, p. 259, doi. 10.24874/ijqr15.01-15

By:

Steblyanskaya, Alina;
Zhen Wang;
Gabdrahmanova, Nailya

Publication type:

Article

BDG inequalities and their applications for model-free continuous price paths with instant enforcement.

Published in:

Modern Stochastics: Theory & Applications, 2023, v. 10, n. 4, p. 425, doi. 10.15559/23-VMSTA233

By:

Marcin Łochowski, Rafał

Publication type:

Article

The use of statistical tests to calibrate the normal SABR model.

Published in:

Journal of Inverse & Ill-Posed Problems, 2013, v. 21, n. 1, p. 59, doi. 10.1515/jip-2012-0093

By:

Fatone, Lorella;
Mariani, Francesca;
Recchioni, Maria Cristina;
Zirilli, Francesco

Publication type:

Article

The Psychological Expectation of New Project Income Under the Influence of the Entrepreneur’s Sentiment From the Perspective of Information Asymmetry.

Published in:

Frontiers in Psychology, 2020, p. 1, doi. 10.3389/fpsyg.2020.01416

By:

Huaqian Zhong;
Runyu Yan;
Shuai Li;
Min Chen

Publication type:

Article

FUNCTIONAL SOLUTION ABOUT STOCHASTIC DIFFERENTIAL EQUATION DRIVEN BY G-BROWNIAN MOTION.

Published in:

Discrete & Continuous Dynamical Systems - Series B, 2015, v. 20, n. 1, p. 281, doi. 10.3934/dcdsb.2015.20.281

By:

DEFEI ZHANG;
PING HE

Publication type:

Article

Approach for Optimal Selection of Innovative Actions for Residential Heating Systems.

Published in:

CET Journal - Chemical Engineering Transactions, 2024, v. 114, p. 667, doi. 10.3303/CET24114112

By:

Polyvianchuk, Andrii;
Petruk, Vasyl;
Polyvianchuk, Natalia;
Yurii, Kovalenko;
Semenenko, Roman;
Arsenyeva, Olga

Publication type:

Article

The Decision to Establish a Foreign Bank Branch or Subsidiary: An Application of Binary Classification Procedures.

Published in:

Journal of Financial & Quantitative Analysis, 1982, v. 17, n. 3, p. 411, doi. 10.2307/2330837

By:

Ball, Clifford A;
Tschoegl, Adrian E.

Publication type:

Article

On the Approximation of the SABR with Mean Reversion Model: A Probabilistic Approach.

Published in:

Applied Mathematical Finance, 2014, v. 21, n. 5, p. 451, doi. 10.1080/1350486X.2014.888146

By:

Kennedy, Joanne E.;
Pham, Duy

Publication type:

Article

Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse.

Published in:

Mathematical Programming, 2006, v. 105, n. 2/3, p. 365, doi. 10.1007/s10107-005-0658-4

By:

Schultz, Rüdiger;
Tiedemann, Stephan

Publication type:

Article

Robust Control of the Caputo-Fabrizio Fractional-order Finance System with Double Constraints in Input.

Published in:

IAENG International Journal of Applied Mathematics, 2023, v. 53, n. 3, p. 1100

By:

Xiaomin Tian;
Xingliu Hu;
Juan Gu;
Jiaqi Ge;
Juan Yin

Publication type:

Article

Closed-form pricing formulas for variance swaps in the Heston model with stochastic long-run mean of variance.

Published in:

Computational & Applied Mathematics, 2022, v. 41, n. 6, p. 1, doi. 10.1007/s40314-022-01939-7

By:

Yoon, Youngin;
Seo, Jun-Ho;
Kim, Jeong-Hoon

Publication type:

Article

Improvement of public finance process efficiency: Theory and practice.

Published in:

Forum on Economics & Business / Közgazdász Fórum, 2018, v. 21, n. 137, p. 3

By:

GUBÁN, ÁKOS;
MEZEI, ZOLTÁN

Publication type:

Article

OYUN TEORİSİNİN KAMU MALİYESİNDE UYGULAMALARI ÜZERİNE.

Published in:

Diyalektolog - Uluslararası Sosyal Bilimler Dergisi, 2022, n. 31, p. 127, doi. 10.29228/diyalektolog.64858

By:

ACAR, Yasin;
GÖKSU, Ebrar Meryem

Publication type:

Article

USING MODEL-INDEPENDENT LOWER BOUNDS TO IMPROVE PRICING OF ASIAN STYLE OPTIONS IN LEVY MARKETS.

Published in:

Astin Bulletin, 2014, v. 44, n. 2, p. 237, doi. 10.1017/asb.2014.6

By:

DEELSTRA, GRISELDA;
RAYÉE, GRÉGORY;
VANDUFFEL, STEVEN;
JING YAO

Publication type:

Article

THE DEVIL IS IN THE TAILS: ACTUARIAL MATHEMATICS AND THE SUBPRIME MORTGAGE CRISIS.

Published in:

Astin Bulletin, 2010, v. 40, n. 1, p. 1, doi. 10.2143/AST.40.1.2049222

By:

DONNELLY, CATHERINE;
EMBRECHTS, PAUL

Publication type:

Article

OPTION PRICING IN A JUMP-DIFFUSION MODEL WITH REGIME SWITCHING.

Published in:

Astin Bulletin, 2009, v. 39, n. 2, p. 515, doi. 10.2143/AST.39.2.2044646

By:

FEI LUNG YUEN;
HAILIANG YANG

Publication type:

Article

AN APPLICATION OF ADOMIAN DECOMPOSITION FOR ANALYSIS OF FRACTIONAL-ORDER CHAOTIC SYSTEMS.

Published in:

International Journal of Bifurcation & Chaos in Applied Sciences & Engineering, 2013, v. 23, n. 3, p. -1, doi. 10.1142/S0218127413500508

By:

CAPONETTO, R.;
FAZZINO, S.

Publication type:

Article

Introduction: Big data and partial differential equations.

Published in:

European Journal of Applied Mathematics, 2017, v. 28, n. 6, p. 877, doi. 10.1017/S0956792517000304

By:

VAN GENNIP, YVES;
SCHÖNLIEB, CAROLA-BIBIANE

Publication type:

Article

Analytic approach to solve a degenerate parabolic PDE for the Heston model.

Published in:

Mathematical Methods in the Applied Sciences, 2017, v. 40, n. 13, p. 4982, doi. 10.1002/mma.4363

By:

Canale, Anna;
Mininni, Rosa Maria;
Rhandi, Abdelaziz

Publication type:

Article

The New Investor.

Published in:

UCLA Law Review, 2013, v. 60, n. 3, p. 678

By:

Lin, Tom C.W.

Publication type:

Article

The Platonic Foundations of Finance and the Interpretation of Finance Models.

Published in:

Journal of Behavioral Finance, 2006, v. 7, n. 1, p. 43, doi. 10.1207/s15427579jpfm0701_5

By:

McGoun, Elton G.;
Zielonka, Piotr

Publication type:

Article

Simple and Complex Market Inefficiencies: Integrating Efficient Markets, Behavioral Finance, and Complexity.

Published in:

Journal of Behavioral Finance, 2003, v. 4, n. 4, p. 225, doi. 10.1207/s15427579jpfm0404_5

By:

Peters, Edgar

Publication type:

Article

Comparison of Stochastic Correlation Models.

Published in:

Journal of Mathematical Sciences, 2019, v. 237, n. 6, p. 810, doi. 10.1007/s10958-019-04207-y

By:

Márkus, L.;
Kumar, A.

Publication type:

Article

A note on the derivative of the normal distribution's logarithm.

Published in:

Archiv der Mathematik, 1998, v. 70, n. 1, p. 83, doi. 10.1007/s000130050168

By:

Pechtl, Andreas

Publication type:

Article

Differential equations in control synthesis problems: I. Ordinary systems.

Published in:

Differential Equations, 2005, v. 41, n. 1, p. 10, doi. 10.1007/s10625-005-0130-5

By:

Kurzhanskii, A.

Publication type:

Article

THE NEW FINANCIAL INDUSTRY.

Published in:

Alabama Law Review, 2014, v. 65, n. 3, p. 567

By:

Lin, Tom C. W.

Publication type:

Article

Generation of multiscroll chaotic attractors of a finance system with mirror symmetry.

Published in:

Soft Computing - A Fusion of Foundations, Methodologies & Applications, 2023, v. 27, n. 6, p. 2769, doi. 10.1007/s00500-022-07501-1

By:

Azam, Anam;
Sunny, Danish Ali;
Aqeel, Muhammad

Publication type:

Article

On fuzzy type-1 and type-2 stochastic ordinary and partial differential equations and numerical solution.

Published in:

Soft Computing - A Fusion of Foundations, Methodologies & Applications, 2019, v. 23, n. 11, p. 3803, doi. 10.1007/s00500-018-3043-y

By:

Bandyopadhyay, Abhirup;
Kar, Samarjit

Publication type:

Article

Calibrating rough volatility models: a convolutional neural network approach.

Published in:

Quantitative Finance, 2020, v. 20, n. 3, p. 379, doi. 10.1080/14697688.2019.1654126

By:

Stone, Henry

Publication type:

Article

On the integral transform of Mittag-Leffler-type functions with applications.

Published in:

Analysis (0174-4747), 2021, v. 41, n. 3, p. 155, doi. 10.1515/anly-2018-0074

By:

Choudhary, Anupama;
Kumar, Devendra;
Singh, Jagdev

Publication type:

Article

QUANTITATIVE STUDY AND MATHEMATICAL MODELS ON THE SYNERGY BETWEEN EUROPEAN GRANT FUNDED START-UPS AND RESEARCH INFRASTRUCTURES.

Published in:

Nonconventional Technologies Review / Revista de Tehnologii Neconventionale, 2022, v. 26, n. 4, p. 20

By:

Manea, Ciprian;
Semenescu, Augustin;
Marcu, Dragos Florin;
Florea, Bogdan

Publication type:

Article

Fuzzy Amplitudes and Kernels in Fractional Brownian Motion: Theoretical Foundations.

Published in:

Symmetry (20738994), 2025, v. 17, n. 4, p. 550, doi. 10.3390/sym17040550

By:

Urumov, Georgy;
Chountas, Panagiotis;
Chaussalet, Thierry

Publication type:

Article

A Spectral Method Approach to Quadratic Normal Volatility Diffusions.

Published in:

Symmetry (20738994), 2023, v. 15, n. 8, p. 1474, doi. 10.3390/sym15081474

By:

Kink, Peter

Publication type:

Article

Improve Stock Price Model-Based Stochastic Pantograph Differential Equation.

Published in:

Symmetry (20738994), 2022, v. 14, n. 7, p. N.PAG, doi. 10.3390/sym14071358

By:

Eissa, Mahmoud A.;
Elsayed, M.

Publication type:

Article

Optimal Investment, Consumption and Leisure with an Option to File for Bankruptcy.

Published in:

Symmetry (20738994), 2020, v. 12, n. 5, p. 827, doi. 10.3390/sym12050827

By:

Lim, Byung Hwa;
Lee, Ho-Seok

Publication type:

Article

Applications of Option-Pricing Theory: Twenty-Five Years Later.

Published in:

American Economic Review, 1998, v. 88, n. 3, p. 323

By:

Merton, Robert C.

Publication type:

Article

Dynamical Analysis of T–S Fuzzy Financial Systems: A Sampled-Data Control Approach.

Published in:

International Journal of Fuzzy Systems, 2022, v. 24, n. 4, p. 1944, doi. 10.1007/s40815-022-01249-4

By:

Thangavel, Bhagyaraj;
Srinivasan, Sabarathinam;
Kathamuthu, Thamilmaran;
Zhai, Guisheng;
Gunasekaran, Nallappan

Publication type:

Article

Will fintech development increase commercial banks risk-taking? Evidence from China.

Published in:

Electronic Commerce Research, 2024, v. 24, n. 1, p. 37, doi. 10.1007/s10660-022-09538-8

By:

Hu, Debao;
Zhao, Sibo;
Yang, Fujun

Publication type:

Article

Estimating the Needed Volume of Investment in a Public–Private Partnership to Develop a Regional Energy/Freight Transportation Infrastructure.

Published in:

International Journal of Public Administration, 2019, v. 42, n. 15/16, p. 1275, doi. 10.1080/01900692.2019.1652315

By:

Belenky, Alexander S.;
Fedin, Gennady G.;
Kornhauser, Alain L.

Publication type:

Article

Allais' paradox and resource allocation in telecommunication networks.

Published in:

Telecommunication Systems, 2019, v. 70, n. 3, p. 337, doi. 10.1007/s11235-018-0484-7

By:

Ezran, Philippe;
Haddad, Yoram;
Debbah, Mérouane

Publication type:

Article

Understanding the Function of a Social Business Ecosystem.

Published in:

Sustainability (2071-1050), 2022, v. 14, n. 15, p. 9325, doi. 10.3390/su14159325

By:

Cato, Susumu;
Nakamura, Hiroki

Publication type:

Article

Pathwise superreplication via Vovk's outer measure.

Published in:

Finance & Stochastics, 2017, v. 21, n. 4, p. 1141, doi. 10.1007/s00780-017-0338-2

By:

Beiglböck, Mathias;
Cox, Alexander;
Huesmann, Martin;
Perkowski, Nicolas;
Prömel, David

Publication type:

Article

The exact Taylor formula of the implied volatility.

Published in:

Finance & Stochastics, 2017, v. 21, n. 3, p. 661, doi. 10.1007/s00780-017-0330-x

By:

Pagliarani, Stefano;
Pascucci, Andrea

Publication type:

Article

Perturbed Brownian motion and its application to Parisian option pricing.

Published in:

Finance & Stochastics, 2010, v. 14, n. 3, p. 473, doi. 10.1007/s00780-009-0113-0

By:

Dassios, Angelos;
Shanle Wu

Publication type:

Article

A hyperbolic diffusion model for stock prices.

Published in:

Finance & Stochastics, 1997, v. 1, n. 1, p. 25

By:

Bibby, Bo Martin;
Sørensen, Michael

Publication type:

Article

Change and expectations in macroeconomic models: recognizing the limits to knowability.

Published in:

Journal of Economic Methodology, 2013, v. 20, n. 2, p. 118, doi. 10.1080/1350178X.2013.804677

By:

Frydman, Roman;
Goldberg, MichaelD.

Publication type:

Article