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  1. 8541

    Viscosity Solutions and American Option Pricing in a Stochastic Volatility Model of the Ornstein-Uhlenbeck Type by Alexandre F. Roch

    Published 2010-01-01
    “…We study the valuation of American-type derivatives in the stochastic volatility model of Barndorff-Nielsen and Shephard (2001). We characterize the value of such derivatives as the unique viscosity solution of an integral-partial differential equation when the payoff function satisfies a Lipschitz condition.…”
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  2. 8542
  3. 8543
  4. 8544
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  6. 8546

    Wear - Sediment Quantity Correlation Model for Preventive Maintenance Scheduling of a Hydroelectric Power Plant by Kleber Zhañay, Cristian Leiva, Erika Pilataxi, William Quitiaquez

    Published 2025-01-01
    “…The result of the correlation statistical model determined the preventive maintenance for improvement conditions of 98 % of the availability in the hydroelectric power plant and is reflected in the reduction of days of no electricity generation. …”
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  7. 8547

    Analysis and Simulation of Intervention Strategies against Bus Bunching by means of an Empirical Agent-Based Model by Wei Liang Quek, Ning Ning Chung, Vee-Liem Saw, Lock Yue Chew

    Published 2021-01-01
    “…In this paper, we propose an empirically based Monte Carlo bus-network (EMB) model as a test bed to simulate intervention strategies to overcome the inefficiencies of bus bunching. …”
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  8. 8548
  9. 8549
  10. 8550

    Modeling a Mechanical Molecular Spring Isolator with High-Static-Low-Dynamic-Stiffness Properties by Zhanyong Li, Qian Chen, Fengshou Gu, Andrew Ball

    Published 2020-01-01
    “…Finally, an experimental prototype was designed to carry out quasi-static and dynamic experiments to verify the stiffness model and the dynamic properties as an HSLDS vibration isolator.…”
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  11. 8551

    Deformation Analysis of Surrounding Rock of Deep Roadway by the Fluid Structure Coupling Model with MIDAS-GTS by Jun Jiang, Zhengmeng Hou, Kepeng Hou, Yongfeng Lu, Huafen Sun, Xiangdong Niu

    Published 2022-01-01
    “…The reference group selects the mean value of the analysis results generated by the analysis model using the preferred nonfluid structure coupling model in the MIDAS-GTS environment. …”
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  12. 8552
  13. 8553

    Contribution of In Vivo and Organotypic 3D Models to Understanding the Role of Macrophages and Neutrophils in the Pathogenesis of Psoriasis by Isabelle Lorthois, Daniel Asselineau, Nathalie Seyler, Roxane Pouliot

    Published 2017-01-01
    “…Current data from animal models and, to a lesser extent, three-dimensional in vitro models have confirmed the interest in leaning towards other immune cell types as a potential new cellular target for the treatment of the disease. …”
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  14. 8554

    MARKA İLETİŞİM YÖNTEMLERİNİN MÜŞTERİ ÜZERİNDEKİ ETKİSİNİ MAKSİMUM DEĞERE ULAŞTIRAN BİR MATEMATİKSEL MODEL by Meltem Öztürk, Selen Gönenç

    Published 2018-11-01
    “…Bu çalışmanın amacımarka değerini geliştirmek isteyen bir işletmenin, marka iletişim yöntemlerininmüşteri üzerindeki etkisini maksimize etmesini sağlayacak bir modeli sunmaktır.Bu kapsamda marka iletişim yöntemlerinin müşteriler üzerindeki etkisi sahaaraştırması ile gerçekleştirilmiş ve bu etkilerin müşteri üzerindeki etkisinimaksimize eden bir matematiksel model geliştirilmiştir. Marka değeri oluşturmakisteyen bir firma için müşteri grupları bazında yatırım yapması gerekeniletişim yöntemi ve yöntem için ayrılan bütçeler matematiksel model ilebelirlenmiştir. …”
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  15. 8555

    Effect of Continuous Feeding of Ayu-Narezushi on Lipid Metabolism in a Mouse Model of Metabolic Syndrome by Takeshi Nishida, Koichi Tsuneyama, Yasuhiko Tago, Koji Nomura, Makoto Fujimoto, Takahiko Nakajima, Akira Noguchi, Takashi Minamisaka, Hideki Hatta, Johji Imura

    Published 2021-01-01
    “…This study aimed to examine the potential beneficial effects of ayu-narezushi and investigated whether ayu-narezushi led to improvements in the Tsumura Suzuki obese diabetes (TSOD) mice model of spontaneous metabolic syndrome because useful LAB are known as probiotics that regulate intestinal function. …”
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  16. 8556

    Threshold Dynamics in a Periodic Three-Patch Rift Valley Fever Virus Transmission Model by Buyu Wen, Zhidong Teng, Wenlin Liu

    Published 2019-01-01
    “…This paper investigates a three-patch Rift Valley fever virus transmission model with periodic coefficients. The basic reproduction number Ri0i=1,2,3 is calculated for the model by using the next infection operator method. …”
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  17. 8557

    Markov Switching Model Analysis of Implied Volatility for Market Indexes with Applications to S&P 500 and DAX by Luca Di Persio, Samuele Vettori

    Published 2014-01-01
    “…Computations are given for a four-state switching model and obtained numerical results are put beside by explanatory graphs which report the outcomes obtained exploiting both smoothing and filtering algorithms used in the estimation/calibration procedures we proposed to infer on the switching model parameters.…”
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  18. 8558

    Dynamical Systems Analysis of a Five-Dimensional Trophic Food Web Model in the Southern Oceans by Scott A. Hadley, Lawrence K. Forbes

    Published 2009-01-01
    “…A theoretical model developed by Stone describing a three-level trophic system in the Ocean is analysed. …”
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  19. 8559

    LSTM-Based Time Series Prediction Model: A Case Study with YFinance Stock Data by Yu Yimiao

    Published 2025-01-01
    “…The goal of this study is to anticipate the time series of stock data that YFinance provides using a Long Short-Term Memory (LSTM) model, with a particular emphasis on the closing prices and daily returns of Apple Inc. …”
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  20. 8560