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Pricing Option with Stochastic Interest Rates and Transaction Costs in Fractional Brownian Markets
Published 2018-01-01“…By the means of the hedging and replicating techniques, the new equations satisfied by zero-coupon bond and the nonlinear equation obeyed by European option are established in succession. Pricing formulas are derived by the variable substitution and the classical solution of the heat conduction equation. …”
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Surrogate-based model parameter optimization in simulations of the West African monsoon
Published 2025-01-01“…The problem is approached in two distinct ways: (1) optimization of 15 designated QoIs, such as the latitude and magnitude of the African rain belt or African easterly jet, using existing surrogate models and (2) optimization of twelve 2D meteorological output fields, such as precipitation, cloud cover, and pressure, using new surrogate models that employ principal component analysis. …”
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HIDRA3: a deep-learning model for multipoint ensemble sea level forecasting in the presence of tide gauge sensor failures
Published 2025-02-01“…Results show that HIDRA3 outperforms HIDRA2 and the Mediterranean basin Nucleus for European Modelling of the Ocean (NEMO) setup of the Copernicus Marine Environment Monitoring Service (CMEMS) by <span class="inline-formula">∼</span> 15 % and <span class="inline-formula">∼</span> 13 % mean absolute error (MAE) reductions at high SSH values, creating a solid new state of the art. …”
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Atmospheric oxidation of 1,3-butadiene: influence of seed aerosol acidity and relative humidity on SOA composition and the production of air toxic compounds
Published 2025-01-01“…To determine the contribution of 13BD products to ambient aerosol, we analyzed PM<span class="inline-formula"><sub>2.5</sub></span> samples collected at three European monitoring stations located in Poland. …”
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Discourse of University: Knowledge in the Era of Contemporary Forms of Capitalism Development
Published 2021-04-01Get full text
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Pricing Vulnerable Options in the Bifractional Brownian Environment with Jumps
Published 2021-01-01Get full text
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Type III procollagen peptide level can indicate liver dysfunction associated with volume overload in acute heart failure
Published 2022-06-01“…The patients were divided into three groups according to their quartile (Q) serum P3P level: low‐P3P (Q1, P3P ≤ 0.6 U/mL), mid‐P3P (Q2/Q3, 0.6 < P3P <1.2 U/mL), and high‐P3P (Q4, P3P ≥ 1.2 U/mL). …”
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The effect of intellectual capital and strategic leadership on organizational citizenship behavior with the moderating role of employees' professional ethics
Published 2024-05-01“…The statistical population of the research was the employees of the General Department of Education of Kermanshah province, and the sample size was determined using the Cochran formula of 304 people. A simple random sampling method was chosen. …”
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Electrophoretic patterns of gliadin as markers of genotypes in the analysis of the durum wheat landrace Kubanka
Published 2020-12-01“…Group I is typical for the European part of Russia as well as for Kazakhstan and Kyrgyzstan. …”
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