Research ArticleOpen accessEvery word in the titleAn Approximate Formula of European Option for Fractional Stochastic Volatility Jump-Diffusion ModelP. Sattayatham, A. IntarasitProblem statement: We presented option pricing when the stock prices follows a jumpdiffusion model and their stochastic volatility follows a fractional stochastic volatility model. This proposed model exhibits the a memory of a stochastic volatility model that is not expressed in the classical stochastic volatility model. Approach: We introduce an approximated method to fractional stochastic volatility model perturbed by the … …Journal of Mathematics and Statistics, Vol. 7, Issue 3 · 27 Jul 2011 · 7,964 accessesView PDFCite
Research ArticleOpen accessIn the keywordsOn the Valuation of Currency Options in Stressed MarketsAbdulnasser Hatemi-J, Youssef El-KhatibThe current article handles the valuation of currency options in the market that is suffering from a financial crisis. The standard formulas for this purpose do not perform accurately. European foreign currency exchange options for both the call and the put versions are dealt with. It is assumed that the value of the underlying asset is a stochastic process that … …Journal of Mathematics and Statistics, Vol. 17, Issue 1 · 24 Dec 2021 · 6,499 accessesView PDFCite
Research ArticleOpen accessIn the keywordsWhat Characterises the Nordic Welfare State ModelBent GreveThis article presents the main distinctive characteristics of the Nordic welfare states. These include, for example, full employment, high degree of equality, a high level of taxes and a high level of public spending on welfare. The article further presents data, which enables the reader to a comparison with welfare states in Europe and to analyse whether we are witnessing … …Journal of Social Sciences, Vol. 3, Issue 2 · 30 Jun 2007 · 17,049 accessesView PDFCite
Review ArticleOpen accessIn the abstractThe Impact of Di-2-Ethylhexyl Phthalate (DEHP) in Focus on the Reproductive System and Toxicity in Rat or Mammalian ModelVenkataramanaiah Poli, Srinivasulu Reddy MotireddyAbsalan, F., Saremy, S., Mansouri, E., Moghadam, M. T., Moghadam, A. R. E., & Razie, G. (2016). Effects of Mono-(2-Ethylhexyl) Phthalate and Di-(2-Ethylhexyl) Phthalate Administrations on Oocyte Meiotic Maturation, Apoptosis and Gene Quantification in Mouse Model. Cell Journal, 18(4), 503–513. https://doi.org/10.22074/cellj.2016.4717 Acevedo‐Rodriguez, A., Kauffman, A. S., Cherrington, B. D., Borges, C. S., Roepke, T. A., & Laconi, M. (2018). Emerging … …American Journal of Pharmacology and Toxicology, Vol. 19, Issue 1 · 6 Jun 2024 · 12,990 accessesView PDFCite
Research ArticleOpen accessIn the abstractSemSimp: A Parametric Method for Evaluating the Semantic Similarity of Digital ResourcesAntonio De Nicola, Anna Formica, Ida Mele, Francesco TaglinoAbioui, H., Idarrou, A., Bouzit, A., & Mammass, D. (2018). Towards a Novel and Generic Approach for OWL Ontology Weighting. Procedia Computer Science, 127, 426–435. https://doi.org/10.1016/j.procs.2018.01.140 Adhikari, A., Dutta, B., Dutta, A., Mondal, D., & Singh, S. (2018). An intrinsic information content-based semantic similarity measure considering the disjoint common subsumers of concepts of an ontology. Journal of the Association for … …Journal of Computer Science, Vol. 20, Issue 8 · 27 May 2024 · 5,773 accessesView PDFCite
Research ArticleOpen accessIn the abstractMetabolic Potential Versus Genome SizeAtanas Todorov Atanasov, Dimitar Todorov ValevAlberch, P. (1983). Development and Evolution: Embryos, Genes, and Evolution. The Developmental-Genetic Basis of Evolutionary Change. Science, 221(4607), 257–258. https://doi.org/10.1126/science.221.4607.257 Andrews, C. B., Mackenzie, S. A., & Gregory, T. R. (2009). Genome size and wing parameters in passerine birds. Proceedings of the Royal Society B, 276(1654), 55–61. https://doi.org/10.1098/rspb.2008.1012 Atanasov, A. T. (2005). The linear alometric relationship between total metabolic energy … …Physics International, Vol. 13, Issue 1 · 15 Jun 2022 · 7,229 accessesView PDFCite
Research ArticleOpen accessIn the abstractOn the Sensitivity of a Dynamic Measure of Financial InequalityGuglielmo D’Amico, Stefania Scocchera, Loriano StorchiIn the present work, we investigate the sensitivity of the dynamic Theil index computed under a Markov reward model with respect to structured perturbations affecting the underlying Markov process. The model is applied to the sovereign credit spread evolution as a proxy for financial risk, which are driven by the sovereign credit rating dynamic. The introduction of such perturbations allows … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 25 Oct 2019 · 7,264 accessesView PDFCite
Review ArticleOpen accessIn the abstractChina Launches Its First Passenger AircraftRelly Victoria Virgil PetrescuC919, the passenger plane developed by China within a national project, was successfully launched at the inauguration of its flight. After a series of long delays, this is only the first step by which China is trying to penetrate the international aviation market. C919, developed and produced by Aircraft Corp. or COMAC in brief, was initially scheduled to be prepared … …Journal of Aircraft and Spacecraft Technology, Vol. 3, Issue 1 · 12 Apr 2019 · 6,885 accessesView PDFCite
Research ArticleOpen accessIn the abstractStructural Performance of Double Laminated Glass Panels with EVA and PVB Interlayer in Four-Point Bending TestsTomáš Hána, Martina Eliášová, Zdeněk SokolMany examples of glass loadbearing structures such as handrails, panes, beams and columns can be found in modern architecture. Most of these elements are made of laminated glass panels. There is a general lack of knowledge about the transfer of shear forces between the glass plies in perpendicularly-loaded laminated panels. This transfer depends significantly on the stiffness of the polymeric … …International Journal of Structural Glass and Advanced Materials Research, Vol. 2, Issue 1 · 14 Aug 2018 · 13,274 accessesView PDFCite