Research Articleposted 2024-09-10 13:49:01
Estimating Probability Distribution for the Random Time Variable in the Continuous Compounding Formula: Implication to Time Value of Money in Investment Decisions
Christian Akrong Hesse, Dominic Buer Boyetey, Eunice Stella Nyarko, Albert Ayi Ashiagbor
Under Review
at
Research Articleposted 2024-08-27 18:23:19
A Mathematical Investigation into the Interconnected Dynamics of Closeness and Breastfeeding Patterns
A. Manickam, K. Murugeswari, Somenath Chakraborty, Saurav Mallik
Under Review
at
Research Articleposted 2024-07-29 08:10:05
Generative-discriminative machine learning models for high-frequency financial regime classification
Andreas KOUKORINIS, Gareth W. PETERS, Guido GERMANO
Published
at
Research Articleposted 2024-07-18 10:30:00
On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures
Zhangting Chen, Dongya Cheng
Published
at
Research Articleposted 2023-12-12 09:31:46
A Stationary Proportional Hazard Class Process and its Applications
Debasis Kundu
Published
at
Research Articleposted 2023-11-22 06:17:23
A cyclic random motion in $\mathbb{R}^3$ driven by geometric counting processes
Antonella Iuliano, Gabriella Verasani
Published
at
Research Articleposted 2023-11-14 16:19:09
Pricing and hedging contingent claims by entropy segmentation and Fenchel duality
José L. Vilar-Zanón, Barbara Rogo
Published
at
Research Articleposted 2023-10-20 15:07:34
Mean-field Libor market model and valuation of long term guarantees
Florian Gach, Simon Hochgerner, Eva Kienbacher, Gabriel Schachinger
Published
at
Research Articleposted 2023-10-12 06:03:16
How many digits are needed?
Ira Herbst, Jesper Møller, Anne Marie Svane
Published
at
Research Articleposted 2023-09-28 17:15:35
An analysis of least squares regression and neural networks approximation for the pricing of swing options
Christian Yeo
Under Review
at