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Yunkang Du and Zuoliang Xu
In this paper, we recover the European option volatility function σ(t)" role="presentation">??(??)s(t)
s
(
t
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of the underlying asset and the fractional order α" role="presentation" style="position: relative;">??a
a
of the time fra...
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Chang Guo, Demin Li and Xuemin Chen
Analysis of traffic flow signals plays an important role in traffic prediction and management. As an intrinsic property, the singular point of a traffic flow signal labels a new nonsteady status. Therefore, detecting the singular point is an effective ap...
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Edmundas Petrauskas, Petras Rup?ys, Martynas Narmontas, Marius Aleinikovas, Lina Beniu?iene and Benas ?ilinskas
This study examines the performance of 11 tree taper models to predict the diameter of bark at any given height and the total stem volume of eight dominant tree species in the boreal forests of Lithuania. Here, we develop eight new models using stochasti...
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Alex Garivaltis
In this paper, which is the third installment of the author?s trilogy on margin loan pricing, we analyze 1367 monthly observations of the U.S. broker call money rate, e.g., the interest rate at which stockbrokers can borrow to fund their margin loans to ...
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