|
|
|
|
|
Allan Jonathan da Silva, Jack Baczynski and José Valentim Machado Vicente
We introduce a novel stochastically correlated two-factor (i.e., bivariate) diffusion process under the square-root format, for which we analytically obtain the corresponding solutions for the conditional moment-generating functions and conditional chara...
ver más
|
|
|
|
|
|
|
|
|
|
|
Marco Di Francesco and Kevin Kamm
In this paper, we propose a new exogenous model to address the problem of negative interest rates that preserves the analytical tractability of the original Cox?Ingersoll?Ross (CIR) model with a perfect fit to the observed term-structure. We use the diff...
ver más
|
|
|
|
|
|
|
|
|
|
|
Kejing Zhao, Jinliang Zhang and Qing Liu
The reasonable pricing of options can effectively help investors avoid risks and obtain benefits, which plays a very important role in the stability of the financial market. The traditional single option pricing model often fails to meet the ideal expect...
ver más
|
|
|
|
|
|
|
|
|
|
|
Habib Hussain Zuberi, Songzuo Liu, Muhammad Bilal, Ayman Alharbi, Amar Jaffar, Syed Agha Hussnain Mohsan, Abdulaziz Miyajan and Mohsin Abrar Khan
The excavation of the ocean has led to the submersion of numerous autonomous vehicles and sensors. Hence, there is a growing need for multi-user underwater acoustic communication. On the other hand, due to the limited bandwidth of the underwater acoustic...
ver más
|
|
|
|
|
|
|
|
|
|
|
Shota Toriyama, Shoma Hasegawa, Jens Kirchner, Georg Fischer and Daisuke Anzai
Molecular communication is a promising communication technology that uses biomolecules such as proteins and ions to establish a communication link between nanoscale devices. In diffusive molecular communication, which uses diffusion characteristics of tr...
ver más
|
|
|
|
|
|
|
|
|
|
|
Fong-Zuo Lee, Jihn-Sung Lai and Tetsuya Sumi
Sustainable water resources of reservoirs depend on preserving the valuable storage capacity. Sediment management is a crucial task in reservoir operations. Extreme floods caused by typhoon events have brought a massive amount of sediments from the water...
ver más
|
|
|
|
|
|
|
|
|
|
|
Tianwa Zhou, Pute Wu, Shikun Sun, Xiaolei Li, Yubao Wang and Xiaobo Luan
Water shortage is a limiting factor for agricultural production in China, and climate change will affect agricultural water use. Studying the effects of climate change on crop irrigation requirement (CIR) would help to tackle climate change, from both fo...
ver más
|
|
|
|
|
|