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Towards a generalization of Dupire's equation for several assets
(Academic Press Inc Elsevier Science, 2009-07)
We pose the problem of generalizing Dupire’s equation for the price of call options on a basket of underlying assets. We present an analogue of Dupire’s equation that holds in the case of several underlying assets provided ...
Solutions to Integro-differential Problems Arising on Pricing Options in a Lévy Market
(Springer, 2012-02)
We study an integro-differential parabolic problem arising in Financial Mathematics. Under suitable conditions, we prove the existence of solutions for a multi-asset case in a general domain using the method of upper ...
A Blockchain integration supporting the Transaction of Assets in Multi-Agent Systems
(2019)
Nossos dispositivos ficam mais inteligentes e conectados a cada dia. Conforme estes dispositivos começam a atuar de maneira autônoma em nosso mundo real, existe a necessidade de que estes dispositivos o façam de maneira ...
An R Package for Bayesian analysis of multi-environment and multi-trait multi-environment data for genome-based prediction
(Genetics Society of America, 2019)
A genomic bayesian multi-trait and multi-environment model
(Genetics Society of America, 2017)
Multi-trait genomic-enabled prediction enhances accuracy in multi-year wheat breeding trials
(Genetics Society of America, 2021)
An economic-environmental asset planning in electric distribution networks considering carbon emission trading and demand response
(2020-04-01)
Initiatives such as government programs and investment in low-carbon technologies have been adopted to mitigate the carbon emissions in the electricity sector. These initiatives have resulted in new challenges in the power ...