aDivision of Cardiology, Department of Internal Medicine, Chonnam National University Hospital, Chonnam National University Medical School, Chonnam National University, Gwangju, South Korea bDivision ...
Abstract: Classical models commonly used in practice for option pricing are inefficient under certain conditions. In recent years, with the rapid advancement of artificial intelligence, several ...
Traders on the equities desks at Goldman Sachs and Morgan Stanley were wearing green shoes on Friday, a nod to the “green shoe” over-allotment option, according to people familiar with the matter. The ...
ABSTRACT: This paper develops a fuzzy stochastic volatility framework for pricing and calibrating copper futures contracts under parameter uncertainty. The classical Heston model is extended by ...
Several funds that hold private shares of SpaceX in various capacities have seen an influx of new money in May ahead of an IPO that could arrive this week. Funds tracking the Nasdaq 100, such as the ...
Abstract: The estimation of a mixture of real- and integer-valued parameter vectors appears in different control and signal processing applications. In some particular cases, for instance when dealing ...