Buscar recursos académicos

I use a new technique to derive a closed-form solution for the price of a European call option on an asset with stochastic volatility. The model allows arbitrary correlation between volatility and spotasset returns. I in...

Kinetic data for the radicals H⋅ and ⋅OH in aqueous solution,and the corresponding radical anions, ⋅O− and eaq−, have been critically pulse radiolysis, flash photolysis and other methods. Rate constants for ove...

Evolutionary algorithms (EAs) are often well-suited for optimization problems involving several, often conflicting objectives. Since 1985, various evolutionary approaches to multiobjective optimization have been develope...

This critical review shows the basis of photocatalytic water splitting and experimental points, and surveys heterogeneous photocatalyst materials for water splitting into H2 and O2, and H2 or O2 evolution from an aqueous...

Previous article Next article An Algorithm for Least-Squares Estimation of Nonlinear ParametersDonald W. MarquardtDonald W. Marquardthttps://doi.org/10.1137/0111030PDFPDF PLUSBibTexSections ToolsAdd to favoritesExport Ci...

One of the problems which has plagued those attempting to predict the behavior of capital markets is the absence of a body of positive microeconomic theory dealing with conditions of risk. Although many useful insights c...

Finite systems of deterministic ordinary nonlinear differential equations may be designed to represent forced dissipative hydrodynamic flow. Solutions of these equations can be identified with trajectories in phase space...