A direct solution method for pricing options involving the maximum process
Sign Up to like & getrecommendations! Published in 2017 at "Finance and Stochastics"
DOI: 10.1007/s00780-017-0343-5
Abstract: One often encounters options involving not only the stock price, but also its running maximum. We provide, in a fairly general setting, explicit solutions for optimal stopping problems concerned with a diffusion process and its… read more here.
Keywords: process; solution method; options involving; direct solution ... See more keywords
A Direct-solution Fuzzy Collaborative Intelligence Approach for Yield Forecasting in Semiconductor Manufacturing
Sign Up to like & getrecommendations! Published in 2018 at "Procedia Manufacturing"
DOI: 10.1016/j.promfg.2018.10.021
Abstract: Abstract Yield forecasting is a critical task to every semiconductor manufacturer. However, the existing methods for yield forecasting often deal with the logarithmic or log-sigmoid value, rather than the original value, of yield. To resolve… read more here.
Keywords: yield forecasting; collaborative intelligence; fuzzy collaborative; yield ... See more keywords
Direct solution of uncertain bratu initial value problem
Sign Up to like & getrecommendations! Published in 2019 at "International Journal of Electrical and Computer Engineering"
DOI: 10.11591/ijece.v9i6.pp5075-5083
Abstract: In this paper, an approximate analytical solution for solving the fuzzy Bratu equation based on variation iteration method (VIM) is analyzed and modified without needed of any discretization by taking the benefits of fuzzy set… read more here.
Keywords: bratu initial; solution uncertain; initial value; uncertain bratu ... See more keywords