Lewis Model Revisited: Option Pricing with Lévy Processes
Sign Up to like & getrecommendations! Published in 2020 at "Bulletin of the Malaysian Mathematical Sciences Society"
DOI: 10.1007/s40840-020-01025-3
Abstract: This paper aims to discuss the mathematical details in Lewis’ model by considering the analyticity and integrability conditions of characteristic functions and payoff functions of contingent claims. In his seminal paper, Lewis shows that it… read more here.
Keywords: lewis model; model; model revisited; option pricing ... See more keywords
The Hourglass Model Revisited
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DOI: 10.1109/mis.2020.2992799
Abstract: Recent developments in the field of AI have fostered multidisciplinary research in various disciplines, including computer science, linguistics, and psychology. Intelligence, in fact, is much more than just IQ: it comprises many other kinds of… read more here.
Keywords: intelligence; emotion categorization; model; model revisited ... See more keywords
"Predator and prey" model revisited - influence of external fluxes and noise
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DOI: 10.37069/1810-3200-2019-16-4-6
Abstract: The well-known predator-prey model is modified in two ways. First, the regular adding or regular deleting of preys or/and predators is considered. The steady-state and stability diagram are found. Second, random fluctuations of the birthrate… read more here.
Keywords: influence external; predator prey; prey model; model revisited ... See more keywords