GI-M2NICA - Congresos, conferencias, etc.: Envíos recentes
Mostrando ítems 6-10 de 19
-
XVA for American options with two stochastic factors: modelling, mathematical analysis and numerical methods
(Universidad de Oviedo, Servicio de Publicaciones, 2021)[Abstract]: In this work, we derive new linear and nonlinear partial differential equations (PDEs) models for pricing American options and total value adjustment in the presence of counterparty risk. Moreover, stochastic ... -
Pricing TARN options with a stochastic local volatility model
(Universidad de Oviedo, Servicio de Publicaciones, 2021)[Abstract]: Target Accumulation Redemption Notes (TARNs) are financial derivatives which give their holders the right to receive periodic coupons until the accumulated sum of those ones reaches an agreed target. In this ... -
A hybrid numerical approach to quantify directivity patterns using phaseless hydroacoustic data
(European Acoustics Association, 2023)[Abstract]: Hydroacoustic transducers have been used profusely in monitoring activities in coastal and oceanic marine environments for fishery purposes and the health evaluation of the seabed and its related biological ... -
Feedback control of stochastic gene switches using PIDE models
(Elsevier, 2022)[Abstract]: Achieving control of gene regulatory circuits is one of the goals of synthetic biology, as a way to regulate cellular functions for useful purposes (in biomedical, environmental or industrial applications). The ... -
First passage times as a measure of hysteresis in stochastic gene regulatory circuits
(Elsevier, 2022)[Abstract]: In the context of phenotype switching and cell fate determination, numerousexperimental studies report hysteresis, despite the fact that the (forward) Chemical Master Equation governing the inherently stochastic ...