Gao, Ya; Zhang, Guangquan; Lu, Jie; Wee, Hui-Ming(Springer New York LLC, 2011)
With rapid technological innovation and strong competition in hi-tech industries such as computer and communication organizations, the upstream component price and the downstream product cost usually decline significantly ...
We characterize a class of probabilistic choice models where the choice probabilities depend on two scales, one with a value for each available option and the other with a value for the set of available options. Then, we ...
Cheridito, Patrick; Nikeghbali, Ashkan; Platen, Eckhard(Society for Industrial and Applied Mathematics, 2012)
We propose a general framework for studying last passage times, suprema, and drawdowns of a large class of continuous-time stochastic processes. Our approach is based on processes of class Sigma and the more general concept ...
Wood, L. N; D'Souza, S. M(New Zealand Mathematical Society, 2003)
Research into tertiary students' first year experience in Australia
has focused on the extent to which students adapt to university and their levels
of satisfaction, how students adjust to the larger social setting, and ...
This paper considers a modified constant elasticity of variance (MCEV) model. This model uses the familiar constant elasticity of variance form for the volatility of the growth optimal portfolio (GOP) in a continuous market. ...
Many business situations such as events, products and services, are often described in a hierarchical structure. When we use case-based reasoning (CBR) techniques to support business decision-making, we require a ...
This paper contains observations, conjectures and open questions concerning two finite sums that involve Fibonacci and Lucas numbers. Certain authors have become aware of the contents of this 9hitherto unpublished) manuscript ...
This paper establishes a continuous-time stochastic asset pricing model in a speculative financial market with fundamentalists and chartists by introducing a noisy fundamental price. By application of stochastic bifurcation ...
This paper introduces a new class of numerical schemes for the pathwise approximation of solutions of stochastic differential equations (SDEs). The proposed family of strong predictor-corrector Euler methods are designed ...
Let tau(n) denote the number of positive divisors of a natural number n > 1 and let sigma( n) denote their sum. Then n is superharmonic if sigma(n) vertical bar n(k)tau(n) for some positive integer k. We deduce numerous ...