Search Results - subject:"Diffusion Models"

INNOVATION AND CREATIVITY SUPPORT VIA CHANCE DISCOVERY, GENETIC ALGORITHMS, AND DATA MINING

LLORÀ, XAVIER; GOLDBERG, DAVID E.; OHSAWA, YUKIO; … - In: New Mathematics and Natural Computation (NMNC) 02 (2006) 01, pp. 85-100

Creativity protocols and methodologies tend to be time consuming if applied manually. This paper presents how information technologies can support innovation and creativity for collaborative scenario creation and discussion. The fusion of change discovery, genetics algorithms, data mining, and...

Persistent link: https://www.econbiz.de/10004977617

Research on Innovation: A Review and Agenda for

Hauser, John; Tellis, Gerard J.; Griffin, Abbie - In: Marketing Science 25 (2006) 6, pp. 687-717

Innovation is one of the most important issues in business research today. It has been studied in many independent research traditions. Our understanding and study of innovation can benefit from an integrative review of these research traditions. In so doing, we identify 16 topics relevant to...

Persistent link: https://www.econbiz.de/10008787810

Integro-differential equations for option prices in exponential Lévy models

Cont, Rama; Voltchkova, Ekaterina - In: Finance and Stochastics 9 (2005) 3, pp. 299-325

We explore the precise link between option prices in exponential Lévy models and the related partial integro-differential equations (PIDEs) in the case of European options and options with single or double barriers. We first discuss the conditions under which options prices are classical...

Persistent link: https://www.econbiz.de/10005390696

Financial price fluctuations in a stock market model with many interacting agents

Horst, Ulrich - In: Economic Theory 25 (2005) 4, pp. 917-932

equilibrium, and provide a microeconomic foundation for the use of diffusion models in the analysis of financial price …

Persistent link: https://www.econbiz.de/10005596630

High-Yield Bond Diffusion in the United States, the United Kingdom, and the Euro Area

Bondt, Gabe; Ibáñez, David - In: Journal of Financial Services Research 27 (2005) 2, pp. 163-181

Persistent link: https://www.econbiz.de/10005716032

Si and GaAs mobility derived from a hydrodynamical model for semiconductors based on the maximum entropy principle

Mascali, G.; Romano, V. - In: Physica A: Statistical Mechanics and its Applications 352 (2005) 2, pp. 459-476

Consistent hydrodynamical models for electron transport in Si and GaAs semiconductors, free of any fitting parameter, have been formulated in (Cont. Mech. Thermodyn. 11 (1999) 307; Contemp. Mech. Thermodyn. 12 (1999) 31; Contemp. Mech. Thermodyn. 14 (2002) 405; COMPEL (to appear)) on the basis of the...

Persistent link: https://www.econbiz.de/10010588707

Consistency Problems for Jump-diffusion Models

Bayraktar, Erhan; Chen, Li; Poor, H. Vincent - In: Applied Mathematical Finance 12 (2005) 2, pp. 101-119

In this paper consistency problems for multi-factor jump-diffusion models, where the jump parts follow multivariate … point processes are examined. First the gap between jump-diffusion models and generalized Heath-Jarrow-Morton (HJM) models … jump-diffusion models is derived. Then a cause is considered in which the forward rate curve has a separable structure, and …

Persistent link: https://www.econbiz.de/10009279080

Symmetry analysis and exact invariant solutions for the drift–diffusion model of semiconductors

Romano, V; Sellier, J.M; Torrisi, M - In: Physica A: Statistical Mechanics and its Applications 341 (2004) C, pp. 62-72

The symmetry classification of the drift–diffusion models for semiconductors is performed. Reduced systems and examples …

Persistent link: https://www.econbiz.de/10010590840

Difusión de Innovaciones Hospitalarias

CARMONA MARTÍNEZ, Mª DE LAS M.; GÓMEZ GARCÍA, J. - In: Estudios de Economía Aplicada 21 (2003) Abril, pp. 53-72

de reducir los costes de sus actividades y aumentar su eficiencia. Innovation Diffusion models have been traditionally …

Persistent link: https://www.econbiz.de/10005814469

Consistency Problems For Jump-Diffusion Models

Chen, Li; Bayraktar, Erhan; Poor, H. Vincent - EconWPA - 2003

In this paper we examine a consistency problem for a multi-factor jump diffusion model. First we bridge a gap between a jump-diffusion model and a generalized Heath-Jarrow-Morton (HJM) model, and bring a multi- factor jump-diffusion model into the HJM framework. By applying the drift condition...

Persistent link: https://www.econbiz.de/10005561570