Search Results - subject:"Laplace transform"

A novel fractional order model for analyzing counterterrorism operations and mitigating extremism

Mohammad, Mutaz; Baba, Isa Abdullahi; Hincal, Evren; … - 2025

This study examines the profound impact of terrorism on individuals and society by developing a fractional-order mathematical model to analyze and enhance counterterrorism efforts. The model accounts for the persistent and complex nature of extremist behavior, particularly emphasizing the...

Persistent link: https://www.econbiz.de/10015420493

A modified wild bootstrap procedure for Laplace transforms of volatility

Hounyo, Ulrich; Liu, Zhi; Varneskov, Rasmus Tangsgaard - In: Economics letters 247 (2025), pp. 1-3

Persistent link: https://www.econbiz.de/10015461729

Fundamental valuation of patents in continuous time : a Note

Hariharan, Akila; Prabha, Megana; Srinivasan, Naveen; … - 2025

Persistent link: https://www.econbiz.de/10015463174

Affine feedforward stochastic (AFS) neural network

Gouriéroux, Christian; Monfort, Alain - 2025

Persistent link: https://www.econbiz.de/10015466943

Bootstrapping laplace transforms of volatility

Hounyo, Ulrich; Liu, Zhi; Varneskov, Rasmus Tangsgaard - In: Quantitative Economics 14 (2023) 3, pp. 1059-1103

This paper studies inference for the realized Laplace transform (RLT) of volatility in a fixed-span setting using … bootstrap inference achieves second-order asymptotic refinements. Moreover, we provide new Laplace transform-based estimators of …

Persistent link: https://www.econbiz.de/10014536973

Perishable inventories with random input: a unifying survey with extensions

Boxma, Onno; Perry, David; Stadje, Wolfgang - In: Annals of Operations Research 332 (2023) 1, pp. 1069-1105

This paper is devoted to the theory of perishable inventory systems. In such systems items arrive and stay ‘on the shelf’ until they are either taken by a demand or become outdated. Our aim is to survey, extend and enrich the probabilistic analysis of a large class of such systems. A...

Persistent link: https://www.econbiz.de/10015402119

Bootstrapping laplace transforms of volatility

Hounyo, Ulrich; Liu, Zhi; Varneskov, Rasmus Tangsgaard - In: Quantitative economics : QE ; journal of the … 14 (2023) 3, pp. 1059-1103

This paper studies inference for the realized Laplace transform (RLT) of volatility in a fixed‐span setting using … bootstrap inference achieves second‐order asymptotic refinements. Moreover, we provide new Laplace transform‐based estimators of …

Persistent link: https://www.econbiz.de/10014362565

Some stochastic orders over an interval with applications

Kanellopoulos, Lazaros - In: Risks : open access journal 11 (2023) 9, pp. 1-14

In this article, we study stochastic orders over an interval. Mainly, we focus on orders related to the Laplace … transform. The results are then applied to obtain a bound for heavy-tailed distributions and are illustrated by some examples …

Persistent link: https://www.econbiz.de/10014375227

A new fractional mathematical model to study the impact of vaccination on COVID-19 outbreaks

Shyamsunder; Bhatter, S.; Jangid, K.; Abidemi, A.; … - 2023

This study proposes a new fractional mathematical model to study the impact of vaccination on COVID-19 outbreaks by categorizing infected people into non-vaccinated, first dose-vaccinated, and second dose-vaccinated groups and exploring the transmission dynamics of the disease outbreaks. We...

Persistent link: https://www.econbiz.de/10014337160

Pricing vulnerable options with variance gamma systematic and idiosyncratic factors by Laplace transform inversion

Guo, Fenglong - In: The journal of futures markets 45 (2025) 1, pp. 47-76

Persistent link: https://www.econbiz.de/10015376388