Autonomous vehicles (AVs) are expected to operate on Mobility-on-Demand (MoD) platforms because AV technology enables flexible self-relocation and system-optimal coordination. Unlike the existing studies, which focus on MoD with pure AV fleet or conventional vehicles (CVs) fleet, we aim to...

The stochastic-alpha-beta-rho (SABR) model is widely used in fixed income and foreign exchange markets as a benchmark. The underlying process may hit zero with a positive probability and therefore an absorbing boundary at zero should be specified to avoid arbitrage opportunities. However, a...