This paper develops a volatility formula for option on an asset from an acceleration Lagrangian model and the formula is calibrated with market data. The Black–Scholes model is a simpler case that has a velocity dependent Lagrangian.

The authors investigate the relationship between market transition and work hours in urban China. Regression analysis of data from the 2006 Chinese General Social Survey reveals a negative relationship between economic marketization, measured at the province level, and the likelihood that an...

The recent emergence of GPGPU programming has resulted in a number of very efficient, but ultimately ad-hoc implementations of GPU accelerated simulations of complex systems. Because developing applications for the GPU is still a difficult and time consuming task, efficient GPU parallelizations...

It is usually difficult to reverse engineer a simple rule that exhibits some desirable and interesting behavior. We approach this problem by searching for dimer automaton rules exhibiting a broadly defined behavior, self-organization. We expected the simple and asynchronous nature of dimer...