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Now showing items 11-20 of 27
The Discrete Beverton-Holt Model with Periodic Harvesting in a Periodically Fluctuating Environment
(Springer, 2010)
We investigate the effect of constant and periodic harvesting on the Beverton-Holt model in a periodically fluctuating environment. We show that in a periodically fluctuating environment, periodic harvesting gives a better ...
On 1-absorbing primary ideals of commutative rings
(World Scientific, 2019-04-30)
Let R be a commutative ring with nonzero identity. In this paper, we introduce the concept of 1-absorbing primary ideals in commutative rings. A proper ideal I of R is called a 1-absorbing primary ideal of R if whenever ...
A Market Efficiency Comparison of Islamic and Non-Islamic Stock Indices
(Taylor & Francis Online, 2015)
This article examines the martingale difference hypothesis (MDH) and the random walk hypothesis (RWH) for nine conventional and nine Islamic stock indices: Asia-Pacific, Canadian, Developed Country, Emerging, European, ...
Market Efficiency of Floating Exchange Rate Systems: Some Evidence from Pacific-Asian Countries
(Elsevier, 2011)
This paper examines the random walk hypothesis (RWH) and the martingale difference hypothesis (MDH) for the Australian dollar and five Asian emerging currencies relative to three benchmark currencies. We use Wright’s (2000) ...
A robust method to retrieve option implied risk neutral densities for defaultable assets
(Inderscience Publishers, 2016)
Risk neutral densities recovered from option prices can be used to infer market participants' expectations of future stock returns and are a vital tool for pricing illiquid exotic options. Although there is a broad literature ...
On weakly 2-absorbing ideals of commutative rings
(University of Houston, 2013)
Let R be a commutative ring with identity 1 not equal to 0. In this paper, we introduce the concept of a weakly 2-absorbing ideal. A proper ideal I of R is called a weakly 2-absorbing ideal of R if whenever abc is not equal ...
Path Independence of Exotic Options and Convergence of Binomial Approximations
(Infopro Digital Risk (IP), 2019)
The analysis of the convergence of tree methods for pricing barrier and lookback options has been the subject of numerous publications aiming at describing, quantifying, and improving the slow and oscillatory convergence ...
Control of cardiac alternans by mechanical and electrical feedback
(American Physical Society, 2014)
A persistent alternation in the cardiac action potential duration has been linked to the onset of ventricular arrhythmia, which may lead to sudden cardiac death. A coupling between these cardiac alternans and the intracellular ...
Modeling and simulation of hypothermia effects on cardiac electrical dynamics
(Public Library of Science, 2019)
Previous experimental evidence has shown the effect of temperature on the action potential duration (APD). It has also been demonstrated that regional cooling of the heart can prolong the APD and promote the termination ...