The Black-Scholes model remains the 2026 gold standard for pricing trillions in derivatives. It uses five key data points: stock price, strike, time, interest rates, and volatility. This math-heavy ...
Abstract: The formation of non-Gaussian random processes by using stochastic differential equations is described. Algorithms for the formation of scalar continuousvalued, vector and discrete processes ...
Abstract: The power system dynamic performance under stochastic continuous disturbances is described using stochastic differential algebraic equations (SDAEs). A critical issue of using the ...
Implementation and extension of Score-Based Generative Modeling through Stochastic Differential Equations (Song++20) and Maximum Likelihood Training of Score-Based Diffusion Models (Song++21) in jax ...
This project implements a Monte Carlo simulation of the Black-Scholes financial model, using both the European and the Asian options. It contains an OpenCL C++ kernel, to be mapped to FPGA via SDAccel ...
A $1 million prize awaits anyone who can show where the math of fluid flow breaks down. With specially trained AI systems, ...
Fruchter, G. (2026) Opportunism in Supply Chain Recommendations: A Dynamic Optimization Approach. Modern Economy, 17, 26-38.
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