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Contagion risks and security investment in directed networks

Authors : Hamed Amini

Subjects: Vertex (graph theory); Statistics and Probability; History

Source: Mathematics and Financial Economics. 17:247-283

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A compound Poisson EOQ model for perishable items with intermittent high and low demand periods

Authors : Onno Boxma; Wolfgang Stadje; D. Perry ...

Subjects: Exponential distribution; Unsatisfied demands; 0211 other engineering and technologies

Source: Annals of Operations Research, 317(2), 439-459. Springer

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How to compute invariant manifolds and their reduced dynamics in high-dimensional finite element models

Authors : George Haller; Shobhit Jain

Subjects: FOS: Computer and information sciences; Lyapunov function; Dynamical systems theory

Source: Nonlinear Dynamics, 107 (2)

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Coalition-proof stable networks

Authors : Vincent Vannetelbosch; Chenghong Luo; Ana Mauleon ...

Subjects: Computer Science::Computer Science and Game Theory; Existential quantification; Stability (learning theory)

Source: Review of Economic Design, Vol. 26, p. 185-209 (2022)

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An Analytical Approximation Formula for Barrier Option Prices Under the Heston Model

Authors : Sha Lin; Xin-Jiang He

Subjects: Current time; symbols.namesake; Fourier transform

Source: Computational Economics. 60:1413-1425

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A novel p-harmonic descent approach applied to fluid dynamic shape optimization

Authors : Martin Siebenborn; Michael Hinze; Klaus Deckelnick

Subjects: FOS: Computer and information sciences; Control and Optimization; Computation

Source: Technische Universität HamburgStructural and Multidisciplinary Optimization 64 (6): 3489-3503 (2021)

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Bayesian inversion for unified ductile phase-field fracture

Authors : Thomas Wick; Fadi Aldakheel; Peter Wriggers

Subjects: FOS: Computer and information sciences; Mathematics, Interdisciplinary Applications; Technology

Source: Computational mechanics : solids, fluids, engineered materials, aging infrastructure, molecular dynamics, heat transfer, manufacturing processes, optimization, fracture & integrity 68 (2021), Nr. 4

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Optimal portfolios in the presence of stress scenarios A worst-case approach

Authors : Lukas Müller; Ralf Korn

Subjects: Statistics and Probability; Mathematical optimization; Computer science

Source: Mathematics and Financial Economics. 16:153-185

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A spline hazard model for current expected credit losses

Authors : Dror Parnes

Subjects: Economics and Econometrics; 050208 finance; Current (mathematics)

Source: Journal of Financial Economic Policy. 14:283-316

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International cooperation on financial market regulation

Authors : Harry Gölz; Michael Abendschein

Subjects: Economics and Econometrics; Non-cooperative game; 050208 finance

Source: International Economics and Economic Policy. 18:787-824

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