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Toplam kayıt 4107, listelenen: 161-170
Valuation of the American put option as a free boundary problem through a high-order difference scheme
(De Gruyter Open Ltd, 2021)
Valuation of the American options encountered commonly in finance is quite difficult due to the possibility of early exercise alternatives. Since an exact solution for the American options does not exist, effective numerical ...
Computation of eigenvalues and eigenfunctions of a non-local boundary value problem with retarded argument
(Taylor and Francis Ltd., 2021)
In this study, we proved the simplicity of eigenvalues and obtained asymptotic formulas for eigenvalues and eigenfunctions of second order non-local boundary-value problems with retarded argument. © 2021 Informa UK Limited, ...
Spectrum, trace and nodal points of a sturm-liouville type delayed differential operator with interface conditions
(Rocky Mountain Mathematics Consortium, 2021)
A formula for regularized sums of eigenvalues of a Sturm–Liouville problem with delayed argument at the point of discontinuity is obtained. Moreover, nodal points of the related problem are investigated. © Rocky Mountain ...
Financial Development, Technological Innovation and Income Inequality: Time Series Evidence from Turkey
(Springer Science and Business Media B.V., 2021)
The main aim of the study is to analyze the link between technological innovation and income inequality for Turkey in terms of financial Kuznets curve (FKC) hypothesis. The study uses time-series data from 1987 to 2018. ...
Renewable and non-renewable energy consumption and economic growth in the US: A Markov-Switching VAR analysis
(SAGE Publications Inc., 2021)
We examine the relationship between renewable and non-renewable energy consumption and economic growth in the United States. While the regime-dependent Granger causality test results for the non-renewable energy consumption ...
Bank default indicators with volatility clustering
(Springer Science and Business Media Deutschland GmbH, 2021)
We estimate default measures for US banks using a model capable of handling volatility clustering like those observed during the Global Financial Crisis (GFC). In order to account for the time variation in volatility, we ...
Estimating volatility clustering and variance risk premium effects on bank default indicators
(Springer, 2021)
Default risk increases substantially during financial stress times due to mainly the two reasons: volatility clustering and investors’ desire to protect themselves from such increases in volatility. It manifested in the ...
The impact of oil prices on oil-gas stock returns: A fresh evidence from the covid-affected countries
(Bucharest University of Economic Studies, 2021)
The effects of oil price exposure of oil-gas sectors of the countries largely affected by Covid-19 is analyzed with a time-varying parameter model. Estimation results suggest that market risk of all countries’ oil-gas ...
The effect of pelvic floor exercise program on incontinence and sexual dysfunction in multiple sclerosis patients
(Springer Science and Business Media B.V., 2021)
Purpose: Multiple sclerosis (MS) is a chronic neuroinflammatory disease of the central nervous system that involves different neurological areas. In addition to lower urinary tract symptoms (LUTS), sexual dysfunction (SD), ...
Analysis of predictive and preventive factors for access complications associated with vascular closure devices in complicated endovascular procedures
(Springer Japan, 2021)
Purpose: The main goal is to evaluate the effectiveness of angioseal and starclose vascular closure devices (VCDs) in high-risk patients under intensive anticoagulation who require therapeutic angiographic procedures and ...