Liquidity plays an important role in financial markets, especially during a financial crisis.
New Basel III regulatory framework highlights the importance of liquidity risk management …

American options require numerical methods, namely lattice models, to provide accurate
price estimates. The computations can become expensive when more than one state variable …

We investigate a jump‐diffusion process, which is a mixture of an O‐U process used by
Vasicek (1977) and a compound Poisson jump process, for the term structure of interest rates. …

This paper studies the distribution and conditional heteroscedasticity in stock returns on the
Taiwan stock market. Apart from the normal distribution, in order to explain the leptokurtosis …

For oil and gas industrial applications, materials of deep downhole drilling components are
required to possess tensile strength over 1400 MPa at room temperature. The present study …

This work investigates the thermal expansion behaviors of Fe 30 Co 30 Ni 30 Cr 10-x Mn x
High Entropy Alloys (HEAs) (x = 0, 5, 10 at.%) from 400 K to 1200 K. Interestingly, comparing …

This paper examines the Ornstein–Uhlenbeck (O–U) process used by Vasicek, J. Financial
Econ. 5 (1977) 177, and a jump-diffusion process used by Baz and Das, J. Fixed Income (…

Establishing floating photovoltaic (FPV) systems on aquaculture ponds can reduce demand
for land use and affects food and solar energy production. This study investigated the water …

Electrochemical sensing has been widely applied to a variety of applications involving disease
diagnosis due to its ability to measure targets directly, fast response, and high accuracy …

Full article: Helicobacter pylori neutrophil-activating protein induces release of histamine
and interleukin-6 through G protein-mediated MAPKs and PI3K/Akt pathways in HMC-1 cells …