Nuugulu, S. M.; Gideon, F.; Patidar, K. C. A robust numerical simulation of a fractional Black-Scholes equation for pricing American options. (English) Zbl 07906464 J. Nonlinear Math. Phys. 31, No. 1, Paper No. 40, 26 p. (2024). MSC: 91G60 91G20 PDFBibTeX XMLCite \textit{S. M. Nuugulu} et al., J. Nonlinear Math. Phys. 31, No. 1, Paper No. 40, 26 p. (2024; Zbl 07906464) Full Text: DOI OA License
Coffie, Emmanuel Numerical approximation of a hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay. (English) Zbl 07904966 Stoch. Models 40, No. 3, 583-616 (2024). MSC: 65C30 91G20 60H35 PDFBibTeX XMLCite \textit{E. Coffie}, Stoch. Models 40, No. 3, 583--616 (2024; Zbl 07904966) Full Text: DOI arXiv OA License
Galo-Mendoza, Leandro; López-García, Marcos Boundary controllability for a 1D degenerate parabolic equation with drift, a singular potential, and a Neumann boundary condition. (English) Zbl 07901396 Bol. Soc. Mat. Mex., III. Ser. 30, No. 2, Paper No. 63, 37 p. (2024). MSC: 35K65 30E05 93B05 93B60 PDFBibTeX XMLCite \textit{L. Galo-Mendoza} and \textit{M. López-García}, Bol. Soc. Mat. Mex., III. Ser. 30, No. 2, Paper No. 63, 37 p. (2024; Zbl 07901396) Full Text: DOI arXiv OA License
Lucic, V.; Sepp, A. Valuation and hedging of cryptocurrency inverse options. (English) Zbl 07900982 Quant. Finance 24, No. 7, 851-869 (2024). MSC: 91Gxx PDFBibTeX XMLCite \textit{V. Lucic} and \textit{A. Sepp}, Quant. Finance 24, No. 7, 851--869 (2024; Zbl 07900982) Full Text: DOI
Song, Haiming; Xu, Jingbo; Yang, Jinda; Li, Yutian Primal-dual active set algorithm for valuating American options under regime switching. (English) Zbl 07899550 Numer. Methods Partial Differ. Equations 40, No. 5, Article ID e23104, 19 p. (2024). MSC: 91Gxx 65Mxx 91Bxx PDFBibTeX XMLCite \textit{H. Song} et al., Numer. Methods Partial Differ. Equations 40, No. 5, Article ID e23104, 19 p. (2024; Zbl 07899550) Full Text: DOI
Damircheli, Davood; Razzaghi, Mohsen A wavelet collocation method for fractional Black-Scholes equations by subdiffusive model. (English) Zbl 07899549 Numer. Methods Partial Differ. Equations 40, No. 5, Article ID e23103, 20 p. (2024). MSC: 91Gxx 65Mxx 35Rxx PDFBibTeX XMLCite \textit{D. Damircheli} and \textit{M. Razzaghi}, Numer. Methods Partial Differ. Equations 40, No. 5, Article ID e23103, 20 p. (2024; Zbl 07899549) Full Text: DOI
Wen, Xin; Song, Haiming; Li, Yutian; Gao, Zihan A primal-dual active set approach to the valuation of American options in regime-switching models: numerical solutions and convergence analysis. (English) Zbl 07899235 Comput. Appl. Math. 43, No. 6, Paper No. 345, 24 p. (2024). MSC: 35A35 90A09 65K10 65M12 65M60 PDFBibTeX XMLCite \textit{X. Wen} et al., Comput. Appl. Math. 43, No. 6, Paper No. 345, 24 p. (2024; Zbl 07899235) Full Text: DOI
Ratibenyakool, Yuttana; Neammanee, Kritsana Rate of convergence of trinomial formula to Black-Scholes formula. (English) Zbl 07898551 Stat. Probab. Lett. 213, Article ID 110167, 8 p. (2024). MSC: 60F05 62P05 PDFBibTeX XMLCite \textit{Y. Ratibenyakool} and \textit{K. Neammanee}, Stat. Probab. Lett. 213, Article ID 110167, 8 p. (2024; Zbl 07898551) Full Text: DOI
Dias, José Carlos; Nunes, João Pedro Vidal; Correia da Silva, Fernando Finite maturity caps and floors on continuous flows under the constant elasticity of variance process. (English) Zbl 07895476 Eur. J. Oper. Res. 316, No. 1, 361-385 (2024). MSC: 90Bxx PDFBibTeX XMLCite \textit{J. C. Dias} et al., Eur. J. Oper. Res. 316, No. 1, 361--385 (2024; Zbl 07895476) Full Text: DOI
Gu, Yining; Wang, Yanjun Distributionally robust joint chance-constrained programming with Wasserstein metric. (English) Zbl 07895159 Optim. Methods Softw. 39, No. 1, 134-168 (2024). MSC: 90C15 90C11 90C25 PDFBibTeX XMLCite \textit{Y. Gu} and \textit{Y. Wang}, Optim. Methods Softw. 39, No. 1, 134--168 (2024; Zbl 07895159) Full Text: DOI arXiv
Wang, Song Pricing European call options with interval-valued volatility and interest rate. (English) Zbl 07894925 Appl. Math. Comput. 474, Article ID 128698, 14 p. (2024). MSC: 65K15 91G20 90C70 PDFBibTeX XMLCite \textit{S. Wang}, Appl. Math. Comput. 474, Article ID 128698, 14 p. (2024; Zbl 07894925) Full Text: DOI
Maurya, Vikas; Singh, Ankit; Rajpoot, Manoj K. Implicit-explicit Runge-Kutta methods for pricing financial derivatives in state-dependent regime-switching jump-diffusion models. (English) Zbl 07893831 J. Appl. Math. Comput. 70, No. 2, 1601-1632 (2024). MSC: 91Gxx 65Mxx 60Jxx PDFBibTeX XMLCite \textit{V. Maurya} et al., J. Appl. Math. Comput. 70, No. 2, 1601--1632 (2024; Zbl 07893831) Full Text: DOI
Cherif, Dorsaf; El Mansour, Meriam; Lepinette, Emmanuel A short note on super-hedging an arbitrary number of European options with integer-valued strategies. (English) Zbl 07891548 J. Optim. Theory Appl. 201, No. 3, 1301-1312 (2024). MSC: 60-08 60H30 90-05 91-05 91-10 91G15 PDFBibTeX XMLCite \textit{D. Cherif} et al., J. Optim. Theory Appl. 201, No. 3, 1301--1312 (2024; Zbl 07891548) Full Text: DOI arXiv
Chen, Jiahao; Li, Xiaofei; Shao, Yunze Numerical analysis of fractional order Black-Scholes option pricing model with band equation method. (English) Zbl 07890863 J. Comput. Appl. Math. 451, Article ID 115998, 19 p. (2024). MSC: 91G60 65C05 65R10 65J05 91G20 PDFBibTeX XMLCite \textit{J. Chen} et al., J. Comput. Appl. Math. 451, Article ID 115998, 19 p. (2024; Zbl 07890863) Full Text: DOI
Chau, H.; Kirkby, J. L.; D. H. Nguyen; D. Nguyen; N. Nguyen; T. Nguyen An efficient method to simulate diffusion bridges. (English) Zbl 07889757 Stat. Comput. 34, No. 4, Paper No. 131, 22 p. (2024). MSC: 62-08 60J60 60H10 62M05 PDFBibTeX XMLCite \textit{H. Chau} et al., Stat. Comput. 34, No. 4, Paper No. 131, 22 p. (2024; Zbl 07889757) Full Text: DOI
Niemann, Lars; Schmidt, Thorsten A conditional version of the second fundamental theorem of asset pricing in discrete time. (English) Zbl 07889734 Front. Math. Finance 3, No. 2, 239-269 (2024). MSC: 60G42 91G15 91G30 PDFBibTeX XMLCite \textit{L. Niemann} and \textit{T. Schmidt}, Front. Math. Finance 3, No. 2, 239--269 (2024; Zbl 07889734) Full Text: DOI arXiv
Cretarola, Alessandra; Figà-Talamanca, Gianna; Patacca, Marco Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps. (English) Zbl 07889699 Appl. Stoch. Models Bus. Ind. 40, No. 2, 281-305 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Cretarola} et al., Appl. Stoch. Models Bus. Ind. 40, No. 2, 281--305 (2024; Zbl 07889699) Full Text: DOI OA License
Yimamu, Yilihamujiang; Deng, Zui-Cha; Sam, C. N.; Hon, Y. C. Total variation regularization analysis for inverse volatility option pricing problem. (English) Zbl 07889419 Int. J. Comput. Math. 101, No. 5, 483-511 (2024). MSC: 35R30 49J20 PDFBibTeX XMLCite \textit{Y. Yimamu} et al., Int. J. Comput. Math. 101, No. 5, 483--511 (2024; Zbl 07889419) Full Text: DOI
Li, Qian; Wang, Li Option pricing under jump diffusion model. (English) Zbl 07888218 Stat. Probab. Lett. 211, Article ID 110137, 10 p. (2024). MSC: 91G20 60G51 PDFBibTeX XMLCite \textit{Q. Li} and \textit{L. Wang}, Stat. Probab. Lett. 211, Article ID 110137, 10 p. (2024; Zbl 07888218) Full Text: DOI arXiv
Wu, Fangfang; Zhang, Yi; Wang, Yingying; Zhang, Qi Lattice Boltzmann method for the linear complementarity problem arising from American option pricing. (English) Zbl 07885516 J. Phys. A, Math. Theor. 57, No. 30, Article ID 305201, 17 p. (2024). MSC: 76-XX 91-XX PDFBibTeX XMLCite \textit{F. Wu} et al., J. Phys. A, Math. Theor. 57, No. 30, Article ID 305201, 17 p. (2024; Zbl 07885516) Full Text: DOI
Hwang, Youngjin; Lee, Taehee; Kwak, Soobin; Kang, Seungyoon; Ham, Seokjun; Kim, Junseok Robust and accurate reconstruction of the time-dependent continuous volatility from option prices. (English) Zbl 07884756 Comput. Appl. Math. 43, No. 5, Paper No. 307, 12 p. (2024). MSC: 91G20 35Q91 91G60 65M06 PDFBibTeX XMLCite \textit{Y. Hwang} et al., Comput. Appl. Math. 43, No. 5, Paper No. 307, 12 p. (2024; Zbl 07884756) Full Text: DOI
Gankhuu, Battulga The Merton’s default risk model for private company. (English) Zbl 07882612 J. Ind. Manag. Optim. 20, No. 8, 2541-2569 (2024). MSC: 91G40 91G20 91G10 91G50 PDFBibTeX XMLCite \textit{B. Gankhuu}, J. Ind. Manag. Optim. 20, No. 8, 2541--2569 (2024; Zbl 07882612) Full Text: DOI arXiv
Qin, Kaihua; Ernstberger, Jens; Zhou, Liyi; Jovanovic, Philipp; Gervais, Arthur Mitigating decentralized finance liquidations with reversible call options. (English) Zbl 07882518 Baldimtsi, Foteini (ed.) et al., Financial cryptography and data security. 27th international conference, FC 2023, Bol, Brač, Croatia, May 1–5, 2023. Revised selected papers. Part I. Cham: Springer. Lect. Notes Comput. Sci. 13950, 344-362 (2024). MSC: 91G20 PDFBibTeX XMLCite \textit{K. Qin} et al., Lect. Notes Comput. Sci. 13950, 344--362 (2024; Zbl 07882518) Full Text: DOI arXiv
Hughston, Lane P.; Sánchez-Betancourt, Leandro Valuation of a financial claim contingent on the outcome of a quantum measurement. (English) Zbl 07881354 J. Phys. A, Math. Theor. 57, No. 28, Article ID 285302, 28 p. (2024). MSC: 81-XX 91-XX PDFBibTeX XMLCite \textit{L. P. Hughston} and \textit{L. Sánchez-Betancourt}, J. Phys. A, Math. Theor. 57, No. 28, Article ID 285302, 28 p. (2024; Zbl 07881354) Full Text: DOI arXiv OA License
Akrami, Mohammad Hossein; Poya, Abbas; Zirak, Mohammad Ali Solving the general form of the fractional Black-Scholes with two assets through reconstruction variational iteration method. (English) Zbl 07878047 Results Appl. Math. 22, Article ID 100444, 15 p. (2024). MSC: 26Axx 91Gxx 33Cxx PDFBibTeX XMLCite \textit{M. H. Akrami} et al., Results Appl. Math. 22, Article ID 100444, 15 p. (2024; Zbl 07878047) Full Text: DOI
Ranilla-Cortina, Sandra; Vigo-Aguiar, Jesús Performance enhancement through portfolio optimization of delayed insider information: an analysis and implementation study. (English) Zbl 07876170 J. Comput. Appl. Math. 446, Article ID 115855, 16 p. (2024). MSC: 91G10 91G15 60H30 PDFBibTeX XMLCite \textit{S. Ranilla-Cortina} and \textit{J. Vigo-Aguiar}, J. Comput. Appl. Math. 446, Article ID 115855, 16 p. (2024; Zbl 07876170) Full Text: DOI
Duan, Pingtao; Liu, Yuting; Ma, Zhiming Pricing discrete barrier options under the jump-diffusion model with stochastic volatility and stochastic intensity. (English) Zbl 07873901 Commun. Math. Stat. 12, No. 2, 239-263 (2024). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91G60 65T50 91G20 60J74 PDFBibTeX XMLCite \textit{P. Duan} et al., Commun. Math. Stat. 12, No. 2, 239--263 (2024; Zbl 07873901) Full Text: DOI
Ha, Mijin; Park, Sangmin; Kim, Donghyun; Yoon, Ji-Hun Pricing of timer digital power options based on stochstic volatility. (English) Zbl 07873047 East Asian Math. J. 40, No. 1, 63-74 (2024). MSC: 91G20 35Q91 PDFBibTeX XMLCite \textit{M. Ha} et al., East Asian Math. J. 40, No. 1, 63--74 (2024; Zbl 07873047) Full Text: DOI
Kato, Kensuke; Nakamura, Nobuhiro PDE-based Bayesian inference of CEV dynamics for credit risk in stock prices. (English) Zbl 07872898 Asia-Pac. Financ. Mark. 31, No. 2, 389-421 (2024). MSC: 91G60 65M06 65C05 91G40 35Q91 91G15 PDFBibTeX XMLCite \textit{K. Kato} and \textit{N. Nakamura}, Asia-Pac. Financ. Mark. 31, No. 2, 389--421 (2024; Zbl 07872898) Full Text: DOI
Mamo, Dejen Ketema; Ayele, Enat Agachew; Teklu, Shewafera Wondimagegnhu Modelling and analysis of the impact of corruption on economic growth and unemployment. (English) Zbl 07869164 SN Oper. Res. Forum 5, No. 2, Paper No. 36, 24 p. (2024). MSC: 91B62 91B39 PDFBibTeX XMLCite \textit{D. K. Mamo} et al., SN Oper. Res. Forum 5, No. 2, Paper No. 36, 24 p. (2024; Zbl 07869164) Full Text: DOI
Gankhuu, Battulga Stochastic DDM with regime-switching process. (English) Zbl 07868843 Numer. Algebra Control Optim. 14, No. 2, 339-365 (2024). MSC: 91G20 91G05 91G50 62M10 PDFBibTeX XMLCite \textit{B. Gankhuu}, Numer. Algebra Control Optim. 14, No. 2, 339--365 (2024; Zbl 07868843) Full Text: DOI
Yu, Jicheng Lie symmetry, exact solutions and conservation laws of time fractional Black-Scholes equation derived by the fractional Brownian motion. (English) Zbl 07867618 J. Appl. Anal. 30, No. 1, 137-145 (2024). MSC: 35Q91 91G20 60G22 17B81 35B06 35C05 26A33 35R11 PDFBibTeX XMLCite \textit{J. Yu}, J. Appl. Anal. 30, No. 1, 137--145 (2024; Zbl 07867618) Full Text: DOI
Cannarsa, Piermarco; Doubova, Anna; Yamamoto, Masahiro Reconstruction of degenerate conductivity region for parabolic equations. (English) Zbl 07867313 Inverse Probl. 40, No. 4, Article ID 045033, 30 p. (2024). MSC: 35R30 35K20 35K65 65M32 PDFBibTeX XMLCite \textit{P. Cannarsa} et al., Inverse Probl. 40, No. 4, Article ID 045033, 30 p. (2024; Zbl 07867313) Full Text: DOI arXiv
Andrès, Hervé; Boumezoued, Alexandre; Jourdain, Benjamin Signature-based validation of real-world economic scenarios. (English) Zbl 07866382 ASTIN Bull. 54, No. 2, 410-440 (2024). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{H. Andrès} et al., ASTIN Bull. 54, No. 2, 410--440 (2024; Zbl 07866382) Full Text: DOI arXiv
Ballestra, Luca Vincenzo; D’Innocenzo, Enzo; Guizzardi, Andrea A new bivariate approach for modeling the interaction between stock volatility and interest rate: an application to S&P500 returns and options. (English) Zbl 07865843 Eur. J. Oper. Res. 314, No. 3, 1185-1194 (2024). MSC: 90Bxx PDFBibTeX XMLCite \textit{L. V. Ballestra} et al., Eur. J. Oper. Res. 314, No. 3, 1185--1194 (2024; Zbl 07865843) Full Text: DOI
Aimi, A.; Guardasoni, C. BEM based semi-analytical approach for accurate evaluation of arithmetic Asian barrier options. (English) Zbl 07863383 Comput. Math. Appl. 167, 74-91 (2024). MSC: 91-XX 90-XX PDFBibTeX XMLCite \textit{A. Aimi} and \textit{C. Guardasoni}, Comput. Math. Appl. 167, 74--91 (2024; Zbl 07863383) Full Text: DOI
Nikan, Omid; Avazzadeh, Zakieh; Machado, José A. Tenreiro Localized kernel-based meshless method for pricing financial options underlying fractal transmission system. (English) Zbl 07861195 Math. Methods Appl. Sci. 47, No. 5, 3247-3260 (2024). MSC: 91G20 65L05 PDFBibTeX XMLCite \textit{O. Nikan} et al., Math. Methods Appl. Sci. 47, No. 5, 3247--3260 (2024; Zbl 07861195) Full Text: DOI
Azze, Abel; D’Auria, Bernardo; García-Portugués, Eduardo Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes. (English) Zbl 07860059 Stochastics 96, No. 1, Article ID 2325402, 26 p. (2024). MSC: 91G20 60G40 60G10 35R35 PDFBibTeX XMLCite \textit{A. Azze} et al., Stochastics 96, No. 1, Article ID 2325402, 26 p. (2024; Zbl 07860059) Full Text: DOI arXiv
Deng, Guohe; Liu, Shuai Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate. (English) Zbl 07860045 Int. J. Comput. Math. 101, No. 3, 331-356 (2024). MSC: 91G20 91G30 91G60 PDFBibTeX XMLCite \textit{G. Deng} and \textit{S. Liu}, Int. J. Comput. Math. 101, No. 3, 331--356 (2024; Zbl 07860045) Full Text: DOI
Singh, Ankit; Maurya, Vikas; Rajpoot, Manoj K. Numerical analysis and simulation of European options under liquidity shocks: a coupled semilinear system approach with new IMEX methods. (English) Zbl 07859640 Comput. Math. Appl. 165, 28-38 (2024). MSC: 91-XX 65-XX PDFBibTeX XMLCite \textit{A. Singh} et al., Comput. Math. Appl. 165, 28--38 (2024; Zbl 07859640) Full Text: DOI
Glória, Carlos Miguel; Dias, José Carlos; Cruz, Aricson Pricing levered warrants under the CEV diffusion model. (English) Zbl 1537.91320 Rev. Deriv. Res. 27, No. 1, 55-84 (2024). MSC: 91G20 PDFBibTeX XMLCite \textit{C. M. Glória} et al., Rev. Deriv. Res. 27, No. 1, 55--84 (2024; Zbl 1537.91320) Full Text: DOI OA License
Frau, Carme; Fanelli, Viviana Seasonality in commodity prices: new approaches for pricing plain vanilla options. (English) Zbl 1539.91129 Ann. Oper. Res. 336, No. 1-2, 1089-1131 (2024). MSC: 91G20 91G30 91G60 65T50 PDFBibTeX XMLCite \textit{C. Frau} and \textit{V. Fanelli}, Ann. Oper. Res. 336, No. 1--2, 1089--1131 (2024; Zbl 1539.91129) Full Text: DOI OA License
Carr, Peter; Torricelli, Lorenzo Convex duality in continuous option pricing models. (English) Zbl 1539.91127 Ann. Oper. Res. 336, No. 1-2, 1013-1037 (2024). MSC: 91G20 91G80 PDFBibTeX XMLCite \textit{P. Carr} and \textit{L. Torricelli}, Ann. Oper. Res. 336, No. 1--2, 1013--1037 (2024; Zbl 1539.91127) Full Text: DOI
Kim, Wonjoong; Lee, Jinyoung Chooser options on various underlying options. (English) Zbl 1537.91330 Commun. Korean Math. Soc. 39, No. 2, 535-546 (2024). MSC: 91G20 PDFBibTeX XMLCite \textit{W. Kim} and \textit{J. Lee}, Commun. Korean Math. Soc. 39, No. 2, 535--546 (2024; Zbl 1537.91330) Full Text: DOI
Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, Antoine An expectile computation cookbook. (English) Zbl 1539.62017 Stat. Comput. 34, No. 3, Paper No. 103, 37 p. (2024). MSC: 62-08 62P05 PDFBibTeX XMLCite \textit{A. Daouia} et al., Stat. Comput. 34, No. 3, Paper No. 103, 37 p. (2024; Zbl 1539.62017) Full Text: DOI
Barratt, Shane; Tuck, Jonathan; Boyd, Stephen Convex optimization over risk-neutral probabilities. (English) Zbl 1537.91295 Optim. Eng. 25, No. 1, 283-299 (2024). MSC: 91G15 91G20 90C25 PDFBibTeX XMLCite \textit{S. Barratt} et al., Optim. Eng. 25, No. 1, 283--299 (2024; Zbl 1537.91295) Full Text: DOI arXiv
Djeutcha, Eric; Sadefo Kamdem, Jules Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model. (English) Zbl 07856444 Ann. Oper. Res. 334, No. 1-3, 101-131 (2024). MSC: 60G22 60G18 PDFBibTeX XMLCite \textit{E. Djeutcha} and \textit{J. Sadefo Kamdem}, Ann. Oper. Res. 334, No. 1--3, 101--131 (2024; Zbl 07856444) Full Text: DOI
Bertrand, Philippe Black-Scholes approximation of warrant prices: slight return in a low interest rate environment. (English) Zbl 1537.91311 Ann. Oper. Res. 334, No. 1-3, 83-100 (2024). MSC: 91G20 PDFBibTeX XMLCite \textit{P. Bertrand}, Ann. Oper. Res. 334, No. 1--3, 83--100 (2024; Zbl 1537.91311) Full Text: DOI
Gradojevic, Nikola; Kukolj, Dragan Unlocking the black box: non-parametric option pricing before and during COVID-19. (English) Zbl 1537.91321 Ann. Oper. Res. 334, No. 1-3, 59-82 (2024). MSC: 91G20 68T07 PDFBibTeX XMLCite \textit{N. Gradojevic} and \textit{D. Kukolj}, Ann. Oper. Res. 334, No. 1--3, 59--82 (2024; Zbl 1537.91321) Full Text: DOI
Kim, Soohan; Yun, Seok-Bae; Bae, Hyeong-Ohk; Lee, Muhyun; Hong, Youngjoon Physics-informed convolutional transformer for predicting volatility surface. (English) Zbl 1537.91328 Quant. Finance 24, No. 2, 203-220 (2024). MSC: 91G20 68T07 PDFBibTeX XMLCite \textit{S. Kim} et al., Quant. Finance 24, No. 2, 203--220 (2024; Zbl 1537.91328) Full Text: DOI arXiv
Zaevski, Tsvetelin S. On the American style futures contracts. (English) Zbl 07855549 Croat. Oper. Res. Rev. (CRORR) 15, No. 1, 39-50 (2024). MSC: 90Cxx PDFBibTeX XMLCite \textit{T. S. Zaevski}, Croat. Oper. Res. Rev. (CRORR) 15, No. 1, 39--50 (2024; Zbl 07855549) Full Text: DOI
Maciak, Matúš; Vitali, Sebastiano Using interpolated implied volatility for analysing exogenous market changes. (English) Zbl 07848239 Comput. Manag. Sci. 21, Paper No. 25, 21 p. (2024). MSC: 90Bxx PDFBibTeX XMLCite \textit{M. Maciak} and \textit{S. Vitali}, Comput. Manag. Sci. 21, Paper No. 25, 21 p. (2024; Zbl 07848239) Full Text: DOI OA License
Zaevski, Tsvetelin S. On some generalized American style derivatives. (English) Zbl 07846882 Comput. Appl. Math. 43, No. 3, Paper No. 115, 29 p. (2024). MSC: 35R35 35Q91 60G44 91G20 PDFBibTeX XMLCite \textit{T. S. Zaevski}, Comput. Appl. Math. 43, No. 3, Paper No. 115, 29 p. (2024; Zbl 07846882) Full Text: DOI
Feng, Jun; Lai, Shaoyong; Zhou, Liting Investigations to the optimal derivative-based investment and proportional reinsurance strategies. (English) Zbl 07846701 J. Ind. Manag. Optim. 20, No. 5, 1802-1822 (2024). MSC: 91G10 93E20 91B05 91B42 PDFBibTeX XMLCite \textit{J. Feng} et al., J. Ind. Manag. Optim. 20, No. 5, 1802--1822 (2024; Zbl 07846701) Full Text: DOI
Njike Leunga, Charles Guy; Hainaut, Donatien Affine Heston model style with self-exciting jumps and long memory. (English) Zbl 1539.91134 Ann. Finance 20, No. 1, 1-43 (2024). MSC: 91G20 91B70 60G55 PDFBibTeX XMLCite \textit{C. G. Njike Leunga} and \textit{D. Hainaut}, Ann. Finance 20, No. 1, 1--43 (2024; Zbl 1539.91134) Full Text: DOI
Hong, Song-Yu; Zhang, Hao-Min; Lu, Yuan-Qiao; Jiang, Yuan-Ying A closed-form pricing formula for European options under a multi-factor nonlinear stochastic volatility model with regime-switching. (English) Zbl 1536.91334 Japan J. Ind. Appl. Math. 41, No. 2, 1079-1095 (2024). MSC: 91G20 PDFBibTeX XMLCite \textit{S.-Y. Hong} et al., Japan J. Ind. Appl. Math. 41, No. 2, 1079--1095 (2024; Zbl 1536.91334) Full Text: DOI
Brigo, Damiano; Graceffa, Federico; Kalinin, Alexander Mild to classical solutions for XVA equations under stochastic volatility. (English) Zbl 1536.91329 SIAM J. Financ. Math. 15, No. 1, 215-254 (2024). MSC: 91G20 60G40 60H30 35K58 PDFBibTeX XMLCite \textit{D. Brigo} et al., SIAM J. Financ. Math. 15, No. 1, 215--254 (2024; Zbl 1536.91329) Full Text: DOI arXiv
Long, Da; Mrvaljević, Nicole; Zhe, Shandian; Hosseini, Bamdad A kernel framework for learning differential equations and their solution operators. (English) Zbl 07842147 Physica D 460, Article ID 134095, 12 p. (2024). MSC: 65N99 65M99 68T07 68Q32 46E22 60G15 35A15 35R60 35R10 65L10 65L60 65N30 PDFBibTeX XMLCite \textit{D. Long} et al., Physica D 460, Article ID 134095, 12 p. (2024; Zbl 07842147) Full Text: DOI
Kim, Takwon; Park, Jinwan; Yoon, Ji-Hun; Lee, Ki-Ahm Pricing vulnerable options in fractional Brownian markets: a partial differential equations approach. (English) Zbl 1537.91329 Fract. Calc. Appl. Anal. 27, No. 1, 247-280 (2024). MSC: 91G20 60G22 60H15 60H05 60H30 PDFBibTeX XMLCite \textit{T. Kim} et al., Fract. Calc. Appl. Anal. 27, No. 1, 247--280 (2024; Zbl 1537.91329) Full Text: DOI
Wang, Guoliang; Song, Siyong; Zhang, Yande Stabilization of stochastic systems with sampled-state feedback controllers. (English) Zbl 1536.93969 Inf. Sci. 662, Article ID 120244, 18 p. (2024). MSC: 93E15 93D15 93C05 PDFBibTeX XMLCite \textit{G. Wang} et al., Inf. Sci. 662, Article ID 120244, 18 p. (2024; Zbl 1536.93969) Full Text: DOI
Chen, Yong Convergence analysis of an IMEX scheme for an integro-differential equation with inexact boundary arising in option pricing with stochastic intensity jumps. (English) Zbl 07839865 Comput. Math. Appl. 161, 63-77 (2024). MSC: 65-XX 91-XX PDFBibTeX XMLCite \textit{Y. Chen}, Comput. Math. Appl. 161, 63--77 (2024; Zbl 07839865) Full Text: DOI
Junike, Gero On the number of terms in the COS method for European option pricing. (English) Zbl 07839432 Numer. Math. 156, No. 2, 533-564 (2024). MSC: 65D30 91B24 65T40 PDFBibTeX XMLCite \textit{G. Junike}, Numer. Math. 156, No. 2, 533--564 (2024; Zbl 07839432) Full Text: DOI arXiv OA License
Chatterjee, Bihan; Goswami, Anindya; Overbeck, Ludger Locally risk minimizing pricing of Asian option in a semi-Markov modulated market. (English) Zbl 07834392 Stochastic Anal. Appl. 42, No. 2, 451-474 (2024). Reviewer: Tamás Mátrai (Edinburgh) MSC: 91G20 35Q91 60K15 PDFBibTeX XMLCite \textit{B. Chatterjee} et al., Stochastic Anal. Appl. 42, No. 2, 451--474 (2024; Zbl 07834392) Full Text: DOI
Černá, Dana; Fiňková, Kateřina Option pricing under multifactor Black-Scholes model using orthogonal spline wavelets. (English) Zbl 07833543 Math. Comput. Simul. 220, 309-340 (2024). MSC: 91G60 65N30 65T60 91G20 PDFBibTeX XMLCite \textit{D. Černá} and \textit{K. Fiňková}, Math. Comput. Simul. 220, 309--340 (2024; Zbl 07833543) Full Text: DOI arXiv
Maurya, Vikas; Singh, Ankit; Yadav, Vivek S.; Rajpoot, Manoj K. Efficient pricing of options in jump-diffusion models: novel implicit-explicit methods for numerical valuation. (English) Zbl 07833476 Math. Comput. Simul. 217, 202-225 (2024). MSC: 91G60 65L06 65M06 65M12 91G20 PDFBibTeX XMLCite \textit{V. Maurya} et al., Math. Comput. Simul. 217, 202--225 (2024; Zbl 07833476) Full Text: DOI
Lin, Sha; Lin, Xuanmeng; He, Xin-Jiang Analytically pricing European options with a two-factor Stein-Stein model. (English) Zbl 1536.91335 J. Comput. Appl. Math. 440, Article ID 115662, 15 p. (2024). MSC: 91G20 PDFBibTeX XMLCite \textit{S. Lin} et al., J. Comput. Appl. Math. 440, Article ID 115662, 15 p. (2024; Zbl 1536.91335) Full Text: DOI
Liu, Kefan; Zhang, Jichao; Yang, Yueting Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment. (English) Zbl 1533.60082 Commun. Nonlinear Sci. Numer. Simul. 133, Article ID 107955, 13 p. (2024). MSC: 60H07 60G22 91G20 PDFBibTeX XMLCite \textit{K. Liu} et al., Commun. Nonlinear Sci. Numer. Simul. 133, Article ID 107955, 13 p. (2024; Zbl 1533.60082) Full Text: DOI
Mikulevičius, Remigijus; Zhang, Changyong Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures. (English) Zbl 1534.60091 J. Theor. Probab. 37, No. 1, 43-80 (2024). MSC: 60H35 60H10 65C30 60H15 PDFBibTeX XMLCite \textit{R. Mikulevičius} and \textit{C. Zhang}, J. Theor. Probab. 37, No. 1, 43--80 (2024; Zbl 1534.60091) Full Text: DOI OA License
Mao, Mengli; Tian, Hongjiong; Wang, Wansheng A variable step-size extrapolated Crank-Nicolson method for option pricing under stochastic volatility model with jump. (English) Zbl 1536.91349 Math. Methods Appl. Sci. 47, No. 2, 762-781 (2024). MSC: 91G60 65M06 65M12 91G20 PDFBibTeX XMLCite \textit{M. Mao} et al., Math. Methods Appl. Sci. 47, No. 2, 762--781 (2024; Zbl 1536.91349) Full Text: DOI
Chaudhuri, Shomesh E.; Lo, Andrew W. Financially adaptive clinical trials via option pricing analysis. (English) Zbl 07822329 J. Econom. 240, No. 2, Article ID 105026, 11 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. E. Chaudhuri} and \textit{A. W. Lo}, J. Econom. 240, No. 2, Article ID 105026, 11 p. (2024; Zbl 07822329) Full Text: DOI
Szymanski, Grégoire Optimal estimation of the rough Hurst parameter in additive noise. (English) Zbl 07812501 Stochastic Processes Appl. 170, Article ID 104302, 26 p. (2024). MSC: 62F12 62M09 62M10 62M15 PDFBibTeX XMLCite \textit{G. Szymanski}, Stochastic Processes Appl. 170, Article ID 104302, 26 p. (2024; Zbl 07812501) Full Text: DOI arXiv OA License
Coffie, Emmanuel Strong approximation of a two-factor stochastic volatility model under local Lipschitz condition. (English) Zbl 1534.91165 Monte Carlo Methods Appl. 30, No. 1, 55-72 (2024). MSC: 91G30 65C05 91G60 PDFBibTeX XMLCite \textit{E. Coffie}, Monte Carlo Methods Appl. 30, No. 1, 55--72 (2024; Zbl 1534.91165) Full Text: DOI
Halidias, Nikolaos Option pricing: examples and open problems. (English) Zbl 07812412 Monte Carlo Methods Appl. 30, No. 1, 1-17 (2024). Reviewer: Claudio Fontana (Paris) MSC: 91G20 PDFBibTeX XMLCite \textit{N. Halidias}, Monte Carlo Methods Appl. 30, No. 1, 1--17 (2024; Zbl 07812412) Full Text: DOI
Zhang, Zhenzhong; Wang, Xiaofeng; Tong, Jinying; Zhou, Tiandao; Qin, Zhenjiang Some explicit expressions for GBM with Markovian switching and parameter estimations. (English) Zbl 07808589 Commun. Stat., Theory Methods 53, No. 3, 1091-1121 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{Z. Zhang} et al., Commun. Stat., Theory Methods 53, No. 3, 1091--1121 (2024; Zbl 07808589) Full Text: DOI
Kallestrup-Lamb, Malene; Søgaard Laursen, Nicolai Longevity hedge effectiveness using socioeconomic indices. (English) Zbl 1532.91094 Insur. Math. Econ. 114, 242-251 (2024). MSC: 91G05 91D20 PDFBibTeX XMLCite \textit{M. Kallestrup-Lamb} and \textit{N. Søgaard Laursen}, Insur. Math. Econ. 114, 242--251 (2024; Zbl 1532.91094) Full Text: DOI OA License
Utkarsh, Utkarsh; Churavy, Valentin; Ma, Yingbo; Besard, Tim; Srisuma, Prakitr; Gymnich, Tim; Gerlach, Adam R.; Edelman, Alan; Barbastathis, George; Braatz, Richard D.; Rackauckas, Christopher Automated translation and accelerated solving of differential equations on multiple GPU platforms. (English) Zbl 1539.65077 Comput. Methods Appl. Mech. Eng. 419, Article ID 116591, 28 p. (2024). MSC: 65L05 65L06 65Y05 PDFBibTeX XMLCite \textit{U. Utkarsh} et al., Comput. Methods Appl. Mech. Eng. 419, Article ID 116591, 28 p. (2024; Zbl 1539.65077) Full Text: DOI arXiv
He, Taoshun; Chen, Yong Pricing European options under stochastic looping contagion risk model. (English) Zbl 1532.35453 Japan J. Ind. Appl. Math. 41, No. 1, 585-608 (2024). Reviewer: Rodica Luca (Iaşi) MSC: 35Q91 35R35 91G20 91G60 91G80 65C05 65M06 65N06 65M12 35R60 PDFBibTeX XMLCite \textit{T. He} and \textit{Y. Chen}, Japan J. Ind. Appl. Math. 41, No. 1, 585--608 (2024; Zbl 1532.35453) Full Text: DOI
Becker, Sebastian; Jentzen, Arnulf; Müller, Marvin S.; von Wurstemberger, Philippe Learning the random variables in Monte Carlo simulations with stochastic gradient descent: machine learning for parametric PDEs and financial derivative pricing. (English) Zbl 1531.91272 Math. Finance 34, No. 1, 90-150 (2024). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91G60 65C05 65C30 91G20 PDFBibTeX XMLCite \textit{S. Becker} et al., Math. Finance 34, No. 1, 90--150 (2024; Zbl 1531.91272) Full Text: DOI arXiv OA License
An, Xingyu; Wang, Qingxia (Jenny); Liu, Fawang; Anh, Vo V.; Turner, Ian W. Parameter estimation for time-fractional Black-Scholes equation with S&P 500 index option. (English) Zbl 1530.91609 Numer. Algorithms 95, No. 1, 1-30 (2024). MSC: 91G60 65M06 91G20 PDFBibTeX XMLCite \textit{X. An} et al., Numer. Algorithms 95, No. 1, 1--30 (2024; Zbl 1530.91609) Full Text: DOI OA License
Buckner, Dean; Dowd, Kevin; Hulley, Hardy Arbitrage problems with reflected geometric Brownian motion. (English) Zbl 1530.91544 Finance Stoch. 28, No. 1, 1-26 (2024). MSC: 91G15 60J70 PDFBibTeX XMLCite \textit{D. Buckner} et al., Finance Stoch. 28, No. 1, 1--26 (2024; Zbl 1530.91544) Full Text: DOI arXiv OA License
Ha, Mijin; Kim, Donghyun; Yoon, Ji-Hun Valuing of timer path-dependent options. (English) Zbl 07764065 Math. Comput. Simul. 215, 208-227 (2024). MSC: 91G20 60H30 91G60 PDFBibTeX XMLCite \textit{M. Ha} et al., Math. Comput. Simul. 215, 208--227 (2024; Zbl 07764065) Full Text: DOI
Lim, Hyuncheul; Lee, Sungchul \(\ell_1\)-constrained implied transition densities. (English) Zbl 1528.91079 J. Comput. Appl. Math. 437, Article ID 115487, 17 p. (2024). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91G60 65C35 65D07 91G20 PDFBibTeX XMLCite \textit{H. Lim} and \textit{S. Lee}, J. Comput. Appl. Math. 437, Article ID 115487, 17 p. (2024; Zbl 1528.91079) Full Text: DOI
Huang, Cunxin; Song, Haiming; Yang, Jinda; Zhou, Bocheng Error analysis of finite difference scheme for American option pricing under regime-switching with jumps. (English) Zbl 1528.91078 J. Comput. Appl. Math. 437, Article ID 115484, 20 p. (2024). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91G60 65M06 65M12 91G20 60G40 PDFBibTeX XMLCite \textit{C. Huang} et al., J. Comput. Appl. Math. 437, Article ID 115484, 20 p. (2024; Zbl 1528.91078) Full Text: DOI
Kim, Inyoung; Kim, Takwon; Lee, Ki-Ahm; Yoon, Ji-Hun New approach and analysis of the generalized constant elasticity of variance model. (English) Zbl 07889613 Appl. Stoch. Models Bus. Ind. 39, No. 1, 114-155 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{I. Kim} et al., Appl. Stoch. Models Bus. Ind. 39, No. 1, 114--155 (2023; Zbl 07889613) Full Text: DOI
Shah, Tejal B.; Sharma, Jaita P. Numerical schemes for Black-Scholes equation with error dynamics. (English) Zbl 07884002 Electron. J. Math. Anal. Appl. 11, No. 2, Paper No. 13, 14 p. (2023). MSC: 33E20 PDFBibTeX XMLCite \textit{T. B. Shah} and \textit{J. P. Sharma}, Electron. J. Math. Anal. Appl. 11, No. 2, Paper No. 13, 14 p. (2023; Zbl 07884002) Full Text: DOI
Boire, François-Michel; Reesor, R. Mark; Stentoft, Lars Lower bounds for American option prices with control variates. (English) Zbl 07865907 Oper. Res. Lett. 51, No. 6, 568-574 (2023). MSC: 90-XX PDFBibTeX XMLCite \textit{F.-M. Boire} et al., Oper. Res. Lett. 51, No. 6, 568--574 (2023; Zbl 07865907) Full Text: DOI
Luo, Pengfei; Tan, Yingxian; Yang, Jinqiang; Yao, Yanming Underinvestment and optimal capital structure under environmental constraints. (English) Zbl 07865851 J. Econ. Dyn. Control 157, Article ID 104761, 25 p. (2023). MSC: 91-XX PDFBibTeX XMLCite \textit{P. Luo} et al., J. Econ. Dyn. Control 157, Article ID 104761, 25 p. (2023; Zbl 07865851) Full Text: DOI
Malek, R. About the valuation of American option under Black-Scholes model: a numerical study. (English) Zbl 07863560 Moroccan J. Pure Appl. Anal. 9, No. 1, 75-85 (2023). MSC: 80M10 65N30 91G80 PDFBibTeX XMLCite \textit{R. Malek}, Moroccan J. Pure Appl. Anal. 9, No. 1, 75--85 (2023; Zbl 07863560) Full Text: DOI OA License
Yadrikhinskiĭ, Khristofor Vasil’evich; Fedorov, Vladimir Evgen’evich On linear-autonomous symmetries of Guéant-Pu fractional model. (Russian. English summary) Zbl 07863378 Ufim. Mat. Zh. 15, No. 4, 110-123 (2023); translation in Ufa Math. J. 15, No. 4, 112-125 (2023). MSC: 35B06 35R11 26A33 58J70 PDFBibTeX XMLCite \textit{K. V. Yadrikhinskiĭ} and \textit{V. E. Fedorov}, Ufim. Mat. Zh. 15, No. 4, 110--123 (2023; Zbl 07863378); translation in Ufa Math. J. 15, No. 4, 112--125 (2023) Full Text: DOI MNR
Gankhuu, Battulga Rainbow options with MS-VAR process. (English) Zbl 1539.91130 Mong. Math. J. 24, 1-16 (2023). MSC: 91G20 PDFBibTeX XMLCite \textit{B. Gankhuu}, Mong. Math. J. 24, 1--16 (2023; Zbl 1539.91130) Full Text: DOI arXiv
Ma, Y.; Sam, C. N.; Hon, Jeffrey M. H. Generalized finite integration method with Volterra operator for pricing multi-asset barrier option. (English) Zbl 1537.91357 Eng. Anal. Bound. Elem. 155, 850-860 (2023). MSC: 91G60 65R20 91G20 PDFBibTeX XMLCite \textit{Y. Ma} et al., Eng. Anal. Bound. Elem. 155, 850--860 (2023; Zbl 1537.91357) Full Text: DOI
Rogosin, Sergei; Karpiyenya, Maria Fractional models for analysis of economic risks. (English) Zbl 1537.91070 Fract. Calc. Appl. Anal. 26, No. 6, 2602-2617 (2023). MSC: 91B05 26A33 34A08 35R11 60G22 PDFBibTeX XMLCite \textit{S. Rogosin} and \textit{M. Karpiyenya}, Fract. Calc. Appl. Anal. 26, No. 6, 2602--2617 (2023; Zbl 1537.91070) Full Text: DOI
Sepp, Artur; Rakhmonov, Parviz Log-normal stochastic volatility model with quadratic drift. (English) Zbl 1536.91337 Int. J. Theor. Appl. Finance 26, No. 8, Article ID 2450003, 63 p. (2023). MSC: 91G20 35R60 PDFBibTeX XMLCite \textit{A. Sepp} and \textit{P. Rakhmonov}, Int. J. Theor. Appl. Finance 26, No. 8, Article ID 2450003, 63 p. (2023; Zbl 1536.91337) Full Text: DOI
Jarmouni, Brahim; Hjiaj, Hassane An existence result for two-dimensional parabolic integro-differential equations involving CEV model. (English) Zbl 07836915 Moroccan J. Pure Appl. Anal. 9, No. 3, 365-377 (2023). MSC: 60H15 60J74 47G20 PDFBibTeX XMLCite \textit{B. Jarmouni} and \textit{H. Hjiaj}, Moroccan J. Pure Appl. Anal. 9, No. 3, 365--377 (2023; Zbl 07836915) Full Text: DOI OA License
Wu, David; Jaimungal, Sebastian Robust risk-aware option hedging. (English) Zbl 1536.91339 Appl. Math. Finance 30, No. 3, 153-174 (2023). MSC: 91G20 68T05 PDFBibTeX XMLCite \textit{D. Wu} and \textit{S. Jaimungal}, Appl. Math. Finance 30, No. 3, 153--174 (2023; Zbl 1536.91339) Full Text: DOI arXiv OA License
Bayad, Siham; El Hajaji, Abdelmajid; Hilal, Khalid Valuing option under double Heston jump-diffusion model with stochastic interest rate and approximative fractional Brownian motion. (English) Zbl 07826966 Melliani, Said (ed.) et al., Recent advances in fuzzy sets theory, fractional calculus, dynamic systems and optimization. Contributions based on the presentations at the international conference on partial differential equations and applications, modeling and simulation, Beni Mellal, Morocco, from June 1–2, 2021. Cham: Springer. Lect. Notes Netw. Syst. 476, 393-403 (2023). MSC: 91G20 91G30 60G22 60H30 PDFBibTeX XMLCite \textit{S. Bayad} et al., Lect. Notes Netw. Syst. 476, 393--403 (2023; Zbl 07826966) Full Text: DOI
Kouaiba, Ghizlane; Goni, Ali Malloum; Doghmi, Ahmed; Mentagui, Driss Pricing and hedging of swaptions: setting up a pricer of interest rate swaptions. (English) Zbl 1539.91132 Melliani, Said (ed.) et al., Recent advances in fuzzy sets theory, fractional calculus, dynamic systems and optimization. Contributions based on the presentations at the international conference on partial differential equations and applications, modeling and simulation, Beni Mellal, Morocco, from June 1–2, 2021. Cham: Springer. Lect. Notes Netw. Syst. 476, 228-239 (2023). MSC: 91G20 91G30 PDFBibTeX XMLCite \textit{G. Kouaiba} et al., Lect. Notes Netw. Syst. 476, 228--239 (2023; Zbl 1539.91132) Full Text: DOI
Han, Y.; Zheng, X. Approximate pricing of derivatives under fractional stochastic volatility model. (English) Zbl 1536.91333 ANZIAM J. 65, No. 3, 229-247 (2023). MSC: 91G20 60G22 PDFBibTeX XMLCite \textit{Y. Han} and \textit{X. Zheng}, ANZIAM J. 65, No. 3, 229--247 (2023; Zbl 1536.91333) Full Text: DOI arXiv
Matic, Jovanka Lili; Packham, Natalie; Härdle, Wolfgang Karl Hedging cryptocurrency options. (English) Zbl 1533.91467 Rev. Deriv. Res. 26, No. 1, 91-133 (2023). MSC: 91G20 PDFBibTeX XMLCite \textit{J. L. Matic} et al., Rev. Deriv. Res. 26, No. 1, 91--133 (2023; Zbl 1533.91467) Full Text: DOI arXiv OA License
Wang, Ming-Kai; Wang, Cheng; Yin, Jun-Feng A second-order ADI method for pricing options under fractional regime-switching models. (English) Zbl 1533.91498 Netw. Heterog. Media 18, No. 2, 647-663 (2023). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91G60 65M06 26A33 91G20 PDFBibTeX XMLCite \textit{M.-K. Wang} et al., Netw. Heterog. Media 18, No. 2, 647--663 (2023; Zbl 1533.91498) Full Text: DOI