Market illiquidity, feedback e ects, presence of transaction costs, risk from unprotected portfolio Note 1: In the title, insert “a” or “the” before “Analytical”? and other nonlinear e ects in PDE-based option pricing models can be described by solutions to the generalized Black–Scholes parabolic equation with a di usion term nonlinearly depending on the option price itself. In this paper, di e...

There is increased talk about using second-life batteries in applications. In first-life applications, the start from new, and a range of life cycle estimation techniques are applied. However, it not clear how should be monitored compared to first batteries. This paper investigated different algorithms applications for estimating forecasting battery cell state health conjunction with capacity c...

This paper uses the generator comparison approach of Stein’s method to analyze gap between steady-state distributions Markov chains and diffusion processes. The “standard” starts with Poisson equation for diffusion, main technical difficulty is obtain bounds on derivatives solution equation, also known as Stein factor bounds. In this we propose starting chain; term prelimit approach. Although o...

this paper has been devoted to apply the reconstruction of variational iteration method (rvim) to handle the systems of integro-differential equations. rvim has been induced with laplace transform from the variational iteration method (vim) which was developed from the inokuti method. actually, rvim overcome to shortcoming of vim method to determine the lagrange multiplier. so that, rvim method...