Указанные профилактические мероприятия необходимо выполнять последовательно.
Использование этих двух доступных медицинских препаратов безопасно и может быть …

Exponential Lévy processes provide a natural and tractable generalization of the classic
Black–Scholes–Merton model which account for several stylized features of financial …

This paper concerns an optimal stopping problem driven by the running maximum of a
spectrally negative Lévy process X. More precisely, we are interested in capped versions of …

Oral mucositis is a common complication of intensive cancer chemotherapy and
radiotherapy. Olive leaf extract was investigated through microbiological, experimental …

1.1 Background In the field of Computational Finance, efficient numerical methods are
required to rapidly price complex contracts and calibrate financial models. Whereas the …

We construct a new approximate method for pricing barrier options and CDSs. In many
cases, prices of barrier options and CDS of maturities T≥ 1 years, at the log-distance 0.1 …

We consider risk‐averse investors with different levels of anxiety about asset price
drawdowns. The latter is defined as the distance of the current price away from its best …

In this paper, we explore the features of a structural credit risk model wherein the firm value
is driven by normal tempered stable (NTS) process belonging to the larger class of Lévy …

We present a general framework for the estimation of corporate default based on a firm's
capital structure, when its assets are assumed to follow a pure jump Lévy processes; this …