How can I compute a Skorohod integral numerically?

04 September 2014 0 4K Report

While computing the Greeks in finance for stochastic volatility models, I ended up with a Skorohod integral. The problem is, how can i solve this integral numerically?

Badges
Science topic

More Bilgi Yilmaz's questions See All

In the cerenkov.mac file of GEANT4 optical examples, can we change the scintillator and PMT material from LXe to NaI?

In the optical examples of GEANT4, specifically in the cerenkov.mac file where the LXe geometry is defined, is it possible to change the geometry and material of the scintillator and PMTs from LXe...

08 May 2024 7,236 0 View

Concentrating exosome for Western-Blotting?

Hello, I have isolated extracellular vesicles from a cell culture using the Exosome isolation kit. However, the western blot results did not show up because the concentration was only 0.2 ug/ul. I...

15 February 2024 8,378 4 View

(SSR marker) I used the same pair of primers and observed different band patterns in PCR. What is the reason for this?

In the SSR method, I used the same pair of primers (forward and reverse) in two different individuals, but I observed different band patterns in PCR.

05 February 2024 3,438 2 View

What is the reason for the changes in the band despite the use of the same SSR primer in both genotypes?

Genetic Engineering. Assuming that there were no errors during the process.

03 February 2024 2,832 0 View

After which processes can mRNAs obtained as a result of gene expression be sequenced?

Genetic Engineering. Sequence. mRNA sequence.

03 February 2024 1,375 2 View

What is the technical difference of CAPS and SCAR markers in genetic engineering?

Genetic Engineering. Markers.

03 February 2024 4,012 0 View

Why are 2 different restriction enzymes used when preparing genome libraries?

Genome library. Restriction Enzymes. Genetic engineering.

03 February 2024 5,429 2 View

Problems on Plant Based Protein Hydrolysis With Enzymes?

Dear All, I want to kindly ask a question about enzymatic hydrolysis of plant based proteins. We have proteases as Flavourzyme and we hydrolyze pea and wheat mixed protein. We construct a process...

01 October 2023 1,029 1 View

How can I detect different tones of the same colour that are very close to each other by image processing?

How can I detect different tones of the same colour that are very close to each other by image processing? I want to get the position of each tone in the flow.

13 August 2023 7,609 0 View

Why does DEA frontier find the efficiency of all DMUs 1?

I calculate the efficiency of public transportation vehicles via the DEA method and I use DEA frontier. It calculates the efficiency of all DMUs as 1. Can anyone identify what the problem is and...

05 June 2023 1,542 3 View

How can I prepare virus for a TEM or SEM imaging?

I have virus (viral hemorrhagic septicemia virus) in suspension and the experiment will not involve cells. What level of TCID50 is preferred?

11 August 2024 3,115 1 View

Handling Missing Data and Building a Predictive Model with Incomplete Information ?

I am developing a predictive model for a water supply network that involves 20 influencing points. However, I only have historical data for 10 out of these 20 points. I would like to know how to...

10 August 2024 4,005 2 View

Is it possible to use the Fused Deposition Modeling (FDM) to additively manufacture interconnected porous structure generation of >100-200 micrometer?

Usually, additive manufacturing techniques like SEBM, SLS, and SLM are used for interconnected porous lattice structure generation with sizes of >100–200 micrometers. Can the Fused Deposition...

09 August 2024 7,892 0 View

How to define an anisotropic material with asymmetric elastic compliance/stiffness matrix in ANSYS APDL?

I need to model an anisotropic material in which the Poisson's ratio ν_12 ≠ ν_21 and so on. Therefore, the elastic compliance matrix wouldn't be a symmetric one. In ANSYS APDL, for TB,ANEL...

09 August 2024 5,048 2 View

How can I apply boundary conditions in an orthotropic steel deck numerical model using ABAQUS software?

I am trying to simulate vehicular loading on an orthotopic steel deck bridge section in ABAQUS software. The red arrow mark in the attached figure indicates the direction in which the vehicle will...

08 August 2024 719 0 View

Can you suggest reliable sources defining "3D mesh" and "3D city models"?

Dear fellow researchers, I am currently working on a paper where I need to provide a reliable reference that defines and distinguishes between 3D mesh models and 3D city models. Although I am...

06 August 2024 9,986 2 View

Please explain how the plastic input value should be considered from the true stress-strain curve for the bilinear elastoplastic material model ?

I am working on Abaqus/Explicit(Quasistatic ) for the deformation of the auxetic structure model. Please explain how the plastic input value should be considered from the true stress-strain curve...

05 August 2024 454 3 View

How can major oxides determined by ICP-MS/ES be normalized to 100% volatile free? How does this connect with LOI?

I am analyzing cherts from different sources found within one specific geologic formation using ICP-MS/ES. My committee was asking this question about my analysis. I was not sure how to answer this

05 August 2024 7,902 3 View

What are the shear and normal stiffness values of an LLDPE liner in 3D numerical modeling of a stockpile?

I am seeking experimental or applicable data for the liner (LLDPE) interface in FLAC3D numerical modeling of a large stockpile. Could you please recommend suitable references? The preferred data...

05 August 2024 3,665 0 View

Do you know any references for analyzing stochastic fiber orientaion composites ?

Hello everyone I am looking for one or some books for propertes and behaviors of stochastic fibre orientation composites. unfotunately I could not find any suitable reference for thias by...

04 August 2024 3,461 3 View