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Pricing Multi-Strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates

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Applied mathematics 2025年第1期16卷 113-142页

作者： Boris Ter-Avanesov Gunter Meissner Mathematics of Finance Program Math Department for Gunter Meissner & MS OR Methods in Finance Program IEOR Department Columbia Engineering Columbia University New York USA

Quanto options allow the buyer to exchange the foreign currency payoff into the domestic currency at a fixed exchange rate. We investigate quanto options with multiple underlying assets valued in different foreign currencies each with a different strike price in the payoff function. We carry out a comparative performance analysis of different stochastic volatility (SV), stochastic correlation (SC), and stochastic exchange rate (SER) models to determine the best combination of these models for Monte Carlo (MC) simulation pricing. In addition, we test the performance of all model variants with constant correlation as a benchmark. We find that a combination of GARCH-Jump SV, Weibull SC, and Ornstein Uhlenbeck (OU) SER performs best. In addition, we analyze different discretization schemes and their results. In our simulations, the Milstein scheme yields the best balance between execution times and lower standard deviations of price estimates. Furthermore, we find that incorporating mean reversion into stochastic correlation and stochastic FX rate modeling is beneficial for MC simulation pricing. We improve the accuracy of our simulations by implementing antithetic variates variance reduction. Finally, we derive the correlation risk parameters Cora and Gora in our framework so that correlation hedging of quanto options can be performed.

关键词： Quanto Option Multi-Strike Option Stochastic Volatility (SV) Stochastic Correlation (SC) Stochastic Exchange Rates (SER) Cora Gora Correlation Risk

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BMWP: the first Bengali math word problems dataset for operation prediction and solving

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Discover Artificial Intelligence 2025年第1期5卷 1-15页

作者： Mondal, Sanchita Khatua, Debnarayan Mandal, Sourav Prasad, Dilip K. Sekh, Arif Ahmed School of Medical Science and Technology IIT Kharagpur West Bengal Kharagpur721302 India Department of Mathematics and Statistics Vignan’s Foundation for Science Technology and Research Andhra Pradesh Guntur512213 India School of Computer Science and Engineering XIM University Odisha Puri752050 India Department of Computer Science Uit the Arctic University of Norway Tromsø9017 Norway

Solving math word problems of varying complexities is one of the most challenging and exciting research questions in artificial intelligence (AI), particularly in natural language processing (NLP) and machine learning (ML). Foundational language models such as GPT must be evaluated for intelligence, and solving word problems is a key method for this assessment. These problems become especially difficult when presented in low-resource regional languages such as Bengali. Word problem solving integrates the cognitive domains of language processing, comprehension, and transformation into real-world solutions. During the past decade, advances in AI and machine learning have significantly progressed in addressing this complex issue. Although researchers worldwide have primarily utilized datasets in English and some in Chinese, there has been a lack of standard datasets for low-resource languages such as Bengali. In this pioneering study, we introduce the first Bengali Math Word Problem Benchmark Data Set (BMWP), comprising 8653 word problems. We detail the creation of this dataset and the benchmarking methods employed. Furthermore, we investigate operation prediction from Bengali word problems using state-of-the-art deep learning (DL) techniques. We implemented and compared various standard DL-based neural network architectures, achieving an accuracy of 92±2%. The data set and the code will be available at https://***/SanchitaMondal/BMWP. © The Author(s) 2025.

关键词： Recurrent neural networks

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Regulation of nucleation and crystallization for blade-coating large-area CsPbBr_(3)perovskite light-emitting diodes

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Science Bulletin 2025年第2期70卷 212-222页

作者： Guoyi Chen Shuxin Wang Zhiqiu Yu Chaomin Dong Peng Jia Dexin Pu Kailian Dong Hongsen Cui Hongyi Fang Chen Wang Ruimin Gao Fang Yao Weijun Ke Gang Li Guojia Fang Key Laboratory of Artificial Micro-and Nano-Structures of Ministry of Education School of Physics and TechnologyWuhan UniversityWuhan 430072China School of Mathematics and Statistics Huazhong University of Science and TechnologyWuhan 430074China School of Electronic and Electrical Engineering Wuhan Textile UniversityWuhan 430200China Shenzhen Research Institute Wuhan UniversityShenzhen 518055China Department of Electronic and Information Engineering The Hong Kong Polytechnic UniversityHong Kong 999077China

Metal halide perovskite light-emitting diodes(PeLEDs)and large-area perovskite color conversion layers for liquid crystal display exhibit great potential in the field of illumination and ***-coating method stands out as a highly suitable technique for fabricating large-scale films,albeit with challenges such as uneven nucleation coverage and non-uniformity crystallization *** this work,we developed an in-situ characterization measurement system to monitor the perovskite nucleation,and crystallization *** incorporating formamidine acetate(FAAc)into perovskite precursor solutions,the nucleation rate and nuclei density of perovskite were increased,leading to more uniform *** addition,we inserted a layer of[2-(9H-carbazol-9-yl)ethyl]phosphonic acid above the poly(9-vinylcarbazole)hole transport *** layer acts as an anchor for the perovskite nano-crystal nuclei formed in the precursor,enhancing the steric hindrance of the solute and subsequently slowing down the crystal growth rate,thereby improving crystal *** on these improvements,large-area perovskite nano-polycrystalline films with significantly improved uniformity and enhanced photoluminescence quantum yield were obtained.A small-area PeLED(2 mm×2 mm)with a maximum external quantum efficiency of 25.91%was realized,marking the highest record of PeLED prepared by bladecoating method to *** ultra-large-area PeLED(5 cm×7 cm)was also prepared,which is the largest PeLED prepared by the solution method reported so far.

关键词： Perovskite light-emitting diodes Blade-coating method Large-area LED Nucleation and crystallization regulation

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Securing unmanned aerial vehicle—heterogeneous networks using functional encryption scheme

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Multimedia Tools and Applications 2025年 1-19页

作者： Gupta, Sachin Kumar Gupta, Parul Singh, Pawan Department of Electronics and Communication Engineering Central University of Jammu UT of Jammu and Kashmir Jammu181143 India Computer Science of Engineering J.B. Institute of Technology Uttarakhand Dehradun248197 India Department of Computer Science School of Mathematics Statistics and Computational Sciences Central University of Rajasthan Ajmer- 305817 Rajasthan India

In today's scenario, as the internet expands at a faster pace, the number of data consumers also increases at an exponential rate. As the range and number of users increased, a change from traditional homogeneous networks to heterogeneous networks is in demand. However, heterogeneous networks' primary focus is to give a higher quality of service criteria to users. Furthermore, in a heterogeneous network enabled by unmanned aerial vehicles, a large number of users and devices are active. In such a diverse environment, intruder nodes may efficiently operate and transmit numerous harmful actions throughout the network. As a result, the network's entire communication is open to many types of security threats. Therefore, to secure the communication, we used the functional encryption scheme, which allows us to protect the data against intrusion attacks. The whole procedure of establishing a functional encryption scheme in unmanned aerial vehicles integrated heterogeneous network is proposed in this study in two phases: the first phase between user equipment and micro base station, and the second phase between micro base station and unmanned aerial vehicles. The proposed approach is validated using the simulation tool namely Automated Validation of Internet Security Protocols and Applications. The outcome of the security validation ensures that the proposed methodology provides the desired security and robustness to the network. © The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2025.

关键词： Network intrusion

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k-Product Cordial Labeling of Path Graphs

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Open Journal of Discrete mathematics 2025年第1期15卷 1-29页

作者： Robinson Santrin Sabibha Kruz Jeya Daisy Pon Jeyanthi Maged Zakaria Youssef Department of Science and Humanities Vins Christian College of Engineering Nagercoil India Department of Mathematics Holy Cross College Nagercoil India Research Centre Department of Mathematics Govindammal Aditanar College for Women Tiruchendur India Department of Mathematics and Statistics College of Science Imam Mohammad Ibn Saud Islamic University Riyadh Saudi Arabia Department of Mathematics Faculty of Science Ain Shams University Cairo Egypt

In 2012, Ponraj et al. defined a concept of k-product cordial labeling as follows: Let f be a map from V(G)to { 0,1,⋯,k−1 }where k is an integer, 1≤k≤| V(G) |. For each edge uvassign the label f(u)f(v)(modk). f is called a k-product cordial labeling if | vf(i)−vf(j) |≤1, and | ef(i)−ef(j) |≤1, i,j∈{ 0,1,⋯,k−1 }, where vf(x)and ef(x)denote the number of vertices and edges respectively labeled with x (x=0,1,⋯,k−1). Motivated by this concept, we further studied and established that several families of graphs admit k-product cordial labeling. In this paper, we show that the path graphs Pnadmit k-product cordial labeling.

关键词： Cordial Labeling Product Cordial Labeling k-Product Cordial Labeling Path Graph

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Convex Optimization Boundary-Control Policies for Stability and Invariance of Traffic Flow Dynamics

arXiv

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arXiv 2025年

作者： Chiri, Maria Teresa Guglielmi, Roberto Notomista, Gennaro Department of Mathematics and Statistics Queen’s University KingstonON Canada Department of Applied Mathematics University of Waterloo ON Canada Department of Electrical and Computer Engineering University of Waterloo WaterlooON Canada

In this letter we propose an optimization-based boundary controller for traffic flow dynamics capable of achieving both stability and invariance conditions. The approach is based on the definition of Boundary Control Barrier Functionals (BCBFal), from which sets of invariance-preserving boundary controllers are derived. In combination with sets of stabilizing controllers, we reformulate the problem as a convex optimization program solved at each point in time to synthesize the boundary control inputs. Sufficient conditions for the existence of optimal controllers are derived in the case of traffic flow models with stability and invariance conditions. Copyright © 2025, The Authors. All rights reserved.

关键词： Convex optimization

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Metal Extraction Informatics: A Conceptual Framework for Sustainable Metal Extraction 8th

Metal Extraction Informatics: A Conceptual Framework for Sus...

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8th installment of the REWAS conference series held at the TMS Annual Meeting and Exhibition focuses on circular economy for the energy transition, 2025

作者： Khanra, Avijit Meshram, Arunabh Katariya, Yogesh Gupta, Siddhant Shikhar Sanjay, Kali Shekhar, Rajiv Department of Management Sciences Indian Institute of Technology Kanpur India Department of Materials Science and Engineering Indian Institute of Technology Kanpur India Department of Mathematics and Statistics Indian Institute of Technology Kanpur India Department of Hydro and Electrometallurgy CSIR - Institute of Minerals and Materials Technology Bhubaneswar India

ISBN: (纸本)9783031808913

Shortfall in the supply of metals critical for transition to the low carbon economy necessitates extraction from low-grade ores and wastes. This requires new flowsheet development where the operating parameters of each unit operation must be optimized. This approach is experiment intensive with a large gestation period. To accelerate flowsheet development for sustainable metal extractionMetal extraction, a conceptual framework of Metal ExtractionMetal extractionInformaticsInformatics (MEI) has been proposed. MEI combines some aspects of material informaticsInformatics and multi-objective optimizationOptimization. Three objective functions have been used: process efficiency, operating costs, and environmental impactEnvironmental impact. A case study of the leachingLeaching of copperCopper from waste printed circuit boards has been modelled to illustrate the MEI framework. © The Minerals, Metals & Materials Society 2025.

关键词： Environmental impact

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Linear Convergent Distributed Nash Equilibrium Seeking With Compression

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IEEE Transactions on Automatic Control 2025年第5期70卷 3316-3323页

作者： Chen, Xiaomeng Wu, Yuchi Yi, Xinlei Huang, Minyi Shi, Ling Hong Kong University of Science and Technology Department of Electronic and Computer Engineering Hong Kong Shanghai University School of Mechatronic Engineering and Automation Shanghai200444 China College of Electronics and Information Engineering Tongji University Department of Control Science and Engineering Shanghai201804 China Massachusetts Institute of Technology Lab for Information & Decision Systems CambridgeMA02139 United States Carleton University School of Mathematics and Statistics OttawaONK1S 5B6 Canada

Information compression techniques are majorly employed to reduce communication cost over peer-to-peer links. In this article, we investigate distributed Nash equilibrium (NE) seeking problems in a class of noncooperative games over directed graphs with information compression. To improve communication efficiency, a compressed distributed NE seeking (C-DNES) algorithm is proposed to obtain an NE for games, where the differences between decision vectors and their estimates are compressed. The proposed algorithm is compatible with a general class of compressors, including both unbiased and biased compressors. Moreover, our approach only requires the adjacency matrix of the directed graph to be row-stochastic, in contrast to past works that relied on balancedness or specific global network parameters. It is shown that C-DNES not only inherits the advantages of conventional distributed NE algorithms, achieving linear convergence rate for games with restricted strongly monotone mappings, but also saves communication costs in terms of transmitted bits. Finally, numerical simulations illustrate the advantages of C-DNES in saving communication cost by an order of magnitude under different compressors. © 1963-2012 IEEE.

关键词： Stochastic systems

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Intelligent decision analysis for green supplier selection with multiple attributes using circular intuitionistic fuzzy information aggregation and frank triangular norms

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Energy Reports 2025年 13卷 5773-5791页

作者： Rukhsar, Maleha Hussain, Abrar Ullah, Kifayat Moslem, Sarbast Senapati, Tapan Lahore54000 Pakistan Department of Mathematics Saveetha School of Engineering Saveetha Institute of Medical and Technical Sciences Saveetha University Tamil Nadu Chennai602105 India Centre for Transport Research Department of Civil Structural and Environmental Engineering Trinity College Dublin The University of Dublin Dublin Ireland Istiglaliyyat Str. 6 Baku Azerbaijan School of Mathematics and Statistics Southwest University Chongqing Beibei400715 China Saveetha School of Engineering Saveetha Institute of Medical and Technical Sciences Thandalam Tamilnadu Chennai602105 India Centre for Research Impact & Outcome Chitkara University Institute of Engineering and Technology Chitkara University Punjab Rajpura140401 India

One of the most significant competitive issues modern businesses face is the supplier selection dilemma. Choosing the best green supplier is a complex, multifaceted problem since businesses need to enhance how they manage a supply chain that respects green methods and innovations to boost sustainability. Finding sets of criteria and accumulating domain knowledge have received comparatively less attention in research, with most studies concentrating on developing and improving novel techniques. A circular intuitionistic fuzzy set (Cr-IFS) is a well-known and efficient aggregation model. The primary feature of this study is to develop some flexible operations of Frank aggregation operators in the light of the circular intuitionistic fuzzy (Cr-IF) context. These Frank operators offer smooth and reliable aggregated results during the aggregation process. A family of robust aggregation models is derived to express the expert's opinion and judgments by the decision maker, including Cr-IF Frank weighted average (Cr-IFFWA) and Cr-IF Frank weighted geometric (Cr-IFFWG) operators. Some desirable characteristics and exceptional cases are also demonstrated to highlight validity and effectiveness. A robust decision algorithm for the multi-attribute group decision-making (MAGDM) problem is established to prove the compatibility of diagnosed research work. To examine the stability of the derived mathematical approaches, an experimental case study is presented within the context of green supplier selection. To explore the advantages of pioneering techniques, a comprehensive comparative analysis is needed to prove the superiority of existing theories. © 2025 The Authors

关键词： Fuzzy rules

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Correction: Heat transfer in a dual wavy wall squared enclosure saturated by non-Newtonian fluid: a numerical investigation of mixed convection and application to concentrated solar power collectors (CSPC)

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The European Physical Journal Special Topics 2025年 1-2页

作者： Elnaqeeb, Thanaa Dutta, Shantanu Shah, Nehad Ali Department of Mathematics and Statistics Faculty of Science Taif University Taif Saudi Arabia Department of Mathematics Faculty of Science Zagazig University Zagazig Egypt Mechanical Engineering Department Sanaka Educational Trust’s Group of Institutions (Affiliated to MAKAUT) Durgapur India Department of Mathematics and Statistics College of Science Imam Mohammad Ibn Saud Islamic University (IMSIU) Riyadh Saudi Arabia

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