Linear Stochastic Dividend Model

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Over the last decade, dividends have become a standalone asset class instead of a mere side product of an equity investment. We introduce a framework based on polynomial jump-diffusions to jointly price the term structures of dividends and interest rates. ...

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We develop a comprehensive mathematical framework for polynomial jump-diffusions in a semimartingale context, which nest affine jump-diffusions and have broad applications in finance. We show that the polynomial property is preserved under polynomial trans ...

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Linear Stochastic Dividend Model

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A term structure model for dividends and interest rates

Optimum design of frame structures from a stock of reclaimed elements

Joinery Solver for Whole Timber Structures

Optimum design of low environmental impact structures through component reuse

Non-invasive pulmonary artery pressure estimation by electrical impedance tomography in a controlled hypoxemia study in healthy subjects

Trading mechanisms in over-the-counter markets

Nonlinear Pricing of Shareable Products

Markov cubature rules for polynomial processes

Polynomial Jump-Diffusion Models

Re-evaluating natural resource investments under uncertainty: An alternative to limited traditional approaches

The data processing inequality and environmental model prediction