Transition probability of Brownian motion in the octant and its application...
We derive a semi-analytic formula for the transition probability of three-dimensional Brownian motion in the positive octant with absorption at the boundaries. Separation of variables in spherical...
View ArticleDouble continuation regions for American and Swing options with negative...
In this paper we study perpetual American call and put options in an exponential L\'evy model. We consider a negative effective discount rate which arises in a number of financial applications...
View ArticleCan higher savings moderate the income inequality?. (arXiv:1801.00253v1...
Societies should be ideally equitable. However, in reality the scenario is very different and the phenomena of socio-economic inequalities have plagued mankind from times immemorial. We now ask a...
View ArticleA dynamic network model with persistent links and node-specific latent...
We propose a dynamic network model where two mechanisms control the probability of a link between two nodes: (i) the existence or absence of this link in the past, and (ii) node-specific latent...
View ArticlePrivySense: $\underline{Pri}$ce $\underline{V}$olatilit$\underline{y}$ based...
As machine learning ascends the peak of computer science zeitgeist, the usage and experimentation with sentiment analysis using various forms of textual data seems pervasive. The effect is especially...
View ArticleA simple mathematical model for unemployment: a case study in Portugal with...
We propose a simple mathematical model for unemployment. Despite its simpleness, we claim that the model is more realistic and useful than recent models available in the literature. A case study with...
View ArticleOCC 2017 Total Cleared Contract Volume Up Four Percent, Third Highest Volume...
OCC, the world's largest equity derivatives clearing organization, today announced 2017 volume reached the third highest total cleared contract volume ever with 4,327,576,930 contracts, a four percent...
View ArticleMGEX: 2017 Topples Over Previous Calendar Year Record
MGEX, a Designated Contract Market (DCM) and Derivatives Clearing Organization (DCO), has recorded the highest calendar year volume at 2,803,549 contracts. This oversees the previous record of the 2015...
View ArticleOffice Of The Comptroller Of The Currency: Norman Williams Named Deputy...
The Office of the Comptroller of the Currency (OCC) announced today that Norman Williams has been appointed Deputy Comptroller for Economic and Policy Analysis effective January 7, 2018.read more...
View ArticleOCC AA+/Stable Rating Reaffirmed By S&P
OCC, the world's largest equity derivatives clearing organization, today commented on the reaffirmation of its AA+/Stable rating by Standard & Poor's (S&P). S&P published their rating on...
View ArticleB3: Ibovespa Breaks New Record And Reaches 77.891 Points
B3’s main stock market performance index – Ibovespa – hit a record high today ending the day at 77.891 points, up 1.95% from Dec 28, 2017 trading session. The previous Ibovespa record of 76.989 points...
View ArticleStatement On PCAOB Board Member Changes, SEC Chairman Jay Clayton, Chief...
We congratulate incoming PCAOB Chairman Bill Duhnke and Board Member Kathleen Hamm as they begin their service today at the Public Company Accounting Oversight Board. We thank them for being willing...
View ArticleCboe Launches New Volatility Product Microsite For ETP Investors
Cboe Global Markets, Inc. (Cboe: CBOE | Nasdaq: CBOE), one of the world’s largest exchange holding companies, has launched a new microsite designed to educate and inform investors about exchange-traded...
View ArticleDow Jones Global Shipping Index Consultation
S&P Dow Jones Indices (“S&P DJI”) is conducting a consultation with members of the investment community on potential changes to the Dow Jones Global Shipping Index. This consultation is being...
View ArticleOneChicago Announces Trading Volume For December 2017
OneChicago, LLC (OCX), a securities finance exchange, today announced its December 2017 volume of 1,032,176, a decrease of 23% year-over-year. OneChicago is a CFTC and SEC regulated exchange offering...
View ArticleNew Bitcoin Cash Tech Takes Aim at Accidental Spending Issue
Bitcoin ABC, a full node implementation for bitcoin cash, released a new BCH address format to prevent funds from going to BTC addresses instead.
View ArticleCrypto Market Sets New High as Bitcoin Dominance Drops to Historic Low
The cryptocurrency market sets all-time-high above $660 billion while bitcoin dominance dropped to its historic low.
View ArticleEthereum Foundation Announces Millions in Grants for Scaling Research
Ethereum creator Vitalik Buterin has announced two new subsidy programs. Teams can now apply to work on scaling proposals for the blockchain network.
View ArticleReport: Peter Thiel's Founders Fund Bets Millions on Bitcoin
PayPal co-founder Peter Thiel's VC firm reportedly made hundreds of millions by putting $15 million to $20 million down on bitcoin last year.
View ArticleVideo: $1 Million? Bitcoin Sign Guy on Why It's Not Too Late to Buy
The man behind one of the crypto industry's most popular memes speaks out on his philosophy toward cryptocurrency and its future.
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