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The Speed of Epidemic Waves in a One-Dimensional Lattice of SIR Models

Igor Sazonov, Mark Kelbert, Michael B. Gravenor (2008)

Mathematical Modelling of Natural Phenomena

A one-dimensional lattice of SIR (susceptible/infected/removed) epidemic centres is considered numerically and analytically. The limiting solutions describing the behaviour of the standard SIR model with a small number of initially infected individuals are derived, and expressions found for the duration of an outbreak. We study a model for a weakly mixed population distributed between the interacting centres. The centres are modelled as SIR nodes with interaction between sites determined by a diffusion-type...

Theorem on signatures

Władysław Kulpa, Andrzej Szymański (2007)

Acta Universitatis Carolinae. Mathematica et Physica

Thoughts about Selected Models for the Valuation of Real Options

Mikael Collan (2011)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

This paper discusses option valuation logic and four selected methods for the valuation of real options in the light of their modeling choices. Two of the selected methods the Datar–Mathews method and the Fuzzy Pay-off Method represent later developments in real option valuation and the Black & Scholes formula and the Binomial model for option pricing the more established methods used in real option valuation. The goal of this paper is to understand the big picture of real option valuation models...

Three additive solutions of cooperative games with a priori unions

Andrzej Młodak (2003)

Applicationes Mathematicae

We analyze axiomatic properties of three types of additive solutions of cooperative games with a priori unions structure. One of these is the Banzhaf value with a priori unions introduced by G. Owen (1981), which has not been axiomatically characterized as yet. Generalizing Owen's approach and the constructions discussed by J. Deegan and E. W. Packel (1979) and L. M. Ruiz, F. Valenciano and J. M. Zarzuelo (1996) we define and study two other solutions. These are the Deegan-Packel value with a priori...

Time series analysis: recursive methods and their modifications for time series with outliers and missing observations.

Tomás Cipra, Asunción Rubio, José Trujillo (1991)

Extracta Mathematicae

The recursive methods are popular in time series analysis since they are computationally efficient and flexible enough to treat various changes in character of data. This paper gives a survey of the most important type of these methods including their classification and relationships existing among them. Special attention is devoted to i) robustification of some recursive methods, capable of facing outliers in time series, and ii) modifications of recursive methods for time series with missing observations....

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