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Toshio Fukumi

Publications and source records attributed to Toshio Fukumi.

4 recordsLinked to original sources

Free energy adopted stochastic optimization protein folding

Optimal structure of proteins is described by linear stochastic differential equation with mean decrease of free energy and volatility. Structure determining strategy is given by a twin of stochastic variables for which empirical conditions are not postulated. Optimal structure determination will be deformed to be adoptive to trading strategy employing martingale property where stochastic integral w.r.t. analytical solution of stochastic differential equation will be employed.

q-bio.BM

Trading Strategy Adipted Optimization of European Call Option

Optimal pricing of European call option is described by linear stochastic differential equation. Trading strategy given by a twin of stochastic variables was integrated w.r.t. Black-Scholes formula to adopt optimal pricing to tarading strategy.

math.OC