Results 11 to 20 of about 1,132,913 (160)
Lubricants, 2023 The dynamic and static characteristics of hydrostatic thrust bearings are significantly affected by the bearing surface topography. Previous studies on hydrostatic thrust bearings have focused on Gaussian distribution models of bearing surface topography.
Huaiqing Lu, Zhuxin Tian
doaj +1 more source
Improving Convergence of Binomial Schemes and the Edgeworth Expansion
Risks, 2016 Binomial trees are very popular in both theory and applications of option pricing. As they often suffer from an irregular convergence behavior, improving this is an important task. We build upon a new version of the Edgeworth expansion for lattice models
Alona Bock, Ralf Korn
doaj +1 more source
A Method for Solving Reliability of Route Travel Time
Journal of Function Spaces, 2020 In order to obtain an effective method for solving route travel time reliability, this paper proposes an effective new method to calculate travel time reliability using an independent link travel time function. Based on several months of historical data,
Hongwei Ma +3 more
doaj +1 more source
Estudios Gerenciales, 2014 El documento utiliza la expansión de Edgeworth en el modelo de Black-Scholes para estimar la volatilidad implícita y el impacto en el precio de la opción de los momentos estocásticos de orden superior, sobre contratos de opciones del Grupo Financiero ...
Gastón Silverio Milanesi
doaj +3 more sources
Confidence Intervals in Official Statistics: The Case of Lithuania
Lithuanian Journal of Statistics, 2012 In the paper, the application of confidence intervals in the surveys of official statistics is discussed. It is noticedthat there are situations where at the first sight natural normal distribution-based confidence intervals are not suitable ...
Andrius Čiginas
doaj +1 more source
Predictive accuracy of option pricing models considering high-frequency data
Ekonomski Vjesnik, 2021 Purpose: Recently, considerable attention has been given to forecasting, not only the mean and the variance, but also the entire probability density function (pdf) of the underlying asset.
Josip Arnerić, Maria Čuljak
doaj +1 more source
Fourth Cumulant Bound of Multivariate Normal Approximation on General Functionals of Gaussian Fields
Mathematics, 2022 We develop a technique for obtaining the fourth moment bound on the normal approximation of F, where F is an Rd-valued random vector whose components are functionals of Gaussian fields.
Yoon-Tae Kim, Hyun-Suk Park
doaj +1 more source
An edgeworth expansion for a sum of M-Dependent random variables
International Journal of Mathematics and Mathematical Sciences, 1985 Given a sequence X1,X2,…,Xn of m-dependent random variables with moments of order 3+α ...
Wan Soo Rhee
doaj +1 more source
Aplicación de la Expansión de Edgeworth en la Valuación de Decisiones Estratégicas
Escritos Contables y de Administración, 2015 Las empresas de base tecnológica, start-ups, spin-off, spin-off universitarias o académicas constituyen un conjunto de empresas cuyo valor principal surge como consecuencia de las inversiones permanentes en investigación y desarrollo y la combinación o ...
Carlos Ferreira, Gastón Milanesi
doaj +1 more source
MCMC generation of cosmological fields far beyond Gaussianity
The Open Journal of Astrophysics, 2021 Structure formation in our Universe creates non-Gaussian random fields that will soon be observed over almost the entire sky by the Euclid satellite, the Vera-Rubin observatory, and the Square Kilometre Array.
Joey R. Braspenning, Elena Sellentin
doaj +1 more source