Common Correlation and Calibrating the Lognormal Forward Rate Model [PDF]
1997 three papers that introduced very similar lognormal diffusion processes for interest rates appeared virtuously simultaneously. These models, now commonly called the 'LIBOR models' are based on either lognormal diffusions of forward rates as in Brace,
Carol Alexandra
core
Multi‐level fatigue reliability assessment of reinforced concrete railway bridges
Abstract This paper presents a multi‐level reliability framework for assessing the fatigue life of reinforced concrete (RC) railway trough bridges subjected to cyclic loading. The framework incorporates increasing levels of analytical complexity and real‐world data in four steps. First, an analytical model applies S–N curves and the Palmgren–Miner rule
Silvia Sarmiento +7 more
wiley +1 more source
Modelling diameter distributions in uneven-aged beech stands in Kastamonu region
Diameter distribution models provide valuable insights into stand structure. This study aimed to model the diameter distributions of uneven-aged oriental beech (Fagus orientalis Lipsky.) stands located in the Cide and İnebolu regions of Kastamonu ...
Fadime Sağlam
doaj +1 more source
Option Pricing with Normal Mixture Returns: Modelling Excess Kurtosis and Uncertanity in Volatility [PDF]
his paper addresses the problem of uncertainty in volatility, and how this affects option prices. The volatility uncertainty adjustment to Black-Scholes option prices is quantified in this paper using a normal mixture model for the distribution of ...
Carol Alexander, Sujit Narayanan
core
Estimating red deer Cervus elaphus population density using drones in a steep and rugged terrain
Precise and accurate information about population density, crucial for wildlife management, is difficult to obtain for elusive species living in dense forests or steep and inaccessible terrain. Using unmanned aerial vehicles (UAVs), we developed a method for obtaining absolute population estimates of ungulates living in steep, rugged, and partly ...
Julie Bommerlund +3 more
wiley +1 more source
A produtividade dos autores sobre a lei de Lotka
Estuda a produção estratificada dos autores produtores da literatura sobre a Lei de Lotka de 1922 a 2003 e analisa essa produtividade através dos modelos Poisson lognormal e Gauss Poisson inversa generalizada.
Ruben Urbizagastegui
doaj
LamelODF is a MATLAB‐based toolbox aimed at simplifying the automated extraction of orientation distribution functions from 2D X‐ray diffraction data of lamellar minerals in transmission mode. It accommodates both laboratory and synchrotron data formats, providing an integrated pipeline from raw data to spatially resolved textural maps, enabling robust
Baptiste Dazas +5 more
wiley +1 more source
Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components [PDF]
In this paper we consider daily financial data from various sources (stock market indices, foreign exchange rates and bonds) and analyze their multi-scaling properties by estimating the parameters of a Markov-switching multifractal model (MSM) with ...
Di Matteo, Tiziana +2 more
core
We provide a framework for extending commonly used integrated population models to a metapopulation framework for testing novel ecological hypotheses about how changing environmental conditions within and among subpopulations drive changes in animal abundance.
Alexander R. Schindler +5 more
wiley +1 more source
Intra‐ and Interspecific Effects on Spatio‐Temporal Behavior of Common Commensal Rodent Species
This study revealed major findings on spatio‐temporal behavior of commensal rodents on a pig farm showing the influence of interspecific dominance on movement behavior and the resulting species‐specific ecological adaptations. Additionally, rodents tend to stay in their home ranges and migration to other stable buildings is only rare.
Florian Huels +8 more
wiley +1 more source

