Results 121 to 130 of about 126,178 (307)

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  

Charge Directed Selective Co‐Assembly of Ionic Complementary Peptide Binary Mixtures

Small, EarlyView.
Multi‐component peptide systems enable the development of multi‐functional and tunable materials, yet, controlling the co‐assembly of such complex systems remains challenging. This study demonstrates that rational design of peptide charge distribution, together with controlling parameters (pH, stoichiometry, and concentration), can guide selective co ...
Abdulwahhab Khedr, Mohamed A. N. Soliman, Alfred Corrigan, Tarsem Sahota, Rachel Armitage, Natalie Allcock, Jeyapriya T. Jegadeesan, Mahetab H. Amer, Reem Alazragi, Zeeshan Ahmad, Jacek K. Wychowaniec, Mohamed A. Elsawy   +11 more
wiley   +1 more source

Modelling diameter distributions in uneven-aged beech stands in Kastamonu region

Turkish Journal of Forestry
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

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  

Experimental study of the size effect on punching shear of steel fiber reinforced concrete slabs

Structural Concrete, EarlyView.
Abstract As the behavior and design of steel fiber reinforced concrete slabs subjected to punching still remain an area of concern, the present work aims to provide a further contribution to the knowledge on punching behavior of slabs without transverse reinforcement.
Enrico Faccin, Diego Hernández Fraile, Fausto Minelli, Aurelio Muttoni, Giovanni Plizzari   +4 more
wiley   +1 more source

A produtividade dos autores sobre a lei de Lotka

Ciência da Informação, 2008
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  

Estimating red deer Cervus elaphus population density using drones in a steep and rugged terrain

Wildlife Biology, EarlyView.
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, Torbjørn Ergon, Simon Filhol, Atle Mysterud   +3 more
wiley   +1 more source

Reducing data processing effort in camera trap density estimation: Extending the REST model by explicitly modelling animal detection processes

Methods in Ecology and Evolution, EarlyView.
Abstract Accurate and reliable estimation of wildlife population density is fundamental to effective conservation and management. While camera traps show potential for monitoring ground‐dwelling mammal densities, labour‐intensive data processing remains a significant constraint. Ideally, conservation efforts would benefit from the continuous monitoring
Yoshihiro Nakashima, Gota Yajima, Ryo Matsuoka   +2 more
wiley   +1 more source

denim: An R package for deterministic compartmental models with flexible dwell‐time distributions

Methods in Ecology and Evolution, EarlyView.
Abstract Compartmental models are widely used for dynamical systems where states are discrete, such as in infectious disease epidemiology with the so‐called Susceptible‐Infectious‐Recovered (SIR) framework. For mathematical simplicity, rates of transition between compartments are generally assumed to be independent of the dwell time (or secondary ...
Thinh Phuc Ong, Anh Truong Quynh Phan, Lam Minh Ha, Marc Choisy   +3 more
wiley   +1 more source

Novel method to calculate average bit error probability of UWB non-coherent system

Tongxin xuebao, 2010
A novel method based on clustered point process was proposed to calculate average bit error probability（ABEP） of UWB non-coherent system on IEEE 802.15.3a channel.In particular,the expectation and variance of the sig-nal to noise ratio（SNR） in the ...
YANG Zhi-hua1, WANG Ye1, ZHANG Qin-yu1, WANG Yu-feng 2, LIU Ning-ning 3, ZHANG Nai-tong1   +5 more
doaj   +2 more sources