Results 31 to 40 of about 2,479,631 (293)
Impact of El Niño Southern Oscillation on Rainfall and Rice Production: A Micro-Level Analysis
Agronomy, 2021 Monsoon fluctuation due to El Niño Southern Oscillation (ENSO) has a reflective influence on rice production, which is the major food grain crop in India.
Shilpa Cherian +7 more
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Option pricing in the moderate deviations regime [PDF]
Mathematical Finance, 2017 AbstractWe consider call option prices close to expiry in diffusion models, in an asymptotic regime (“moderately out of the money”) that interpolates between the well‐studied cases of at‐the‐money and out‐of‐the‐money regimes. First and higher order small‐time moderate deviation estimates of call prices and implied volatilities are obtained.
Friz, Peter K. +2 more
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Moderate deviations for recursive stochastic algorithms
Stochastic Systems, 2015 We prove a moderate deviation principle for the continuous time interpolation of discrete time recursive stochastic processes. The methods of proof are somewhat different from the corresponding large deviation result, and in particular the proof of the ...
Paul Dupuis, Dane Johnson
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Self-Normalized Moderate Deviations for Degenerate U-Statistics
EntropyIn this paper, we study self-normalized moderate deviations for degenerate U-statistics of order 2. Let {Xi,i≥1} be i.i.d. random variables and consider symmetric and degenerate kernel functions in the form h(x,y)=∑l=1∞λlgl(x)gl(y), where λl>0, Egl(X1)=0,
Lin Ge, Hailin Sang, Qi-Man Shao
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Moderate Deviation Principle for Two-Time-Scale Caputo FSDEs Driven by Fractional Brownian Motion
Fractal and FractionalThis work investigates the moderate deviation principle for a class of two-time-scale Caputo fractional stochastic differential equations. The driving noise of the slow variable is fractional Brownian motion with Hurst index H∈(12,1).
Li Feng, Haibo Gu, Juan Chen
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Moderate Deviations for Recursive Stochastic Algorithms [PDF]
Stochastic Systems, 2014 We prove a moderate deviation principle for the continuous time interpolation of discrete time recursive stochastic processes. The methods of proof are somewhat different from the corresponding large deviation result, and in particular the proof of the upper bound is more complicated.
Dupuis, Paul, Johnson, Dane
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Deviated Nasal Septum and Mean Platelet Volume [PDF]
Al-Azhar International Medical JournalBackground: Obstruction of the nose may result from several factors. The prevalent reasons are NSD, followed by others like adenoid hypertrophy, turbinate hypertrophy, and nasal polyposis.Aim: To evaluate the relationship between mean platelet volume ...
Mahmoud Elsharkawy +3 more
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Accuracy of mucosa supported guided dental implant surgery
Clinical Case Reports, 2018 Key Clinical Message Implant deviation at platform and apex was comparable to that seen in similar studies, showing that Mucosa Supported Guided Dental Implant Surgery can be a safe implant placement technique.
Andoni Jones
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Moderate deviations for Poisson–Dirichlet distribution
The Annals of Applied Probability, 2008 Published in at http://dx.doi.org/10.1214/07-AAP501 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Feng, Shui, Gao, Fuqing
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Pathwise Moderate Deviations for Option Pricing [PDF]
SSRN Electronic Journal, 2018 AbstractWe provide a unifying treatment of pathwise moderate deviations for models commonly used in financial applications, and for related integrated functionals. Suitable scaling enables us to transfer these results into small‐time, large‐time, and tail asymptotics for diffusions, as well as for option prices and realized variances.
Jacquier, A, Spiliopoulos, K
openaire +5 more sources