Results 11 to 20 of about 3,790,471 (295)
Asymptotic Expansion of Risk-Neutral Pricing Density [PDF]
International Journal of Financial Studies, 2018 A new method for pricing contingent claims based on an asymptotic expansion of the dynamics of the pricing density is introduced. The expansion is conducted in a preferred coordinate frame, in which the pricing density looks stationary.
Thomas Mazzoni
doaj +3 more sources
Deep Sea Research Part II: Topical Studies in Oceanography, 1999 The possibilities of defining and computing an approximately neutral density variable are reexamined in this paper. There are three desirable properties that a neutral density variable should possess.
Carsten Eden +3 more
core +4 more sources
Thermospheric atomic oxygen density estimates using the EISCAT Svalbard Radar [PDF]
, 2013 [1] Coupling between the ionized and neutral atmosphere through particle collisions allows an indirect study of the neutral atmosphere through measurements of ionospheric plasma parameters. We estimate the neutral density of the upper thermosphere above ~
Sutton, E. +4 more
core +5 more sources
Estimation of risk-neutral density surfaces [PDF]
Computational Management Science, 2010 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ana Margarida Monteiro +2 more
openaire +5 more sources
Mesoscale observations of Joule heating near an auroral arc and ion-neutral collision frequency in the polar cap E region [PDF]
, 2011 We report on the first mesoscale combined ionospheric and thermospheric observations, partly in the vicinity of an auroral arc, from Svalbard in the polar cap on 2 February 2010. The EISCAT Svalbard radar employed a novel scanning mode in order to obtain
Wild, J.A. +10 more
core +6 more sources
Interfacial Microstructure of Neutral and Charged Polymer Brushes: A Density Functional Theory Study [PDF]
, 2022 Polymer density functional theory (PDFT) is a computationally efficient and popular statistical mechanics theory of complex fluids for capturing the interfacial microstructure of grafted polymer brushes (PBs).
Jian, Jiang, Leying, Qing
core +2 more sources
Nonparametric Estimation of Risk-Neutral Densities [PDF]
SSRN Electronic Journal, 2010 This chapter deals with nonparametric estimation of the risk neutral density. We present three different approaches which do not require parametric functional assumptions on the underlying asset price dynamics nor on the distributional form of the risk neutral density.
Maria Grith +2 more
openaire +2 more sources
Water-mass transformations in a neutral density framework and the key role of light penetration [PDF]
, 2008 A new formulation is proposed for the evaluation of the dianeutral transport in the ocean. The method represents an extension of the classical diagnostic approach for estimating the water-mass formation from the buoyancy balance.
Iudicone, Daniele +2 more
core +1 more source
AIP Advances, 2021 The gas inlet configuration has a direct impact on the neutral density pattern within a miniature ion thruster. We aimed to investigate the impact the gas inlet configuration and neutral density pattern will have on the neutral recycle rate within a ...
Ali Yousefian
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Earth, Planets and Space, 2021 Thermospheric mass density values around the 400-km altitude in the cusp can be significantly enhanced as compared to regions around the cusp. To gain insights into the extent to which the magnitude of the cusp mass density enhancements can be explained ...
Tomokazu Oigawa +2 more
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