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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
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Parametric Estimation of Risk Neutral Density Functions [PDF]
, 2011 This chapter deals with the estimation of risk neutral distributions for pricing index options resulting from the hypothesis of the risk neutral valuation principle. After justifying this hypothesis, we shall focus on parametric estimation methods for the risk neutral density functions determining the risk neutral distributions.
Grith, Maria, Krätschmer, Volker
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A Neutral Density Variable for the World’s Oceans
Journal of Physical Oceanography, 1997 Abstract The use of density surfaces in the analysis of oceanographic data and in models of the ocean circulation is widespread. The present best method of fitting these isopycnal surfaces to hydrographic data is based on a linked sequence of potential density surfaces referred to a discrete set of reference pressures.
David R. Jackett, Trevor J. McDougall
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Remote Sensing, 2022 One of the most important parameters in the atmosphere, the neutral temperature, becomes difficult to measure at high altitudes such as the exosphere. Therefore, based on the assumption of static equilibrium and isothermal atmosphere, a new method was ...
Yingyun Lin +3 more
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Interfacial Microstructure of Neutral and Charged Polymer Brushes: A Density Functional Theory Study
, 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
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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
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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. +11 more
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Comparison of a Neutral Density Model With the SET HASDM Density Database
Space Weather, 2021 The EXospheric TEMperatures on a PoLyhedrAl gRid (EXTEMPLAR) method predicts the neutral densities in the thermosphere. The performance of this model has been evaluated through a comparison with the Air Force High Accuracy Satellite Drag Model (HASDM ...
Daniel R. Weimer +5 more
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Approximating Isoneutral Ocean Transport via the Temporal Residual Mean
Fluids, 2019 Ocean volume and tracer transports are commonly computed on density surfaces because doing so approximates the semi-Lagrangian mean advective transport. The resulting density-averaged transport can be related approximately to Eulerian-averaged quantities
Andrew L. Stewart
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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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