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A class of risk neutral densities with heavy tails [PDF]
Finance and Stochastics, 2001 The authors propose to use Christmas tree densities for the risk neutral densities and set up a Bayesian framework for studying the densities. A method for inferring the volatility from the risk neutral density is proposed. The authors apply this method to data on the S\&P 500 index.
Niels Væver Hartvig +2 more
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The Neutral Density Temporal Residual Mean overturning circulation [PDF]
Ocean Modelling, 2015 Diagnosis of the ocean’s overturning circulation is essential to closing global budgets of heat, salt and biogeochemical tracers. This diagnosis is sensitive to the choice of density variable used to distinguish water masses and identify transformations ...
Andrew L Stewart
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Risk-Neutral Densities: A Review
Annual Review of Financial Economics, 2018Trading in options with a wide range of exercise prices and a single maturity allows a researcher to extract the market's risk-neutral density (RND) over the underlying price at expiration. The RND contains investors’ beliefs about the true probabilities blended with their risk preferences, both of which are of great interest to academics and ...
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Application of neutral-density filters to nonuniformity correction
Applied Optics, 2019Two-point nonuniformity correction (NUC) is the most effective and commonly used algorithm for scientific and commercial infrared imagers. However, conventional two-point NUC requires two references at different levels of flux, which are sometimes difficult to obtain.
Songtao, Chang, Yaoyu, Zhang
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Journal of Scientific Instruments, 1966
A probe is constructed to measure the density of the neutral atoms in a quiescent magnetoplasma. The highly-ionized bounded plasma is produced in a machine similar to the Princeton University Q machine. The probe is calibrated to measure the density of neutral particles in a caesium plasma.
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A probe is constructed to measure the density of the neutral atoms in a quiescent magnetoplasma. The highly-ionized bounded plasma is produced in a machine similar to the Princeton University Q machine. The probe is calibrated to measure the density of neutral particles in a caesium plasma.
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The transition density for multiple neutral alleles
Theoretical Population Biology, 1979Abstract For a single genetic locus with multiple alleles, Littler and Fackerall (1975, Biometrics 31 , 117–123) found the transition density of the allelic proportions in the case of no mutation and no selection. Their method is found to be suitable for a model in which symmetric mutation is allowed between alleles. The sampling probabilities and
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Measurements of neutral helium density in helicon plasmas
Review of Scientific Instruments, 2010Laser-induced-fluorescence (LIF) is used to measure the density of helium atoms in a helicon plasma source. For a pump wavelength of 587.725 nm (vacuum) and laser injection along the magnetic field, the LIF signal exhibits a signal decrease at the Doppler shifted central wavelength. The drop in signal results from the finite optical depth of the plasma
Saeid, Houshmandyar +5 more
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Local Neutral Density Enhancement by Streaming Neutral Gas Injection
Japanese Journal of Applied Physics, 2006An array of nozzles arranged in a bicycle-wheel spoke pattern designed to create a region of high neutral gas density in an H- ion source was tested for its capability to generate a pressure gradient in a vacuum chamber. An experimental setup was designed and built to measure the local pressure around the nozzle array.
Alexander G. Mendenilla +2 more
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Transition Densities for Neutral Multi-Allele Diffusion Models
Biometrics, 1975Kimura [1955, 1956] partially solved the problem of finding the transition density function which describes the behavior of a diffusion model for evolution at one genetic locus with many neutral alleles. We complete the solution using a system of polynomials biorthogonal to polynomials suggested by Appell [1881] as generalizations of Jacobi polynomials.
Littler, R. A., Fackerell, E. D.
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Variations in the atmospheric neutral density at 145km
Planetary and Space Science, 1975Abstract A least-squares multiple linear regression is performed on orbital decay density data obtained from precise orbital analysis of 22 low-perigee (130–160 km) Air Force satellites. Variations related to solar activity, the semi-annual effect, geomagnetic activity, and the zenith angle of the Sun are in agreement with the model of Jacchia (1971).
J.M. Forbes, H.B. Garrett
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