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Stochastic Volatility Models

2008
Stochastic volatility (SV) is the main concept used in the fields of financial economics and mathematical finance to deal with the endemic time-varying volatility and codependence found in financial markets. Such dependence has been known for a long time; early commentators include Mandelbrot (1963) and Officer (1973). It was also clear to the founding
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Continuous-time Stochastic Models

1987
Models in which agents can revise their decisions continuously in time have proved fruitful in the analysis of economic problems involving intertemporal choice under uncertainty (cf. Malliaris and Brock, 1982). These models frequently produce significantly sharper results than can be derived from their discrete-time counterparts.
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Stochastic Nonlinear Models

Econometrica, 1969
Klein, Lawrence R, Preston, R S
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Antibody–drug conjugates: Smart chemotherapy delivery across tumor histologies

Ca-A Cancer Journal for Clinicians, 2022
Paolo Tarantino   +2 more
exaly  

An overview of real‐world data sources for oncology and considerations for research

Ca-A Cancer Journal for Clinicians, 2022
Lynne Penberthy   +2 more
exaly  

On Stochastic Models

Bulletin of the London Mathematical Society, 1975
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Stochastic modelling

2014
Die Dissertation besteht aus drei Artikeln. Zwei der Artikel untersuchen den Effekt von zufälligen Inspektionen, während der dritte Artikel sich mit dem Einfluss von intermittierenden erneuerbaren Energiequellen auf die Varianz von Strompreisen beschäftigt.
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The biofilm life cycle: expanding the conceptual model of biofilm formation

Nature Reviews Microbiology, 2022
Karin Sauer   +2 more
exaly  

Stochastic Modelling

2021
Anindya Ghosh, Bapi Saha, Prithwiraj Mal
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