Results 21 to 30 of about 15,496 (264)
Frontiers in Sustainable TourismTheme parks, as indispensable commodities within the tourism industry, wield significant influence in fostering local and national economic development. However, despite their crucial role, there remains a dearth of comprehensive research concerning the ...
Jingjing Luo, Xiang Li
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Explicit no arbitrage domain for sub-SVIs via reparametrization [PDF]
Social Science Research Network, 2021 The no Butterfly arbitrage domain of Gatheral SVI 5-parameters formula for the volatility smile has been recently described. It requires in general a numerical minimization of 2 functions altogether with a few root finding procedures.
A. Mingone, C. Martini
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Machines, 2022 A possible application for multi-dimensional vibration isolation is the Stewart vibration isolation system (SVIS). An innovative parameter design method is provided in this research, in which the SVIS is equated to an elastic node with stiffness-damping ...
Tianqing Zhang +3 more
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Convergence of Heston to SVI [PDF]
Quantitative Finance, 2011 In this short note, we prove by an appropriate change of variables that the SVI implied volatility parameterization presented in Gatheral's book and the large-time asymptotic of the Heston implied volatility agree algebraically, thus confirming a conjecture from Gatheral as well as providing a simpler expression for the asymptotic implied volatility in
Gatheral, J, Jacquier, A
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SSRN Electronic Journal, 2020 We fully characterize the absence of Butterfly arbitrage in the SVI formula for implied total variance proposed by Gatheral in 2004. The main ingredient is an intermediary characterization of the necessary condition for no arbitrage obtained for any model by Fukasawa in 2012 that the inverse functions of the -d1 and -d2 of the Black-Scholes formula ...
Claude Martini, Arianna Mingone
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COMPARING BROAD-BAND AND RED EDGE-BASED SPECTRAL VEGETATION INDICES TO ESTIMATE NITROGEN CONCENTRATION OF CROPS USING CASI DATA [PDF]
The International Archives of the Photogrammetry, Remote Sensing and Spatial Information Sciences, 2016 In recent decades, many spectral vegetation indices (SVIs) have been proposed to estimate the leaf nitrogen concentration (LNC) of crops. However, most of these indices were based on the field hyperspectral reflectance.
Y. Wang +5 more
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City and Environment Interactions, 2021 Increasing recognition of the potential ecosystem services provided by urban forests suggests a need to examine soil quality under urban conditions.
Nadina J. Galle +7 more
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Computational and Mathematical Biophysics, 2023 This study discusses an SIR epidemic model with modified saturated incidence rates and Holling functional type-II therapy. In this study, we take the new alert compartment (A) in the SIR compartment model.
Sharma Shivram, Sharma Praveen Kumar
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How does spatial structure affect psychological restoration? A method based on Graph Neural Networks and Street View Imagery [PDF]
Landscape and Urban Planning, 2023 The Attention Restoration Theory (ART) presents a theoretical framework with four essential indicators (being away, extent, fascinating, and compatibility) for comprehending urban and natural restoration quality.
Haoran Ma +4 more
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Remote Sensing, 2021 Abundant shallow underground brackish water resources could help in alleviating the shortage of fresh water resources and the crisis concerning agricultural water resources in the North China Plain.
Kangying Zhu +7 more
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