Results 271 to 280 of about 188,093 (295)
Some of the next articles are maybe not open access.
Variance-Gamma and Monte Carlo
2007The Variance-Gamma (VG) process was introduced by Dilip B. Madan and Eugene Seneta as a model for asset returns in a paper that appeared in 1990, and subsequently used for option pricing in a 1991 paper by Dilip and Frank Milne. This paper serves as a tutorial overview of VG and Monte Carlo, including three methods for sequential simulation of the ...
openaire +1 more source
A Mixture of Variance-Gamma Factor Analyzers
2017The mixture of factor analyzers model is extended to variance-gamma mixtures to facilitate flexible clustering of high-dimensional data. The formation of the variance-gamma distribution utilized is a special and limiting case of the generalized hyperbolic distribution.
Sharon M. McNicholas +2 more
openaire +1 more source
Variances and covariances of order statistics from the gamma distribution
Biometrika, 1974SUMMARY The expectations, variances and covariances of the order statistics in a sample of size n from a standardized gamma distribution with parameter r are tabulated for r = 2(1)5 and n = 2(1)10.
openaire +1 more source
Inference for Variance-Gamma Driven Stochastic Systems
2023 26th International Conference on Information Fusion (FUSION), 2023Joseph Johnson +2 more
openaire +1 more source
The Early Years of the Variance-Gamma Process
2007Dilip Madan and I worked on stochastic process models with stationary independent increments for the movement of log-prices at the University of Sydney in the period 1980–1990, and completed the 1990 paper [21] while respectively at the University of Maryland and the University of Virginia.
openaire +1 more source
The role of the gamma knife in the treatment of malignant primary and metastatic brain tumors
Ca-A Cancer Journal for Clinicians, 1998Ronald F Young
exaly
Multi-sensory Gamma Stimulation Ameliorates Alzheimer’s-Associated Pathology and Improves Cognition
Cell, 2019Anthony J Martorell +2 more
exaly