Results 51 to 60 of about 1,325,287 (138)
Optimal Variance Swaps Portfolios and Estimating Greeks for Variance-Gamma [PDF]
, 2011 In this dissertation, we investigate two problems: constructing optimal variance swaps portfolios and estimating Greeks for options with underlying assets following a Variance Gamma process.
Cao, Lingyan
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DISTRIBUSI INVERS GAMMA PADA INFERENSI BAYESIAN
Media Statistika, 2010 One of the methods which can be used in statistical inferences is Bayesian inference. It is combine sample distribution and prior distribution, that can be resulted posterior distribution.
Sugito Sugito, Dwi Ispriyanti
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On the number of series parallel and outerplanar graphs [PDF]
Discrete Mathematics & Theoretical Computer Science, 2005 We show that the number $g_n$ of labelled series-parallel graphs on $n$ vertices is asymptotically $g_n \sim g \cdot n^{-5/2} \gamma^n n!$, where $\gamma$ and $g$ are explicit computable constants.
Manuel Bodirsky +3 more
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KETIDAKSAMAAN PADA FUNGSI Q-GAMMA [PDF]
, 2012 Alsina and Tomas (2005) discuss about inequaty of the gamma function by geometricalapproach. Sandor (2005) and Baiduri (2008) discuss about some inequalities that involves the gammafunction based on the series representaion of psi function.
., Baiduri
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Effect of gamma-radiation and sodium azide on quantitative characters in rice (Oryza sativa L.)
Genetics and Molecular Biology, 1998 Seeds of rice cultivar IAC-1246 received single and combined treatments of 10 or 20 Krad gamma-rays and 0.5 mM sodium azide (SA). The experiments were carried out to assess the effect of treatments on the mean and variance in second generation plants of ...
Ricardo Montalván, Akihiko Ando
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Value-at-risk for the USD/ZAR exchange rate: The Variance-Gamma model
South African Journal of Economic and Management Sciences, 2015 A country’s level of exchange risk is closely linked to its financial stability, on a macro-economic scale. South African exchange rates, in particular, have a significant impact on imports, inflation, consumer prices and monetary policies. Consequently,
Lionel Establet Kemda +2 more
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Mixtures of Variance-Gamma Distributions
, 2013 A mixture of variance-gamma distributions is introduced and developed for model-based clustering and classification. The latest in a growing line of non-Gaussian mixture approaches to clustering and classification, the proposed mixture of variance-gamma distributions is a special case of the recently developed mixture of generalized hyperbolic ...
McNicholas, Sharon M. +2 more
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Path dependent option pricing under Lévy processes applied to Bermudan options [PDF]
, 2004 A model is developed that can price path dependent options when the underlying process is an exponential Lévy process with closed form conditional characteristic function. The model is an extension of a recent quadrature option pricing model so that it
O'Sullivan, Conall
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Modeling Sage data with a truncated gamma-Poisson model
BMC Bioinformatics, 2006 Background Serial Analysis of Gene Expressions (SAGE) produces gene expression measurements on a discrete scale, due to the finite number of molecules in the sample.
Zwinderman Aeilko H, Thygesen Helene H
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Some Probability Characteristics of the Solution of Stochastic Fredholm Integral Equation Contains a Joint Gamma Process [PDF]
Engineering and Technology Journal, 2014 In this paper, some probability characteristics functions (probability density and spectral density) are derived depending upon the smallest variance of the stochastic solution of supposing stochastic linear Fredholm integral equation of the second kind ...
Mohammad W. Muflih +2 more
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