Results 71 to 80 of about 1,325,287 (138)
Business Time and New Credit Risk Models [PDF]
This paper examines a new model of credit risk measurement, the Variance Gamma- Merton one, which seems to be adequate for describing single default occurrence and default correlation in turbulent times.
E. Luciano
core
Estimating Greeks for Variance-Gamma [PDF]
Proceedings of the 2010 Winter Simulation Conference, 2010 Lingyan Cao, Michael C. Fu 0001
openaire +1 more source
High gamma irradiation doses and long storage times reduce soybean seed quality
Semina: Ciências Agrárias, 2016 High quality seeds are required for soybean production. This study evaluated the effect of gamma irradiation and storage time on seed quality in soybean lines VX04-6828 and VX04-5692. Seeds were gamma irradiated (60Co) with 0, 50, 150, and 250 Gy.
Danúbia Aparecida Costa Nobre +4 more
doaj +1 more source
Variance Gamma (non-local) equations
, 2022 We provide some equations for the Variance Gamma process due to the fact that we do not consider only the definition as a time-changed Brownian motion. This brings us to a new non-local equation, even true in the drifted case, involving generalized Weyl derivatives.
openaire +2 more sources
Effects of Different Doses of Gamma Rays on Seed Germination Characteristics of Balango Shirazi (Lallemantia Royleana) [PDF]
مجله علوم و فنون هستهای, 2016 Balango (Lallemantia royleana), as a medicinal plant, contains a significant amount of effective ingredients. Balango seed has several properties: it is anti-bloating, constipation, dry cough, and asthma to name only a few.
M. H Fotokian, Z Madani
doaj
ENDOCRINE-METABOLIC PATHOLOGY IN CHILDREN OF FEMALE WORKERS ON NUCLEAR INDUSTRY ENTERPRISE
Радиационная гигиена, 2018 The study of deviations in health status of children whose parents were exposed to radiation on production enterprise is important for radiation safety of people of reproductive age and their subsequent generations.The purpose of the study: the analysis ...
S. F. Sosnina, P. V. Okatenko
doaj +1 more source
Variance-Gamma approximation via Stein's method
Electronic Journal of Probability, 2014 Variance-Gamma distributions are widely used in financial modelling and contain as special cases the normal, Gamma and Laplace distributions. In this paper we extend Stein's method to this class of distributions. In particular, we obtain a Stein equation and smoothness estimates for its solution.
openaire +4 more sources
Cover Jurnal Gamma Vol.9, No.2, Maret 2014
, 2015 Cover Jurnal Gamma Vol.9, No.2, Maret ...
., Cover
core