Results 21 to 30 of about 1,325,287 (138)
Residue Sum Formula for Pricing Options under the Variance Gamma Model
Mathematics, 2021 We present and prove a triple sum series formula for the European call option price in a market model where the underlying asset price is driven by a Variance Gamma process.
Pedro Febrer, João Guerra
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Sand-Dust Image Enhancement Using Chromatic Variance Consistency and Gamma Correction-Based Dehazing
Sensors, 2022 In sand-dust environments, the low quality of images captured outdoors adversely affects many remote-based image processing and computer vision systems, because of severe color casts, low contrast, and poor visibility of sand-dust images.
Jong-Ju Jeon, Tae-Hee Park, Il-Kyu Eom
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The Variance Gamma Distribution [PDF]
Significance, 2019 Abstract Scott Nestler and Andrew Hall provide an overview of a little-known but highly flexible distribution, which can be useful for modelling share price ...
Scott Nestler, Andrew Hall
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SIFAT-SIFAT DAN KEJADIAN KHUSUS DISTRIBUSI GAMMA
Barekeng, 2021 The gamma distribution is one of special continuous random variable distribution with scale parameter and shape parameter where is positive real numbers.
Royke Yohanes Warella +2 more
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Optimal Variance–Gamma approximation on the second Wiener chaos [PDF]
Journal of Functional Analysis, 2022 In this paper, we consider a target random variable $Y \sim \CVG$ distributed according to a centered Variance--Gamma distribution. For a generic random element $F=I_2(f)$ in the second Wiener chaos with $\E[F^2]= \E[Y^2]$ we establish a non-asymptotic optimal bound on the distance between $F$ and $Y$ in terms of the maximum of difference of the first ...
Azmoodeh, Ehsan +2 more
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On the Moments of the Variance-Gamma Distribution
Statistics & Probability Letters, 2023 6 ...
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Confidence interval estimation of the common mean of several gamma populations
PLoS ONE, 2022 Gamma distributions are widely used in applied fields due to its flexibility of accommodating right-skewed data. Although inference methods for a single gamma mean have been well studied, research on the common mean of several gamma populations are ...
Li Yan
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Higher-order asymptotic corrections and their application to the Gamma Variance Model
European Physical Journal C: Particles and Fields, 2023 We present improved methods for calculating confidence intervals and p values in situations where standard asymptotic approaches fail due to small sample sizes.
Enzo Canonero +2 more
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Experimental Measurements and Computer Simulation of Fission Product Gamma-Ray Spectra [PDF]
, 1997 Airborne gamma ray spectrometry using high volume scintillation detectors, optionally in conjunction with Ge detectors, has potential for making rapid environmental measurements in response to nuclear accidents. An experimental investigation and computer
Sanderson, D.C.W. +4 more
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APPLICATION OF THE JSIR2S CODE PACKAGE FOR SHUTDOWN DOSE RATE CALCULATIONS ON JET [PDF]
EPJ Web of Conferences, 2021 In this paper we present a computational exercise for shut-down dose rate calculations for the JET tokamak using the in-house developed JSIR2S code package as part of its validation.
Ambrožič Klemen +3 more
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