Results 81 to 90 of about 1,325,287 (138)

Evaluating a novel reproduction number estimation method: a comparative analysis

Scientific Reports
This paper presents practical methodologies for determining effective reproduction numbers, R(t), providing valuable insights for researchers and public health officials.
Katsuro Anazawa
doaj   +1 more source

Model Dependency of the Digital Option Replication – Replication under an Incomplete Model (in English) [PDF]

The paper focuses on the replication of digital options under an incomplete model. Digital options are regularly applied in the hedging and static decomposition of many path-dependent options.
Tomáš Tichý
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Correlated systematic uncertainties and errors-on-errors in measurement combinations with an application to the 7–8 TeV ATLAS–CMS top quark mass combination

European Physical Journal C: Particles and Fields
The Gamma Variance Model is a statistical model that incorporates uncertainties in the assignment of systematic errors (informally called errors-on-errors). The model is of particular use in analyses that combine the results of several measurements.
Enzo Canonero, Glen Cowan
doaj   +1 more source

Cover Jurnal Gamma Vol. 10 No.1, September 2015

, 2015
Cover Jurnal Gamma Vol.
., Cover
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Investigation of the disappearance of collective motion in nuclei of mass A~120-130

EPJ Web of Conferences, 2014
A study of hot Giant Dipole Resonance (GDR) in nuclei of mass A=120~130 in an excitation energy range from 150 to 330 MeV, where the GDR quenching is expected to arise, has been undertaken using the MEDEA multi-detector system.
Maiolino C., Santonocito D., Wang D., Blumenfeld Y., Agodi C., Alba R., Amorini F., Auditore L., Bellia G., Cardella G., Coniglione R., Delaunay F., De Filippo E., Del Zoppo A., Emanuele U., Finocchiaro P., Frascaria N., Hongmei F., Lima V., Monrozeau C., Migneco E., Papa M., Piattelli P., Pirrone S., Rizzo F., Sapienza P., Scarpaci J.A., Trifirò A., Trimarchi M.   +28 more
doaj   +1 more source

Tests regarding parameters of several independent gamma populations [PDF]

Gamma distribution has been used with considerable success in reliability studies and life testing experiments. This distribution assumes various forms as its shape parameter varies which makes it suitable for analyzing a variety of lifetime data.
Ram Tripathi
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ON THE CUMULATIVE DISTRIBUTION FUNCTION OF THE VARIANCE-GAMMA DISTRIBUTION

Bulletin of the Australian Mathematical Society
AbstractWe obtain exact formulas for the cumulative distribution function of the variance-gamma distribution, as infinite series involving the modified Bessel function of the second kind and the modified Lommel function of the first kind. From these formulas, we deduce exact formulas for the cumulative distribution function of the product of two ...
openaire   +4 more sources

Simple Variance Swaps [PDF]

The large asset price jumps that took place during 2008 and 2009 disrupted volatility derivatives markets and caused the single-name variance swap market to dry up completely.
Ian Martin
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The Empirical Bayes Estimators of the Variance Parameter of the Normal Distribution with a Normal-Inverse-Gamma Prior Under Stein’s Loss Function

Axioms
For the hierarchical normal and normal-inverse-gamma model, we derive the Bayesian estimator of the variance parameter in the normal distribution under Stein’s loss function—a penalty function that treats gross overestimation and underestimation equally ...
Ying-Ying Zhang
doaj   +1 more source

Hedging strategies and minimal variance portfolios for European and exotic options in a Levy market [PDF]

This paper presents hedging strategies for European and exotic options in a Levy market. By applying Taylor's Theorem, dynamic hedging portfolios are con- structed under different market assumptions, such as the existence of power jump assets or moment ...
Olhede, Sofia, Stephens, David, Yip, Wing   +2 more
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