Results 61 to 70 of about 1,325,287 (138)
An image-computable model for the stimulus selectivity of gamma oscillations
eLife, 2019 Gamma oscillations in visual cortex have been hypothesized to be critical for perception, cognition, and information transfer. However, observations of these oscillations in visual cortex vary widely; some studies report little to no stimulus-induced ...
Dora Hermes +3 more
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Option Pricing Under the Variance Gamma Process [PDF]
, 2004 In this dissertation we price European and American vanilla and barrier options assuming that the underlying follows the variance gamma process. We solve numerically the problem implementing a finite difference algorithm and we present numerical ...
Fiorani, Filo
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The Variance Gamma++ Process and Applications to Energy Markets [PDF]
, 2021 The purpose of this article is to introduce a new L\'evy process, termed Variance Gamma++ process, to model the dynamic of assets in illiquid markets. Such a process has the mathematical tractability of the Variance Gamma process and is obtained applying
Gardini, M., Sasso, E., Sabino, P.
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Option Pricing under the Variance Gamma Process [PDF]
, 2009 In this dissertation we price European and American vanilla and barrier options assuming that the underlying follows the variance gamma process. We solve numerically the problem implementing a finite difference algorithm and we present numerical experiments on the option pricing.
openaire +1 more source
Option Pricing Under the Variance Gamma Process [PDF]
In this dissertation we price European and American vanilla and barrier options assuming that the underlying follows the variance gamma process. We solve numerically the problem implementing a finite difference algorithm and we present numerical ...
Fiorani, Filo
core
Brain StimulationBackground: In Parkinson's disease, invasive brain recordings show that dopaminergic medication can induce narrowband gamma rhythms in the motor cortex and subthalamic nucleus, which co-fluctuate with dyskinesia scores. Deep brain stimulation can entrain
Maria Olaru +6 more
doaj +1 more source
The Variance Gamma Scaled Self-Decomposable Process in Actuarial Modelling [PDF]
A scaled self-decomposable stochastic process put forward by Carr, Geman, Madan and Yor (2007) is used to model long term equity returns and options prices.
Conall O'Sullivan, Michael Moloney
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International Journal of Assessment Tools in EducationIt is an important point to test the homogeneity of variances in statistical methods such as the t-test or F-test used to make comparisons between groups.
Ayşenur Erdemir +3 more
doaj +1 more source
Multivariate Variance Gamma and Gaussian dependence: a study with copulas [PDF]
This paper explores the dynamic dependence properties of a Levy process, the Variance Gamma, which has non Gaussian marginal features and non Gaussian dependence.
Elisa Luciano, Patrizia Semeraro
core
Variance gamma process simulation and it's parameters estimation
, 2010 Variance gamma process is a three parameter process. Variance gamma process is simulated as a gamma time-change Brownian motion and as a difference of two independent gamma processes.
Kuzmina, A. V.
core