Results 51 to 60 of about 270,421 (115)

Robust Hedging with Proportional Transaction Costs

open access: yes, 2013
Duality for robust hedging with proportional transaction costs of path dependent European options is obtained in a discrete time financial market with one risky asset.
Dolinsky, Yan, Soner, H. Mete
core   +1 more source

Numerical approximation of corotational dumbbell models for dilute polymers [PDF]

open access: yes, 2007
We construct a general family of Galerkin methods for the numerical approximation of weak solutions to a coupled microscopic-macroscopic bead-spring model that arises from the kinetic theory of dilute solutions of polymeric liquids with noninteracting ...
Barrett, John W., Suli, Endre
core  

Some stochastic models for structured populations : scaling limits and long time behavior [PDF]

open access: yes, 2017
The first chapter concerns monotype population models. We first study general birth and death processes and we give non-explosion and extinction criteria, moment computations and a pathwise representation.
Bansaye, Vincent, Méléard, Sylvie
core   +2 more sources

Understanding the Fine Structure of Electricity Prices. [PDF]

open access: yes
This paper analyzes the special features of electricity spot prices derived from the physics of this commodity and from the economics of supply and demand in a market pool.
Geman, Hélyette, Roncoroni, Andréa
core  

Bioelectric signal analysis and measurement [PDF]

open access: yes
Nonstationary time series techniques are used to analyze EEG signals for the estimation of alertness. A time varying order is extracted in sequential time series measurement of these data and strategies are devised for obtaining optimal representation of
Lai, D. C.
core   +1 more source

Generation and characterisation of keratin 7 (K7) knockout mice. [PDF]

open access: yesPLoS One, 2013
Sandilands A   +10 more
europepmc   +1 more source

Gene Selection for Cancer Classification using Support Vector Machines

open access: yesMachine-mediated learning, 2002
Isabelle M Guyon   +3 more
semanticscholar   +1 more source

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