Stochastic models

Results: 1168



#Item
971Finance / Investment / Local volatility / Foreign-exchange option / Black–Scholes / Μ operator / Volatility smile / Stochastic volatility / Poisson process / Financial economics / Options / Mathematical finance

A class of Lévy process models with almost exact calibration to both barrier and vanilla FX options PETER CARR and JOHN CROSBY Peter Carr (email: [removed]) is Director of the Master’s in Mathematical Finance p

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Source URL: www.john-crosby.co.uk

Language: English - Date: 2009-11-22 13:21:26
972Markov models / Stochastic differential equations / Stochastic processes

[Ali H. Sayed, Sheng-Yuan Tu, Jianshu Chen, Xiaochuan Zhao, and Zaid J. Towfic] © istockphoto.com/jamie farrant Diffusion Strategies for Adaptation and

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Source URL: iracema.icsl.ucla.edu

Language: English - Date: 2013-04-18 14:46:08
973Markov models / Diffusion / Transport phenomena / Diffusion process / Random walk / Stochastic matrix / Matrix / Markov chain / Molecular diffusion / Algebra / Mathematics / Statistics

Proceedings of Conference on Computer Vision and Pattern Recognition (CVPR[removed]Diffusion Processes for Retrieval Revisited Michael Donoser and Horst Bischof Institute for Computer Graphics and Vision Graz University o

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Source URL: vh.icg.tugraz.at

Language: English - Date: 2013-05-10 06:19:14
974Poisson processes / Markov models / Markov processes / M/M/1 queue / Queueing model / Exponential distribution / Utilization / G–network / M/G/1 queue / Statistics / Stochastic processes / Queueing theory

There is a standard notation system to classify queueing systems as A/B/C/D/E, where:

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Source URL: businessmanagementcourses.org

Language: English - Date: 2007-06-08 11:39:00
975Probability and statistics / Markov models / Operations research / Network performance / Queueing model / Erlang / Queue area / Scheduling / Service rate / Statistics / Queueing theory / Stochastic processes

UNIT 2 QUEUING THEORY LESSON 21 Learning Objective: •

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Source URL: businessmanagementcourses.org

Language: English - Date: 2007-06-08 11:38:49
976Poisson processes / Markov models / Markov processes / Queueing model / Poisson distribution / Exponential distribution / M/M/1 queue / Statistics / Stochastic processes / Queueing theory

UNIT 2 QUEUING THEORY LESSON 22 Learning Objective: •

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Source URL: businessmanagementcourses.org

Language: English - Date: 2007-06-08 11:38:54
977Poisson processes / Markov models / Markov processes / M/M/1 queue / Queueing model / Exponential distribution / Poisson distribution / M/G/1 queue / Statistics / Stochastic processes / Queueing theory

UNIT 2 QUEUING THEORY LESSON 24 Learning Objective: •

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Source URL: businessmanagementcourses.org

Language: English - Date: 2007-06-08 11:39:04
978New Keynesian economics / New classical macroeconomics / Dynamic stochastic general equilibrium / Macroeconomic model / Philosophy of science / Resampling / Economic model / Hypothesis / Cointegration / Macroeconomics / Statistics / Economics

Introduction The model An example Testable restrictions Alternative scenarios Monte Carlo Empirical application Lessons Frequentist evaluation of small DSGE models Gunnar Bårdsen (Trondheim), Luca Fanelli (Bologna) IV

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Source URL: www.bancaditalia.it

Language: English - Date: 2014-04-10 13:24:41
979Macroeconomics / New classical macroeconomics / Regression analysis / Multivariate statistics / Dynamic stochastic general equilibrium / Vector autoregression / Economic model / Instrumental variable / General equilibrium theory / Statistics / Econometrics / Economics

A method to generate structural impulse-responses for measuring the effects of shocks in structural macro models

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Source URL: www.ecb.europa.eu

Language: English - Date: 2006-02-09 03:40:37
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