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Stochastic process
Results: 1129

#	Item
901	A multicommodity model of futures prices: Using futures prices of one commodity to estimate the stochastic process of another Add to Reading List Source URL: www.gonzalocortazar.com Language: English - Date: 2008-04-24 14:16:49 Financial economics Economics Control theory Markov models Options Kalman filter Futures contract Autoregressive conditional heteroskedasticity Stochastic volatility Statistics Time series analysis Mathematical finance
902	Introduction to jump and L´ evy processes John Crosby Glasgow University / Grizzly Bear Capital My website is: http://www.john-crosby.co.uk Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2013-10-16 05:03:34 Poisson processes Lévy process Characteristic function Poisson distribution Non-homogeneous Poisson process Statistics Probability theory Stochastic processes
903	Imperial College of Science, Technology and Medicine Department of Mathematics Approximating L´ Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2009-01-26 14:37:38 Normal distribution Brownian motion Lévy process Black–Scholes Compound Poisson process Inverse Gaussian distribution Gaussian process Volatility Gamma process Statistics Stochastic processes Variance gamma process
904	FX and cross-currency options modelling with Levy processes timechanged by other Levy processes John Crosby Global Head of Quantitative Analytics and Research, Lloyds TSB Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2008-07-21 09:34:03 Ole Barndorff-Nielsen Neil Shephard Stochastic CIR process Lévy process Dynamics Statistics Stochastic processes Ornstein–Uhlenbeck process
905	Report on the Programme: Bayesian Nonparametric Regression Basic theme and background Bayesian nonparametric inference is a relatively young research area, with the earliest papers appearing in the mid 1970’s, with gre Add to Reading List Source URL: www.newton.ac.uk Language: English - Date: 2007-09-28 04:24:00 Regression analysis Statistical theory Stochastic processes Dirichlet process Nonparametric regression Non-parametric statistics Bayesian inference Statistics Statistical inference Econometrics
906	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 Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2009-11-22 13:21:26 Finance Investment Local volatility Foreign-exchange option Black–Scholes Μ operator Volatility smile Stochastic volatility Poisson process Financial economics Options Mathematical finance
907	Approximating L´ evy processes by a hyperexponential jump-diffusion process with a view to option pricing John Crosby Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2009-11-22 13:21:30 Statistical mechanics Brownian motion Colloidal chemistry Fractals Robert Brown Diffusion process Statistics Stochastic processes Probability and statistics
908	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 Add to Reading List Source URL: vh.icg.tugraz.at Language: English - Date: 2013-05-10 06:19:14 Markov models Diffusion Transport phenomena Diffusion process Random walk Stochastic matrix Matrix Markov chain Molecular diffusion Algebra Mathematics Statistics
909	Advances in Gaussian Processes Tutorial at NIPS 2006 in Vancouver Carl Edward Rasmussen Max Planck Institute for Biological Cybernetics, Tübingen Add to Reading List Source URL: learning.eng.cam.ac.uk Language: English - Date: 2007-06-04 05:00:18 Normal distribution Multivariate normal distribution Bayesian statistics Gaussian function Statistics Stochastic processes Gaussian process
910	Cumulative Advantage and Success-Breeds-Success: The Value of Time Pattern Analysis John C. Huber Institute for Invention and Innovation, 500 E. Anderson Ln., Suite 238-X, Austin, TX[removed]E-mail: [removed] Add to Reading List Source URL: topology.eecs.umich.edu Language: English - Date: 2006-01-30 16:42:28 Poisson distribution Probability distribution Negative binomial distribution Poisson process Species distribution Poisson regression Statistics Stochastic processes Regression analysis

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