Stochastic

Results: 6946



#Item
721Mathematical finance / BlackScholes model / Implied volatility / Stochastic volatility / Risk-neutral measure / Volatility / Quantitative analyst / Brownian motion / CoxIngersollRoss model / Optimal stopping / Option / Book:More Finance

MATHEMATISCHES FORSCHUNGSINSTITUT OBEFRWOLFACH T a g u n g s b e r i c h t

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Source URL: fam.tuwien.ac.at

Language: English - Date: 2003-06-14 17:14:35
722Mathematical finance / Volatility / Stochastic volatility / Volatility smile / Implied volatility

Insider Trading, Stochastic Liquidity and Equilibrium PricesI Pierre Collin-Dufresne Carson Family Professor of Finance, Columbia University, and EPFL & SFI and NBER Vyacheslav Fos University of Illinois at Urbana-Champa

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2012-11-06 03:31:48
723Computational chemistry / Monte Carlo methods / Theoretical chemistry / Molecular dynamics / Stochastic simulation / Transition path sampling / Thermodynamic integration / Reaction coordinate / Dynamical system / Importance sampling / TPS / Phase space

Eur. Phys. J. Special Topics 224, 2409–) © EDP Sciences, Springer-Verlag 2015 DOI: epjst/e2015THE EUROPEAN PHYSICAL JOURNAL

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Source URL: comp-phys.univie.ac.at

Language: English - Date: 2015-09-23 02:32:54
724Mechanical engineering / Embedded systems / Gears / Kinematics / Machines / Transmission / Engine control unit / Dynamometer / Control theory / Hardware-in-the-loop simulation

Real-Time Implementation and Hardware Testing of a Hybrid Vehicle Energy Management Controller Based on Stochastic Dynamic Programming Daniel F. Opila Xiaoyong Wang Graduate Research Assistant

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Source URL: web.eecs.umich.edu

Language: English - Date: 2016-04-25 13:15:13
725Mathematical finance / Options / Volatility smile / Implied volatility / Local volatility / BlackScholes model / Volatility / Stochastic volatility / Valuation of options / Binomial options pricing model / Lattice model

PRICING OPTIONS USING IMPLIED TREES: EVIDENCE FROM FTSE-100 OPTIONS KIAN GUAN LIM* DA ZHI

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Source URL: www3.nd.edu

Language: English - Date: 2008-06-18 10:37:34
726Mathematical optimization / Operations research / Stochastic optimization / Stochastic programming / Second-order cone programming / Wind power / Stochastic process / Electric generator

Unit Commitment with N-1 Security and Wind Uncertainty Kaarthik Sundar‡ , Harsha Nagarajan† , Miles Lubin¶ , Line Roald§ , Sidhant Misra† , Russell Bent† , Daniel Bienstock$ † Los Alamos National Laboratory,

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Source URL: www.pscc-central.org

Language: English - Date: 2016-07-01 02:37:33
727Multivariate statistics / Machine learning / Dimension reduction / Free statistical software / Cluster analysis / Data mining / Nonlinear dimensionality reduction / Isomap / Dimensionality reduction / Orange / T-distributed stochastic neighbor embedding / Ayasdi

Journal of Machine Learning Research3163 Submitted 6/13; Revised 8/13; PublishedDivvy: Fast and Intuitive Exploratory Data Analysis Joshua M. Lewis

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Source URL: lvdmaaten.github.io

Language: English - Date: 2016-07-16 15:30:43
728Reasoning / Scientific modeling / Operations research / Simulation / Qualitative reasoning / Stochastic simulation / Economic model / Computer simulation / Military simulation / Modeling and simulation / Monte Carlo method / Time

Microsoft Word - Simpath QR10-v13.doc

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Source URL: www.qrg.northwestern.edu

Language: English - Date: 2010-08-26 18:38:05
729Dynamic stochastic general equilibrium / Tax rate / Consumption tax / Tax / Overlapping generations model

Dynare Working Papers Series http://www.dynare.org/wp/ Tax Reduction Policies of the Productive Sector and Its Impacts on Brazilian Economy

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Source URL: www.dynare.org

Language: English - Date: 2014-04-01 09:39:11
730Stochastic processes / Random walk / Expander graph / Randomized algorithm / Algebraic graph theory / Graph theory / Loop-erased random walk / Laplacian matrix

Spectral Graph Theory Lecture 9 PSRGs via Random Walks on Graphs Daniel A. Spielman

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Source URL: www.cs.yale.edu

Language: English - Date: 2012-08-24 09:50:05
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