Search Results - subject:"density functions"

A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes

Jagannathan, Raj - In: Journal of mathematical finance 6 (2016) 2, pp. 303-323

Persistent link: https://www.econbiz.de/10011544516

Income convergence, migration and geography: Distribution analysis of regions in Norway

Stokke, Hildegunn; Rattso, Jorn - 2010

institutional setting. Kernel density functions and finite first order Markov chains are estimated and tested, in particular with …

Persistent link: https://www.econbiz.de/10011332311

A quantitative mirror on the Euribor market using implied probability density functions

de Vincent-Humphreys, Rupert; Gutiérrez, Puigvert; … - European Central Bank - 2010

This paper presents a set of probability density functions for Euribor outturns in three months’ time, estimated from … the statistical moments of these option-implied probability density functions are documented until April 2010. Particular … attention is given to how these probability density functions, and their associated summary statistics, reacted to the unfolding …

Persistent link: https://www.econbiz.de/10008776790

A quantitative mirror on the Euribor market using implied probability density functions

de Vincent-Humphreys, Rupert; Puigvert Gutiérrez, … - 2010

Persistent link: https://www.econbiz.de/10011605327

Income convergence, migration and geography : distribution analysis of regions in Norway

Rattsø, Jørn; Stokke, Hildegunn Ekroll - 2010

institutional setting. Kernel density functions and finite first order Markov chains are estimated and tested, in particular with …

Persistent link: https://www.econbiz.de/10012653742

Evolution of consumption distribution and model of wealth distribution in China between 1995 and 2012

Gao, Li - In: Physica A: Statistical Mechanics and its Applications 429 (2015) C, pp. 76-86

period 1995–2012 and find that its probability density functions (PDFs) obey the rule Pc(x)=K(x−μ)e−(x−μ)22σ2. We also find …

Persistent link: https://www.econbiz.de/10011264567

Le centre d'affaire historique de Paris : quel pouvoir structurant sur l'espace économique en Ile-de-France ?

Guillain, Rachel; gallo, Julie Le - In: Revue d'économie industrielle n° 123 (2008) 3, pp. 65-86

, we evaluate the employment density gradient and its significance using density functions estimated for total employment …

Persistent link: https://www.econbiz.de/10011020493

Summary statistics of option-implied probability density functions and their properties

Lynch, Damien; Panigirtzoglou, Nikolaos - Bank of England - 2008

The statistics that summarise probability density functions(pdfs) implied from option prices can be used to assess …

Persistent link: https://www.econbiz.de/10008493887

Wavelet transform-based stress-time history editing of horizontal axis wind turbine blades

Pratumnopharat, Panu; Leung, Pak Sing; Court, Richard S. - In: Renewable Energy 63 (2014) C, pp. 558-575

Full scale blade fatigue testing is required to verify that the horizontal axis wind turbine (HAWT) blades posses the strength and service life specified in the design. Unfortunately, fatigue tests must be run for a long time period, which has led blade testing laboratories to seek ways of...

Persistent link: https://www.econbiz.de/10011043811

Invasive Species and Biosecurity: Cost of Monitoring and Controlling Mediterranean Fruit Flies in Florida

Pierre, Raphael; Spreen, Thomas H.; Moss, Charles B. - In: Journal of Agricultural and Applied Economics 38 (2006) 02

The growing movement of people and goods that started in the closing years of the twentieth century has increased the possibility of the accidental or intentional introduction of biohazards that can affect agricultural production in the United States. This study examines the ex ante decision...

Persistent link: https://www.econbiz.de/10005320803