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  • Search: subject:"perturbation theory"
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Year of publication
Subject
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Perturbation theory 15 Stochastic process 10 Stochastischer Prozess 10 Option pricing theory 9 Optionspreistheorie 8 perturbation theory 8 Theorie 7 Theory 7 Volatility 7 Volatilität 7 Matrix Perturbation Theory 6 Rank Estimation 6 Rank Testing 6 Singular Value Decomposition 6 Derivat 5 Derivative 5 Information Theoretic Criterion 5 Panel data 5 factor models 5 interactive fixed effects 5 perturbation theory of linear operators 5 random matrix theory 5 singular perturbation theory 5 Sequential Testing Strategy 4 Subspace Methods 4 Weighting Matrices 4 stochastic volatility 4 Black-Scholes model 3 Black-Scholes-Modell 3 Correlation 3 Factor analysis 3 Faktorenanalyse 3 Korrelation 3 Panel 3 Panel study 3 Perturbation Theory 3 CAPM 2 Composed functions 2 Conjugate duality 2 Convex programming 2
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Online availability
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Undetermined 33 Free 13
Type of publication
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Article 38 Book / Working Paper 16
Type of publication (narrower categories)
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Article in journal 14 Aufsatz in Zeitschrift 14 Working Paper 8 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4
Language
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Undetermined 30 English 24
Author
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Ratsimalahelo, Zaka 7 Moon, Hyungsik Roger 5 Weidner, Martin 5 Baker, George A. 2 Boţ, Radu 2 Escobar, Marcos 2 Götz, Barbara 2 Johnson, J.D. 2 Ma, Yong-Ki 2 Maćkowiak, J. 2 Neykova, Daniela 2 Vargyas, Emese 2 Wanka, Gert 2 Wiśniewski, M. 2 Zagst, Rudi 2 Achilleos, V.A. 1 Besse, Philippe 1 Bremer, Ton S. van den 1 Briceño-Arias, Luis M. 1 Burtnyak, Ivan 1 CUTHBERTSON, CHARLES 1 Cai, Tuo 1 Combettes, Patrick L. 1 Correia-da-Silva, João 1 Delong, Łukasz 1 Duck, Peter 1 Faria, Gonçalo 1 Ferreira, Mário F.S. 1 Ferretti, Roberto G. 1 Frantzeskakis, D.J. 1 Freund, Robert 1 Ghazaryan, Anna 1 Grindlay, J. 1 Guérin, Hervé 1 Hatamian, S.T 1 Horikis, T.P. 1 Hoseini, S.M. 1 Huh, Jeonggyu 1 Jacobo, Juan 1 Jeon, Jaegi 1
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Institution
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EconWPA 2 Economics and Econometrics Research Institute (EERI) 1 Faculdade de Economia, Universidade do Porto 1 Santa Fe Institute 1 School of Economics and Political Science, Universität St. Gallen 1 Sloan School of Management, Massachusetts Institute of Technology (MIT) 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Physica A: Statistical Mechanics and its Applications 11 Mathematics and Computers in Simulation (MATCOM) 4 EERI Research Paper Series 3 CEMMAP working papers / Centre for Microdata Methods and Practice 2 Computational economics 2 EERI research paper series 2 Econometrics 2 International journal of theoretical and applied finance 2 cemmap working paper 2 Advances in Complex Systems (ACS) 1 Advances in Data Analysis and Classification 1 American economic review 1 Applied mathematical finance 1 Computational Statistics 1 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 1 FEP Working Papers 1 International Journal of Financial Markets and Derivatives 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of financial engineering 1 Investment management and financial innovations 1 MPRA Paper 1 Mathematical Methods of Operations Research 1 Mathematical finance : an international journal of mathematics, statistics and financial theory 1 Mathematical methods of operations research 1 Mathematics of operations research 1 Psychometrika 1 Statistics & Probability Letters 1 Structural change and economic dynamics : SC+ED 1 The B.E. journal of macroeconomics 1 The Journal of Real Estate Finance and Economics 1 University of St. Gallen Department of Economics working paper series 2005 1 Working Papers / Santa Fe Institute 1 Working papers / Sloan School of Management, Massachusetts Institute of Technology (MIT) 1
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Source
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RePEc 32 ECONIS (ZBW) 18 EconStor 4
Showing 41 - 50 of 54
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Evaluating critical exponents in the optimized perturbation theory
Pinto, Marcus Benghi; Ramos, Rudnei O.; Sena, Paulo J. - In: Physica A: Statistical Mechanics and its Applications 342 (2004) 3, pp. 570-582
We use the optimized perturbation theory, or linear δ expansion, to evaluate the critical exponents in the critical 3d …
Persistent link: https://www.econbiz.de/10011060384
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Diagrammatic computation of the random flight motion
Hatamian, S.T - In: Physica A: Statistical Mechanics and its Applications 341 (2004) C, pp. 401-432
We present a perturbation theory by extending a prescription due to Feynman for computing the probability density …
Persistent link: https://www.econbiz.de/10011063634
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On the thermodynamics of magnetic alloys in the vicinity of Tc
Maćkowiak, J.; Wiśniewski, M. - In: Physica A: Statistical Mechanics and its Applications 326 (2003) 1, pp. 141-150
of H due to Andrei et al., whereas χi(T) by applying second-order perturbation theory for the free energy. …
Persistent link: https://www.econbiz.de/10011057459
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Strongly Consistent Determination of the Rank of Matrix
Ratsimalahelo, Zaka - EconWPA - 2003
In this paper, we develop methods of the determination of the rank of random matrix. Using the matrix perturbation … theory to construct or find a suitable bases of the kernel (null space) of the matrix and to determine the limiting …-N-consistent estimator is available and construct a Wald- type test statistic (generalized Wald test). The test, based on matrix perturbation …
Persistent link: https://www.econbiz.de/10005062540
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Rank Test Based On Matrix Perturbation Theory
Ratsimalahelo, Zaka - EconWPA - 2003
statistic is based on the smallest estimated singular values. Using Matrix Perturbation Theory, the smallest singular values of …
Persistent link: https://www.econbiz.de/10005556321
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Thermodynamic limit in the elastic triangle: perturbation theory
Opie, A.H.; Grindlay, J. - In: Physica A: Statistical Mechanics and its Applications 303 (2002) 1, pp. 119-132
gravity, is explored algebraically. A subset of the springs is treated as weak in relation to the others and perturbation … theory is used to obtain the zero order and first order expressions for the equilibrium positions of the particles. The zero …
Persistent link: https://www.econbiz.de/10010589113
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Analytical equations of state for double Yukawa and hard core double Yukawa fluids: application to simple and colloidal fluids
Guérin, Hervé - In: Physica A: Statistical Mechanics and its Applications 304 (2002) 3, pp. 327-339
Analytic, explicit and non-empirical equations of state for the double Yukawa and hard core double Yukawa fluids are presented. They are based on a second-order inverse temperature expansion of the free energy within the mean spherical approximation. These equations of state yield good results...
Persistent link: https://www.econbiz.de/10010589276
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Perturbation theory, asymptotic series and the renormalisation group
West, Geoffrey B - In: Physica A: Statistical Mechanics and its Applications 279 (2000) 1, pp. 180-187
The divergence of the perturbation series in quantum field theory is reviewed and an argument presented showing that, at least in the unrenormalised theory, it must be asymptotic in the Poincaré sense. Some basic concepts of asymptotic series are reviewed. By combining momentum analyticity with...
Persistent link: https://www.econbiz.de/10010873771
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On the magnetic ordering implemented by the s–d exchange interaction
Maćkowiak, J.; Wiśniewski, M. - In: Physica A: Statistical Mechanics and its Applications 280 (2000) 3, pp. 484-496
–d exchange Hamiltonian HK resulting from second-order perturbation theory prove to be ordered in the same manner as those of hr …
Persistent link: https://www.econbiz.de/10011058035
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A simplified perturbation theory for equilibrium properties of triangular-well fluids
Largo, J.; Solana, J.R. - In: Physica A: Statistical Mechanics and its Applications 284 (2000) 1, pp. 68-78
-sphere fluid is used in combination with Barker–Henderson perturbation theory to obtain the thermodynamic properties of triangular …
Persistent link: https://www.econbiz.de/10010591084
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