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Non-Gaussian Price Dynamics and Implications for Option Pricing
(2012)
It is well known that the probability distribution of stock returns is non-Gaussian. The tails of the distribution are too “fat,” meaning that extreme price movements, such as stock market crashes, occur more often than ...
Detection of the minimum gas velocity region using Gaussian spectral pressure distribution in a gas-solid fluidized bed
(Elsevier Science SaLausanneSuíça, 2008)
The Gaussian spectral pressure distribution applied to a fluidized bed
(Elsevier Science SaLausanneSuíça, 2009)
A Hierarchical Model for Aggregated Functional Data
(Amer Statistical AssocAlexandriaEUA, 2013)
Zero sets of bivariate Hermite polynomials
(Elsevier B.V., 2015-01-01)
We establish various properties for the zero sets of three families of bivariate Hermite polynomials. Special emphasis is given to those bivariate orthogonal polynomials introduced by Hermite by means of a Rodrigues type ...
Zero sets of bivariate Hermite polynomials
(Elsevier B.V., 2015)