منابع مشابه
Hummingbird Ltd.
The Network File System (NFS) version 4 is a distributed filesystem protocol which owes heritage to NFS protocol version 2, RFC 1094, and version 3, RFC 1813. Unlike earlier versions, the NFS version 4 protocol supports traditional file access while integrating support for file locking and the mount protocol. In addition, support for strong security (and its negotiation), compound operations, c...
متن کاملPutting the Hobson-Rogers model to the test
In this paper, we take the model of Hobson & Rogers (1998) for the movement of an asset, and we fit it to data. The model of Hobson & Rogers is a stochastic volatility model, where the volatility depends on the offset of the current log-price from its exponentially-weighted historical value. As such, the model is complete, and there are unique preference-independent prices. In the datasets we s...
متن کاملCalibration of the Hobson&Rogers model: empirical tests
The path-dependent volatility model by Hobson and Rogers is considered. It is known that this model can potentially reproduce the observed smile and skew patterns of different directions, while preserving the completeness of the market. In order to quantitatively investigate the pricing performance of the model a calibration procedure is here derived. Numerical results based on S&P500 option pr...
متن کاملAn Observation related to the method of Lemke-Hobson
Introduction Even though Nash´s theorem asserts the existence of equilibrium points for the mixed extension of a normal game, it does not tell us how to find them. Even in the case of two matrices or two person games many algorithms have been proposed by Vorobev[13], Kuhn[3] and Mangasarian[5] to determine all equilibrium pairs, they are more of theoretical interest than for actual computation....
متن کاملVincent Petit , Jean - Pierre Vartanian and Simon Wain - Hobson
The human genome encodes numerous enzymes capable of deaminating polynucleotides. While they are capable of exquisite specificity, occasionally they result in hypermutation where up to 90 per cent of cytidine or adenosine residues may be edited. As such, they constitute a formidable anti-viral barrier, for no virus can survive such a high mutation rate. As the APOBEC3 group of cytidine deaminas...
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ژورنال
عنوان ژورنال: Journal of the Japan Society for Precision Engineering
سال: 2008
ISSN: 1882-675X,0912-0289
DOI: 10.2493/jjspe.74.209