نتایج جستجو برای: stable distribution

تعداد نتایج: 853663  

Journal: :Transactions of the American Mathematical Society 1969

Journal: :Diversity 2023

In the subfamily Stomoxyinae there are currently 18 recognized Stomoxys species, plus two subspecies. Most knowledge was gained through studies with S. calcitrans, a cosmopolitan economic pest, and vector. Other spp. known only from few trapped adult specimens. Herein, have been grouped by their ecological diversity, global distribution, phylogeny phylogeography. Seven species dependent to some...

Journal: :CoRR 2014
Xuan Vinh Doan Tri-Dung Nguyen

Cooperative games with transferable utilities belong to a branch of game theory where groups of players can enter into binding agreements and form coalitions in order to jointly achieve some objectives. In a cooperative setting, one of the most important questions to address is how to establish a payoff distribution among the players in such a way to ensure the stability of the game. Classical ...

2007
Young Shin Kim Svetlozar T. Rachev Michele Leonardo Bianchi Frank J. Fabozzi

In this paper, we will discuss a parametric approach to risk-neutral density extraction from option prices based on the knowledge of the estimated historical density. A flexible distribution is needed in order to find an equivalent change of measure and, at the same time, take into account the historical estimates. To this end, we introduce a new tempered stable distribution we refer to as the ...

2007
Young Shin Kim

Asset management and pricing models require the proper modeling of the return distribution of financial assets. While the return distribution used in the traditional theories of asset pricing and portfolio selection is the normal distribution, numerous studies that have investigated the empirical behavior of asset returns in financial markets throughout the world reject the hypothesis that asse...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید