نتایج جستجو برای: swap model

تعداد نتایج: 2107056  

2013
Baburao Kamble Ayse Irmak Kenneth Hubbard Prasanna Gowda

Remote sensing and crop growth models have enhanced our ability to understand soil water balance in irrigated agriculture. However, limited efforts have been made to adopt data assimilation methodologies in these linked models that use stochastic parameter estimation with genetic algorithm (GA) to improve irrigation scheduling. In this study, an innovative irrigation scheduling technique, based...

2009
Edith Elkind Piotr Faliszewski Arkadii M. Slinko

In voting theory, bribery is a form of manipulative behavior in which an external actor (the briber) offers to pay the voters to change their votes in order to get her preferred candidate elected. We investigate a model of bribery where the price of each vote depends on the amount of change that the voter is asked to implement. Specifically, in our model the briber can change a voter’s preferen...

Journal: :تحقیقات مهندسی کشاورزی 0
ابراهیم امیری استادیار دانشگاه آزاد اسلامی واحد لاهیجان مسعود کاوسی استادیار پژوهش مؤسسه تحقیقات برنج کشور فریدون کاوه دانشیار دانشگاه آزاد اسلامی واحد علوم تحقیقات تهران

the models oryza2000, swap and wofost simulate the growth and development of rice under conditions of potential production and water limitation. the models were evaluated against a data set of field experiments. the study was laid out in rcbd with three replications for one traditional landrace, hashemi, carried out in 2005 at the rice research institute of iran in rasht. the irrigation managem...

2005
IAN A. COOPER ANTONIO S. MELLO Bernard Dumas Michael Selby

We characterize the exchange of financial claims from risky swaps. These transfers are among three groups: shareholders, debtholders, and the swap counterparty. From this analysis we derive equilibrium swap rates and relate them to debt market spreads. We then show that equilibrium swaps in perfect markets transfer wealth from shareholders to debtholders. In a simplified case, we obtain closed-...

2011
Virginie Coudert

We analyse the links between credit default swap (CDS) and bond spreads and try to determine which one is the leading market in the price discovery process. To do that, we construct a sample of CDS premia and bonds spreads on a generic 5-year bond, for 17 financials and 18 sovereigns. First, we run VECM estimations, showing that the CDS market has a lead over the bond market over the whole samp...

2013
Alexander M. G. Cox Jiajie Wang

Robust, or model-independent properties of the variance swap are wellknown, and date back to Dupire [19] and Neuberger [37], who showed that, given the price of co-terminal call options, the price of a variance swap was exactly specified under the assumption that the price process is continuous. In Cox and Wang [11] we showed that a lower bound on the price of a variance call could be establish...

1999
Frank de Jong Joost Driessen Antoon Pelsser Frank De Jong

In this paper we empirically analyze and compare the Libor and Swap Market Models, developed by Brace, Gatarek, and Musiela (1997) and Jamshidian (1997), using paneldata on prices of US caplets and swaptions. A Libor Market Model can directly be calibrated to observed prices of caplets, whereas a Swap Market Model is calibrated to a certain set of swaption prices. For both one-factor and two-fa...

Journal: :Games 2017
Lasse Kliemann Elmira Shirazi Sheykhdarabadi Anand Srivastav

We initiate the study of the destruction or adversary model (Kliemann 2010) using the swap equilibrium (SE) stability concept (Alon et al., 2010). The destruction model is a network formation game incorporating the robustness of a network under a more or less targeted attack. In addition to bringing in the SE concept, we extend the model from an attack on the edges to an attack on the vertices ...

Journal: :Robotica 2001
Christine Chevallereau Yannick Aoustin

The objective of this study is to obtain optimal cyclic gaits for a biped robot without actuated ankles. Two types of motion are studied: walking and running. For the walking, the gait is composed uniquely of successive single support phases and instantaneous double support phases that are modelled by passive impact equations. The legs swap their roles from one single support phase to the next ...

Journal: :Mathematical and Computer Modelling 2011
Jing Jiang Shaoyuan Feng Zailin Huo Zhicai Zhao Bin Jia

The agro-hydrological Soil–Water–Atmosphere–Plant (SWAP) model was calibrated and validated to simulate water–salt transport based on field experiments in an arid region of China. The simulation results show lower soil water content but higher salt concentration under deficit irrigation. Soil water and salinity below 95 cm at 80% evapotranspiration (ETc ) treatments and 65 cm at 60% ETc treatme...

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