نتایج جستجو برای: levy processes
تعداد نتایج: 532081 فیلتر نتایج به سال:
Abstract Andreas Schmidt and Neil Levy have recently defended nudging against the objection that nudges fail to treat nudgees as rational agents. rejects two theses been taken support objection: harness irrational processes in nudgee, they subvert nudgee’s rationality. a third thesis may give reasons. I argue these defences can be extrapolated from some nonconsensual neurointerventions; if Schm...
Abstract In this paper we introduce an additive two-factor model for electricity futures prices based on Normal Inverse Gaussian Levy processes, that fulfills a no-overlapping-arbitrage (NOA) condition. We compute European option by Fourier transform methods, specific calibration procedure takes into account no-arbitrage constraints and fit the to power settlement of Energy Exchange (EEX). show...
Control of reasoning isa major issue in scaling up problem solvers that use declarative representations, since inference isslowed own significantly as the size of the knowledge base (KB) is increased. A key factor for the slow down is the search of the inference engine through parts of the KB that are irrelevant to the query at hand. The ability of a system to ignore irrelevant information is t...
Galilean Electromagnetism was discovered thirty years ago by Levy-Leblond & Le Bellac. However, these authors only explored the consequences for the fields and not for the potentials. Following De Montigny & al., we show that the Coulomb gauge condition is the magnetic limit of the Lorenz gauge condition whereas the Lorenz gauge condition applies in the electric limit of Lévy-Leblond & Le Bella...
We consider models for stock prices which relates to random pro cesses with independent homogeneous increments Levy processes These models are arbitrage free but correspond to the incomplete nancial market There are many di erent approaches for pricing of nancial derivatives We consider here mainly the approach which is based on minimal relative entropy This method is related to an utility func...
Levy et al. (2002) describe portions of their analysis of the public health impacts of emissions from nine power plants in Illinois. This and similar analyses (Levy and Spengler, 2002; Freeman, 2001; Abt, 2000) use dataintensive models of air quality and health risks to estimate the number of deaths caused by increases in ambient particulate matter (PM) concentrations due to emissions from spec...
Abstract This paper is a first attempt to provide quantitative evaluation of consumer well-being resulting from the UK Soft Drinks Industry Levy introduced in April 2018. Using model setup that encompasses both normal case and Giffen for sugary drinks consumption, computational exercise performed quantify welfare social loss variety household incomes. The demonstrates introduction soft levy res...
The purpose of this study is to determine and analyze the effect number parking spaces rates either directly or indirectly on original regional income in Batu City. population used was all employees Transportation Agency research a data analysis method, namely Path Analysis with SPSS software version 25. This instrument test, classical assumption f test R² test. results are as follows: (i) lots...
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