Search Results - "RATE MODELS"

Journal Article

A Jump-Diffusion Model for Option Pricing

by Kou, S. G Published in Management science (01.08.2002)

“...Brownian motion and normal distribution have been widely used in the BlackScholes optionpricing framework to model the return of assets. However, two puzzles...”

Fulltext

Journal Article

Calibrating the Mean-Reversion Parameter in the Hull-White Model Using Neural Networks

by Moysiadis, G Anagnostou, I Kandhai, D Alzate, C Monreale, A Published in Lecture notes in computer science (2019)

“...Interest rate models are widely used for simulations of interest rate movements and pricing of interest rate derivatives. We focus on the Hull-White model, for...”

Journal Article

Power series cure rate model for spatially correlated interval-censored data based on generalized extreme value distribution

by Yiqi, Bao Cancho, Vicente G Dey, Dipak K Balakrishnan, Narayanaswamy Suzuki, Adriano K Published in Journal of computational and applied mathematics (15.01.2020)

“...In this work, we propose a flexible cure rate model to allow for spatial correlations by including spatial frailty in the interval-censored data setting. The...”

Book

Lévy processes in finance: pricing financial derivatives

by Schoutens, Wim
2003

Description of contents

Holdings Uni Bonn

also available:

Exemplare Uni Bonn from 2005 (Reprint.)

Journal Article

Cutaneous Lymphoma International Consortium Study of Outcome in Advanced Stages of Mycosis Fungoides and Sézary Syndrome: Effect of Specific Prognostic Markers on Survival and Deve...

by Scarisbrick, Julia J Prince, H Miles Vermeer, Maarten H Quaglino, Pietro Horwitz, Steven Porcu, Pierluigi Stadler, Rudolf Wood, Gary S Beylot-Barry, Marie Pham-Ledard, Anne Foss, Francine Girardi, Michael Bagot, Martine Michel, Laurence Battistella, Maxime Guitart, Joan Kuzel, Timothy M Martinez-Escala, Maria Estela Estrach, Teresa Papadavid, Evangelia Antoniou, Christina Rigopoulos, Dimitis Nikolaou, Vassilki Sugaya, Makoto Miyagaki, Tomomitsu Gniadecki, Robert Sanches, José Antonio Cury-Martins, Jade Miyashiro, Denis Servitje, Octavio Muniesa, Cristina Berti, Emilio Onida, Francesco Corti, Laura Hodak, Emilia Amitay-Laish, Iris Ortiz-Romero, Pablo L Rodríguez-Peralto, Jose L Knobler, Robert Porkert, Stefanie Bauer, Wolfgang Pimpinelli, Nicola Grandi, Vieri Cowan, Richard Rook, Alain Kim, Ellen Pileri, Alessandro Patrizi, Annalisa Pujol, Ramon M Wong, Henry Tyler, Kelly Stranzenbach, Rene Querfeld, Christiane Fava, Paolo Maule, Milena Willemze, Rein Evison, Felicity Morris, Stephen Twigger, Robert Talpur, Rakhshandra Kim, Jinah Ognibene, Grant Li, Shufeng Tavallaee, Mahkam Hoppe, Richard T Duvic, Madeleine Whittaker, Sean J Kim, Youn H Published in Journal of clinical oncology (10.11.2015)

“...Advanced-stage mycosis fungoides (MF; stage IIB to IV) and Sézary syndrome (SS) are aggressive lymphomas with a median survival of 1 to 5 years. Clinical...”

Journal Article

The impact of tobacco control policies on smoking initiation in eleven European countries

by Palali, A Ours, Jan Published in The European journal of health economics (01.01.2019)

“...We investigate the effect of tobacco control policies on smoking initiation in eleven European countries. Based on individual data about age of onset of...”

Journal Article

A zero-inflated non default rate regression model for credit scoring data

by Louzada, Francisco Moreira, Fernando F de Oliveira, Mauro Ribeiro Published in Communications in statistics. Theory and methods (18.06.2018)

“...The aim of this paper is to propose a survival credit risk model that jointly accommodates three types of time-to-default found in bank loan portfolios. It...”

Journal Article

A flexible family of transformation cure rate models

by Koutras, M. V Milienos, F. S Published in Statistics in medicine (20.07.2017)

“...In this paper, we introduce a flexible family of cure rate models, mainly motivated by the biological derivation of the classical promotion time cure rate...”

Journal Article

Distribution of the integral of maximum processes and applications

by Dung, Nguyen Tien Published in Journal of mathematical analysis and applications (01.03.2019)

“...In this paper, we investigate the distribution of the integral of maximum processes which arises naturally in the recent studies. We first establish the...”

Journal Article

An Expectation Maximization algorithm for fitting the generalized odds‐rate model to interval censored data

by Zhou, Jie Zhang, Jiajia Lu, Wenbin Published in Statistics in medicine (30.03.2017)

“...The generalized odds‐rate model is a class of semiparametric regression models, which includes the proportional hazards and proportional odds models as special...”

Journal Article

A temperature-dependent phenology model for the greenhouse whitefly Trialeurodes vaporariorum (Hemiptera: Aleyrodidae)

by Gamarra, Heidy Sporleder, Marc Carhuapoma, Pablo Kroschel, Jürgen Kreuze, Jan Published in Virus research (01.11.2020)

“...•Development, mortality and reproduction of T. vaporariorum were studied at constant temperatures ranging from 10 to 32 °C.•Nonlinear equations were fitted to...”

Fulltext

Journal Article

Systematics and symmetry in molecular phylogenetic modelling: perspectives from physics

by Jarvis, Peter D Sumner, Jeremy G Published in Journal of physics. A, Mathematical and theoretical (14.10.2019)

“...Phylogenetics is the suite of mathematical and computational methods which provide biologists with the means to infer past evolutionary relationships between...”

Journal Article

Distributed Generation Placement Planning Modeling Feeder's Failure Rate and Customer's Load Type

by Rahmani-andebili, Mehdi Published in IEEE transactions on industrial electronics (1982) (01.03.2016)

“...In this paper, economic- and network-driven distribution generation (DG) placement planning problem is investigated from the local distribution company's...”

Journal Article

The Sick Pay Trap

by Elisabeth Fevang Simen Markussen Knut Røed Published in Journal of labor economics (01.04.2014)

“...In most countries, employers are financially responsible for sick pay during an initial period of a worker’s absence spell, after which the public insurance...”

Fulltext

Journal Article

The impact of tobacco control policies on smoking initiation in eleven European countries

by Palali, A Ours, Jan Published in The European journal of health economics (09.08.2019)

“...textabstractAbstract We investigate the efect of tobacco control policies on smoking initiation in eleven European countries. Based on individual data about...”

Fulltext

Journal Article

A review on 3D-FE adaptive remeshing techniques for crack growth modelling

by Branco, Ricardo Antunes, F.V Costa, J.D Published in Engineering fracture mechanics (01.06.2015)

“...•Comprehensive review on 3D-FE adaptive remeshing techniques for crack growth modelling.•Discussion on the overall accuracy of the automatic crack growth...”

Journal Article

Analyzing the Long-Term Survival of Patients with Colorectal Cancer: A Study Using Parametric Non-Mixture Cure Rate Models

by Azizmohammad Looha, Mehdi Zarean, Elaheh Pourhoseingholi, Mohamad Amin Hosseini, Seyyed Vahid Azimi, Tara Khodakarim, Soheila Published in International Journal of Cancer Management (18.09.2018)

Journal Article

A GENERAL INTEREST RATE MODEL INCORPORATING CURRENT YIELD CURVE

by Chawla, M.M Published in International journal of pure and applied mathematics : IJPAM (31.03.2016)

Journal Article

Deriving and evaluating hydraulics and detachment models of rill erosion for some calcareous soils

by Mirzaee, S Ghorbani-Dashtaki, S Published in Catena (Giessen) (01.05.2018)

“...Rill erosion plays an important role in the amount of soil detachment and the transport sediment load on hillslope. Quantification of the soil erosion requires...”

Journal Article

A new cure rate model with flexible competing causes with applications to melanoma and transplantation data

by Leão, Jeremias Bourguignon, Marcelo Gallardo, Diego I Rocha, Ricardo Tomazella, Vera Published in Statistics in medicine (30.10.2020)

“...In this article, we introduce a long‐term survival model in which the number of competing causes of the event of interest follows the zero‐modified geometric...”

1
2
3
4
5
6
7
8
9
10
11
Next »
[50]

Narrow search