Zobrazeno 1 - 10
of 78
pro vyhledávání: '"Albani, Vinicius"'
Background: By the beginning of December 2020, some vaccines against COVID-19 already presented efficacy and security, which qualify them to be used in mass vaccination campaigns. Thus, setting up strategies of vaccination became crucial to control t
Externí odkaz:
http://arxiv.org/abs/2102.12299
We propose an SEIR-type meta-population model to simulate and monitor the Covid-19 epidemic evolution. The basic model consists of seven compartments, namely susceptible (S), exposed (E), three infective classes, recovered (R), and deceased (D). We d
Externí odkaz:
http://arxiv.org/abs/2011.08664
Autor:
dos Santos Ferreira, Greicili, Martins dos Santos, Deilson, Luciano Avila, Sérgio, Viana Luiz Albani, Vinicius, Cardoso Orsi, Gustavo, Cesar Cordeiro Vieira, Pedro, Nilson Rodrigues, Rafael
Publikováno v:
In Applied Energy 1 June 2023 339
Autor:
Albani, Roseane A.S., Albani, Vinicius V.L., Gomes, Luiz E.S., Migon, Helio S., Silva Neto, Antonio J.
Publikováno v:
In Environmental Pollution 15 March 2023 321
Autor:
Albani, Vinicius, Zubelli, Jorge
We present a detailed analysis and implementation of a splitting strategy to identify simultaneously the local-volatility surface and the jump-size distribution from quoted European prices. The underlying model consists of a jump-diffusion driven ass
Externí odkaz:
http://arxiv.org/abs/1811.02028
Publikováno v:
In Environmental Pollution 1 December 2021 290
We introduce a local volatility model for the valuation of options on commodity futures by using European vanilla option prices. The corresponding calibration problem is addressed within an online framework, allowing the use of multiple price surface
Externí odkaz:
http://arxiv.org/abs/1602.04372
This paper examines issues of data completion and location uncertainty, popular in many practical PDE-based inverse problems, in the context of option calibration via recovery of local volatility surfaces. While real data is usually more accessible f
Externí odkaz:
http://arxiv.org/abs/1512.07660
In this paper, we prove optimal convergence rates results for regularisation methods for solving linear ill-posed operator equations in Hilbert spaces. The result generalises existing convergence rates results on optimality to general source conditio
Externí odkaz:
http://arxiv.org/abs/1511.02950
Autor:
Loria, Jennifer1,2 (AUTHOR), Albani, Vinicius V. L.3 (AUTHOR), Coutinho, Francisco A. B.4 (AUTHOR), Covas, Dimas T.5 (AUTHOR), Struchiner, Claudio J.6 (AUTHOR), Zubelli, Jorge P.7 (AUTHOR) jorge.zubelli@ku.ac.ae, Massad, Eduardo6,8 (AUTHOR)
Publikováno v:
PLoS ONE. 5/11/2023, Vol. 18 Issue 5, p1-18. 18p.