Zobrazeno 1 - 10
of 1 464
pro vyhledávání: '"CARR, PETER"'
Autor:
Wilson, Benjamin, Qi, William, Agarwal, Tanmay, Lambert, John, Singh, Jagjeet, Khandelwal, Siddhesh, Pan, Bowen, Kumar, Ratnesh, Hartnett, Andrew, Pontes, Jhony Kaesemodel, Ramanan, Deva, Carr, Peter, Hays, James
We introduce Argoverse 2 (AV2) - a collection of three datasets for perception and forecasting research in the self-driving domain. The annotated Sensor Dataset contains 1,000 sequences of multimodal data, encompassing high-resolution imagery from se
Externí odkaz:
http://arxiv.org/abs/2301.00493
Autor:
Hernon, Orlaith, McSharry, Edel, Simpkin, Andrew J., Davies, Naomi, MacLaren, Iain, Carr, Peter J.
Publikováno v:
In Teaching and Learning in Nursing October 2024 19(4):e687-e694
We price and replicate a variety of claims written on the log price $X$ and quadratic variation $[X]$ of a risky asset, modeled as a positive semimartingale, subject to stochastic volatility and jumps. The pricing and hedging formulas do not depend o
Externí odkaz:
http://arxiv.org/abs/2107.00554
We continue a series of papers where prices of the barrier options written on the underlying, which dynamics follows some one factor stochastic model with time-dependent coefficients and the barrier, are obtained in semi-closed form, see (Carr and It
Externí odkaz:
http://arxiv.org/abs/2005.05459
Autor:
Carr, Peter, Itkin, Andrey
In this paper we develop a semi-closed form solutions for the barrier (perhaps, time-dependent) and American options written on the underlying stock which follows a time-dependent OU process with a log-normal drift. This model is equivalent to the fa
Externí odkaz:
http://arxiv.org/abs/2003.08853
Autor:
Carr, Peter1 (AUTHOR), Torricelli, Lorenzo2 (AUTHOR) lorenzo.torricelli2@unibo.it
Publikováno v:
Annals of Operations Research. May2024, Vol. 336 Issue 1/2, p1013-1037. 25p.
Autor:
Blanco-Mavillard, Ian, Personat-Labrador, Celia, Castro-Sánchez, Enrique, Rodríguez-Calero, Miguel Ángel, Fernández-Fernández, Ismael, Carr, Peter J., Armenteros-Yeguas, Victoria, Parra-García, Gaizka, de Pedro-Gómez, Joan
Publikováno v:
In Journal of Infection and Public Health December 2023 16(12):1994-2000
Autor:
Probst, Sebastian, Gschwind, Géraldine, Murphy, Louise, Sezgin, Duygu, Carr, Peter, McIntosh, Caroline, Gethin, Georgina
Publikováno v:
In Journal of Tissue Viability November 2023 32(4):455-459
Autor:
Chang, Ming-Fang, Lambert, John, Sangkloy, Patsorn, Singh, Jagjeet, Bak, Slawomir, Hartnett, Andrew, Wang, De, Carr, Peter, Lucey, Simon, Ramanan, Deva, Hays, James
We present Argoverse -- two datasets designed to support autonomous vehicle machine learning tasks such as 3D tracking and motion forecasting. Argoverse was collected by a fleet of autonomous vehicles in Pittsburgh and Miami. The Argoverse 3D Trackin
Externí odkaz:
http://arxiv.org/abs/1911.02620