Zobrazeno 1 - 10
of 251
pro vyhledávání: '"Cassidy, Daniel P."'
Publikováno v:
In Journal of Hazardous Materials 5 February 2024 463
Autor:
Vitale, Donovan S., Reeves, Donald M., Coffin, Ethan S., Link, Garrett W., Cassidy, Daniel P., Rochow, Steven M.
Publikováno v:
In Water Research 15 August 2023 242
Publikováno v:
In Water Research 15 February 2022 210
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
The accelerated expansion of the Universe was proposed through the use of Type-Ia SNe as standard candles. The standardization depends on an empirical correlation between the stretch/color and peak luminosity of the light curves. The use of Type Ia S
Externí odkaz:
http://arxiv.org/abs/1310.4535
Autor:
Cassidy, Daniel P.1,2 dpcassidy@med.miami.edu, Rosenberg, Andrew E.2, Poveda, Julio1, Velez-Torres, Jaylou2, Chapman, Jennifer1
Publikováno v:
Archives of Pathology & Laboratory Medicine. Sep2022, Vol. 146 Issue 9, p1144-1159. 16p. 12 Color Photographs, 3 Charts.
Publikováno v:
In Geoderma 15 November 2019 354
Autor:
Cassidy, Daniel T.
A homogeneously saturated equation for the time development of the price of a financial asset is presented and investigated for the pricing of European call options using noise that is distributed as a Student's t-distribution. In the limit that the
Externí odkaz:
http://arxiv.org/abs/1301.5877
Autor:
Cassidy, Daniel T.
The time development of the price of a financial asset is considered by constructing and solving Langevin equations for a homogeneously saturated model, and for comparison, for a standard model and for a logistic model. The homogeneously saturated mo
Externí odkaz:
http://arxiv.org/abs/1301.4519
European options can be priced when returns follow a Student's t-distribution, provided that the asset is capped in value or the distribution is truncated. We call pricing of options using a log Student's t-distribution a Gosset approach, in honour o
Externí odkaz:
http://arxiv.org/abs/1003.1344