Zobrazeno 1 - 10
of 2 502
pro vyhledávání: '"Gamma process"'
Autor:
Fausto Colantoni
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 10, Iss 4, Pp 413-424 (2023)
Some equations are provided for the Variance Gamma process using the definition other than that based on a time-changed Brownian motion. A new nonlocal equation is obtained involving generalized Weyl derivatives, which is true even in the drifted cas
Externí odkaz:
https://doaj.org/article/6b1f82aa96f7484f8de80f08a1e82e83
Publikováno v:
Jixie chuandong, Vol 47, Pp 82-87 (2023)
Aiming at the demand for reliability evaluation of RV reducers, the Gamma models, which can represent the performance degenerate process of reducers, are established respectively combining with transmission error data and backlash data of reducer per
Externí odkaz:
https://doaj.org/article/371b2d6681644698bc3d2ecd218bdec0
Publikováno v:
Metals, Vol 14, Iss 5, p 580 (2024)
Reactor pressure vessel (RPV) steels are highly susceptible to irradiation embrittlement due to prolonged exposure to high temperature, high pressure, and intense neutron irradiation. This leads to the shift in nil-ductility transition reference temp
Externí odkaz:
https://doaj.org/article/f47814f74b244815b063179332a5863e
Publikováno v:
Chinese Journal of Mechanical Engineering, Vol 36, Iss 1, Pp 1-17 (2023)
Abstract With the further development of service-oriented, performance-based contracting (PBC) has been widely adopted in industry and manufacturing. However, maintenance optimization problems under PBC have not received enough attention. To further
Externí odkaz:
https://doaj.org/article/e5f22240f8d44c86992483868469897f
Yes
Following the global financial crisis, the measurement of counterparty credit risk has become an essential part of the Basel III accord with credit value adjustment being one of the most prominent components of this concept. In this study, w
Following the global financial crisis, the measurement of counterparty credit risk has become an essential part of the Basel III accord with credit value adjustment being one of the most prominent components of this concept. In this study, w
Externí odkaz:
http://hdl.handle.net/10454/19383
Autor:
Dr A. M. Udoye
Publikováno v:
Fountain Journal of Natural and Applied Sciences (FUJNAS), Vol 12, Iss 2 (2023)
A lot of abnormalities occur in real-life scenarios, thus leading to some difficulties in modelling such scenarios without a deeper understanding of certain aspects of Lévy processes. In this paper, the short rate model of Hull-White (1990) is exten
Externí odkaz:
https://doaj.org/article/f5c4873f4bb5492fa041fede2e1d3dde
Publikováno v:
Risks, Vol 12, Iss 2, p 18 (2024)
Wind-power generators around the world face two risks, one due to changes in wind intensity impacting energy production, and the second due to changes in electricity retail prices. To hedge these risks simultaneously, the quanto option is an ideal fi
Externí odkaz:
https://doaj.org/article/0e52cb83b06645bba3be3a8a6be46022
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