Zobrazeno 1 - 10
of 31
pro vyhledávání: '"Guerra JO"'
Autor:
Guerreiro, Henrique, Guerra, Jo��o
The rBergomi model under the physical measure consists of modeling the log-variance as a truncated Brownian semi-stationary process. Then, a deterministic change of measure is applied. The rBergomi model is able to reproduce observed market SP500 smi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::95ed060b7978c22c423d7ce33eac904c
Autor:
Guerreiro, Henrique, Guerra, Jo��o
In stochastic Volterra rough volatility models, the volatility follows a truncated Brownian semi-stationary process with stochastic vol-of-vol. Recently, efficient VIX pricing Monte Carlo methods have been proposed for the case where the vol-of-vol i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::458c73b95842a064d8e9df2861db3256
Autor:
Guerra, Jo��o Victor da Silva, Ribeiro-Filho, Helder Veras, Jara, Gabriel Ernesto, Bortot, Leandro Oliveira, Pereira, Jos�� Geraldo de Carvalho, Lopes-de-Oliveira, Paulo S��rgio
Additional file 1. The Additional file 1 contains Table A1, Figures A1, A2, A3 and A4, and a detailed description of the molecular dynamics simulation of ADRP domain of SARS-CoV-2 and the benchmarking procedure. Table A1 reports the classes of amino
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7750f65d7a5878e5c44378997148de26
Autor:
Alvarenga, BBL, Arca, GL, Manzo, E, Guerra, JO, Guidugli, C, Mauad, MA, Silva, DMSLE, Higashi, M, Mattos, ER, Moreira, LBP
Publikováno v:
In Hematology, Transfusion and Cell Therapy October 2021 43 Supplement 1:S299-S299
Autor:
Alvarenga, BBL, Manzo, E, Arca, GL, Guerra, JO, Melo, IMV, Queiroz, LP, Santos, IP, Queiroz, FFL, Moreira, LBP
Publikováno v:
In Hematology, Transfusion and Cell Therapy October 2021 43 Supplement 1:S298-S299
Autor:
Alvarenga, BBL, Manzo, E, Arca, GL, Guerra, JO, Santos, IPD, Queiroz, FFL, Melo, IMV, Queiroz, LP, Moreira, LBP
Publikováno v:
In Hematology, Transfusion and Cell Therapy October 2021 43 Supplement 1:S291-S291
We present an approach for pricing European call options in presence of proportional transaction costs, when the stock price follows a general exponential L��vy process. The model is a generalization of the celebrated work of Davis, Panas and Zar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::564cef999be75c2b5a408f9b892f8f69
Autor:
Guerra, Jo��o, Nualart, David
We prove an existence and uniqueness theorem for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian motion with Hurst parameter H>1/2 and a multidimensional
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b39feed287a82895e291c40aa050723b
Autor:
Georgoulis Manolis K., Bloomfield D. Shaun, Piana Michele, Massone Anna Maria, Soldati Marco, Gallagher Peter T., Pariat Etienne, Vilmer Nicole, Buchlin Eric, Baudin Frederic, Csillaghy Andre, Sathiapal Hanna, Jackson David R., Alingery Pablo, Benvenuto Federico, Campi Cristina, Florios Konstantinos, Gontikakis Constantinos, Guennou Chloe, Guerra Jordan A., Kontogiannis Ioannis, Latorre Vittorio, Murray Sophie A., Park Sung-Hong, von Stachelski Samuel, Torbica Aleksandar, Vischi Dario, Worsfold Mark
Publikováno v:
Journal of Space Weather and Space Climate, Vol 11, p 39 (2021)
The European Union funded the FLARECAST project, that ran from January 2015 until February 2018. FLARECAST had a research-to-operations (R2O) focus, and accordingly introduced several innovations into the discipline of solar flare forecasting. FLAREC
Externí odkaz:
https://doaj.org/article/30ac247768104f16acced7f8204b51fc
Publikováno v:
Journal of Space Weather and Space Climate, Vol 10, p 38 (2020)
One essential component of operational space weather forecasting is the prediction of solar flares. With a multitude of flare forecasting methods now available online it is still unclear which of these methods performs best, and none are substantiall
Externí odkaz:
https://doaj.org/article/0cc2086e23404a7d888feb8fc328d4d2