Zobrazeno 1 - 10
of 71
pro vyhledávání: '"M G Cox"'
Publikováno v:
Cox, A, Horton, E, Kyprianou, A & Villemonais, D 2021, ' Stochastic Methods for Neutron Transport Equation III: Generational many-to-one and k_eff ', SIAM Journal on Applied Mathematics, vol. 81, no. 3, pp. 982-1001 . https://doi.org/10.1137/19M1295854
SIAM Journal on Applied Mathematics
SIAM Journal on Applied Mathematics, Society for Industrial and Applied Mathematics, 2021, 81 (3), ⟨10.1137/19M1295854⟩
SIAM Journal on Applied Mathematics, 2021, 81 (3), ⟨10.1137/19M1295854⟩
SIAM Journal on Applied Mathematics
SIAM Journal on Applied Mathematics, Society for Industrial and Applied Mathematics, 2021, 81 (3), ⟨10.1137/19M1295854⟩
SIAM Journal on Applied Mathematics, 2021, 81 (3), ⟨10.1137/19M1295854⟩
International audience; The Neutron Transport Equation (NTE) describes the flux of neutrons over time through an inhomogeneous fissile medium. In the recent articles [5, 10], a probabilistic solution of the NTE is considered in order to demonstrate a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e00d81aa9c60f48d6d4783b4d0a7ed51
https://purehost.bath.ac.uk/ws/files/217702332/1909.00581.pdf
https://purehost.bath.ac.uk/ws/files/217702332/1909.00581.pdf
Publikováno v:
Metrologia. 60:012001
The medical use of radionuclides depends on the accurate measurement of activity (Bq) for regulatory compliance, patient safety, and effective treatment or image quality. In turn, these measurements rely on the realization of primary standards of act
Publikováno v:
Beiglboeck, M, Cox, A & Huesmann, M 2020, ' The geometry of multi-marginal Skorokhod Embedding ', Probability Theory and Related Fields, vol. 176, no. 3-4, pp. 1045-1096 . https://doi.org/10.1007/s00440-019-00935-z
Probability Theory and Related Fields
Probability Theory and Related Fields
The Skorokhod Embedding Problem is one of the classical problems in the theory of stochastic processes, with applications in many different fields [cf. the surveys (Hobson in: Paris-Princeton lectures on mathematical finance 2010, Volume 2003 of Lect
Publikováno v:
Cox, A M G, Harris, S C, Kyprianou, A E & Wang, M 2022, ' Monte-Carlo Methods for the Neutron Transport Equation ', SIAM/ASA Journal on Uncertainty Quantification, vol. 10, no. 2, pp. 775-825 . https://doi.org/10.1137/21M1390578
This paper continues our treatment of the Neutron Transport Equation (NTE) building on the work in [arXiv:1809.00827v2], [arXiv:1810.01779v4] and [arXiv:1901.00220v3], which describes the flux of neutrons through inhomogeneous fissile medium. Our aim
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::57bd65649771a4d8f2b06ecd8982fabf
Autor:
Alexander M. G. Cox, Sigrid Källblad
Publikováno v:
Cox, A & Källblad, S 2017, ' Model-independent bounds for Asian options : A dynamic programming approach ', SIAM Journal on Control and Optimization, vol. 55, no. 6, pp. 3409–3436 . https://doi.org/10.1137/16M1087527
We consider the problem of finding model-independent bounds on the price of an Asian option, when the call prices at the maturity date of the option are known. Our methods differ from most approaches to model-independent pricing in that we consider t
Publikováno v:
Beiglboeck, M, Cox, A M G & Huesmann, M 2017, ' Optimal transport and Skorokhod embedding ', Inventiones Mathematicae, vol. 208, no. 2, pp. 327-400 . https://doi.org/10.1007/s00222-016-0692-2
The Skorokhod embedding problem is to represent a given probability as the distribution of Brownian motion at a chosen stopping time. Over the last 50 years this has become one of the important classical problems in probability theory and a number of
Autor:
Sam M. Kinsley, Alexander M. G. Cox
Publikováno v:
Ann. Appl. Probab. 29, no. 1 (2019), 531-576
Cox, A M G & Kinsley, S M 2019, ' Robust Hedging of Options on a Leveraged Exchange Traded Fund ', Annals of Applied Probability, vol. 29, no. 1, pp. 531-576 . https://doi.org/10.1214/18-AAP1427
Cox, A M G & Kinsley, S M 2019, ' Robust Hedging of Options on a Leveraged Exchange Traded Fund ', Annals of Applied Probability, vol. 29, no. 1, pp. 531-576 . https://doi.org/10.1214/18-AAP1427
A leveraged exchange traded fund (LETF) is an exchange traded fund that uses financial derivatives to amplify the price changes of a basket of goods. In this paper, we consider the robust hedging of European options on a LETF, finding model-free boun
The Neutron Transport Equation (NTE) describes the flux of neutrons through inhomogeneous fissile medium. Whilst well treated in the nuclear physics literature (cf. [9, 27]), the NTE has had a somewhat scattered treatment in mathematical literature w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9ae27a336abada2a3271d6dff1db6f5f