Zobrazeno 1 - 10
of 1 377
pro vyhledávání: '"P. Itkin"'
Publikováno v:
The Cryosphere, Vol 17, Pp 1279-1297 (2023)
We provide sea ice classification maps of a sub-weekly time series of single (horizontal–horizontal, HH) polarization X-band TerraSAR-X scanning synthetic aperture radar (TSX SC) images from November 2019 to March 2020, covering the Multidisciplina
Externí odkaz:
https://doaj.org/article/e2a9adbf5fb548b196c3feca1c700044
Autor:
D. N. Wagner, M. D. Shupe, C. Cox, O. G. Persson, T. Uttal, M. M. Frey, A. Kirchgaessner, M. Schneebeli, M. Jaggi, A. R. Macfarlane, P. Itkin, S. Arndt, S. Hendricks, D. Krampe, M. Nicolaus, R. Ricker, J. Regnery, N. Kolabutin, E. Shimanshuck, M. Oggier, I. Raphael, J. Stroeve, M. Lehning
Publikováno v:
The Cryosphere, Vol 16, Pp 2373-2402 (2022)
Data from the Multidisciplinary drifting Observatory for the Study of Arctic Climate (MOSAiC) expedition allowed us to investigate the temporal dynamics of snowfall, snow accumulation and erosion in great detail for almost the whole accumulation seas
Externí odkaz:
https://doaj.org/article/38c2db7eae0e4c069f550147c9bed03c
Publikováno v:
The Cryosphere, Vol 16, Pp 237-257 (2022)
Wide-swath C-band synthetic aperture radar (SAR) has been used for sea ice classification and estimates of sea ice drift and deformation since it first became widely available in the 1990s. Here, we examine the potential to distinguish surface featur
Externí odkaz:
https://doaj.org/article/8e80c003ae47453e9ab50752b2db92f4
Autor:
Itkin, Andrey, Kitapbayev, Yerkin
In this paper, we propose a semi-analytical approach to pricing options on SOFR futures where the underlying SOFR follows a time-dependent CEV model. By definition, these options change their type at the beginning of the reference period: before this
Externí odkaz:
http://arxiv.org/abs/2409.04903
Autor:
J. Stroeve, V. Nandan, R. Willatt, R. Tonboe, S. Hendricks, R. Ricker, J. Mead, R. Mallett, M. Huntemann, P. Itkin, M. Schneebeli, D. Krampe, G. Spreen, J. Wilkinson, I. Matero, M. Hoppmann, M. Tsamados
Publikováno v:
The Cryosphere, Vol 14, Pp 4405-4426 (2020)
To improve our understanding of how snow properties influence sea ice thickness retrievals from presently operational and upcoming satellite radar altimeter missions, as well as to investigate the potential for combining dual frequencies to simultane
Externí odkaz:
https://doaj.org/article/a6b30abd0c284c29acd8b8701b3d54c4
Autor:
Itkin, David, Larsson, Martin
In the framework of stochastic portfolio theory we introduce rank volatility stabilized models for large equity markets over long time horizons. These models are rank-based extensions of the volatility stabilized models introduced by Fernholz & Karat
Externí odkaz:
http://arxiv.org/abs/2403.04674
Autor:
P. Itkin, T. Krumpen
Publikováno v:
The Cryosphere, Vol 11, Pp 2383-2391 (2017)
Ice retreat in the eastern Eurasian Arctic is a consequence of atmospheric and oceanic processes and regional feedback mechanisms acting on the ice cover, both in winter and summer. A correct representation of these processes in numerical models i
Externí odkaz:
https://doaj.org/article/cf9fa8fafc054bdfafa37092a16d9c68
Autor:
Itkin, Andrey
In this paper similar to [P. Carr, A. Itkin, 2019] we construct another Markovian approximation of the rough Heston-like volatility model - the ADO-Heston model. The characteristic function (CF) of the model is derived under both risk-neutral and rea
Externí odkaz:
http://arxiv.org/abs/2309.15044
Autor:
Itkin, Andrey
In this paper we propose a semi-analytic approach to pricing American options for time-dependent jump-diffusions models with exponential jumps The idea of the method is to further generalize our approach developed for pricing barrier, [Itkin et al.,
Externí odkaz:
http://arxiv.org/abs/2308.08760
Autor:
Itkin, Andrey, Muravey, Dmitry
Semi-analytical pricing of American options in a time-dependent Ornstein-Uhlenbeck model was presented in [Carr, Itkin, 2020]. It was shown that to obtain these prices one needs to solve (numerically) a nonlinear Volterra integral equation of the sec
Externí odkaz:
http://arxiv.org/abs/2307.13870