Zobrazeno 1 - 10
of 1 105
pro vyhledávání: '"Robert J. Elliott"'
Autor:
Kelley L. Colvin, Robert J. Elliott, Desiree M. Goodman, Julie Harral, Edward G. Barrett, Michael E. Yeager
Publikováno v:
FASEB BioAdvances, Vol 5, Iss 12, Pp 528-540 (2023)
Abstract Objectives We sought to investigate whether the Dp16 mouse model of Down syndrome (DS) is more susceptible to severe and lethal respiratory tract infection by Streptococcus pneumoniae. Study Design We infected controls and Dp16 mice with Str
Externí odkaz:
https://doaj.org/article/123a846c4e7745399ebb91fbc07f2727
Autor:
Wypasek, Christian J.
Publikováno v:
Journal of the American Statistical Association, 2008 Dec 01. 103(484), 1713-1714.
Externí odkaz:
https://www.jstor.org/stable/27640226
Autor:
Chiu, Wai F.
Publikováno v:
Journal of the American Statistical Association, 2006 Dec 01. 101(476), 1731-1731.
Externí odkaz:
https://www.jstor.org/stable/27639803
Autor:
D'Aspremont, Alexandre
Publikováno v:
SIAM Review, 2005 Dec 01. 47(4), 821-823.
Externí odkaz:
https://www.jstor.org/stable/20453719
Autor:
Cvitanic, Jaksa
Publikováno v:
The Journal of Finance, 2000 Apr 01. 55(2), 995-996.
Externí odkaz:
https://www.jstor.org/stable/222531
Viscosity Solutions and Optimal Control. Pitman Research Notes in Mathematics, 165 Robert J. Elliott
Autor:
Fleming, Wendell H.
Publikováno v:
American Scientist, 1989 Jan 01. 77(1), 95-96.
Externí odkaz:
https://www.jstor.org/stable/27855635
This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. Paper contributors include colleagues, collabor
Autor:
Fleming, Wendell H.
Publikováno v:
SIAM Review, 1984 Apr 01. 26(2), 303-304.
Externí odkaz:
https://www.jstor.org/stable/2030095
Autor:
Chiu, Wai F.
Publikováno v:
Journal of the American Statistical Association. 101:1731-1731
Autor:
Robert J. Elliott, Tak Kuen Siu
Publikováno v:
Journal of Futures Markets.
Refereed/Peer-reviewed The hedging of European contingent claims in a continuous-time hidden Markov-regime-switching diffusion model is discussed using stochastic flows of diffeomorphisms and Monte-Carlo simulations. Specifically, the price dynamics