Zobrazeno 1 - 8
of 8
pro vyhledávání: '"S. Matara"'
Autor:
F. N. Karanja, S. Matara
Publikováno v:
The International Archives of the Photogrammetry, Remote Sensing and Spatial Information Sciences, Vol XL-1-W1, Pp 163-166 (2013)
Cities especially in developing countries have been experiencing dramatic transformation as a result of rapid urbanization. For instance, the rate of urbanization in Kenya since independence in 1963 is estimated at 5%. The urban population has risen
Externí odkaz:
https://doaj.org/article/c82516c6d6244c31aeaccefc41701601
Autor:
S. Matara, F.N Karanja
Publikováno v:
The International Archives of the Photogrammetry, Remote Sensing and Spatial Information Sciences, Vol XL-1-W1, Pp 163-166 (2013)
Cities especially in developing countries have been experiencing dramatic transformation as a result of rapid urbanization. For instance, the rate of urbanization in Kenya since independence in 1963 is estimated at 5%. The urban population has risen
Autor:
Dorian Alden, Indika S. Matara Kankanamge, Daniel Seidlitz, Nikolaus Dietz, Ramon Collazo, Yohannes Abate, Axel Hoffmann, Alireza Fali
Publikováno v:
Fifteenth International Conference on Solid State Lighting and LED-based Illumination Systems.
Group III-V semiconductor nanostructures have been at the forefront of numerous applications in high-power, high frequency optical and optoelectronic devices. Although, significant progress has been made in fabrication and characterization of these m
Publikováno v:
Cogent Economics & Finance, Vol 6, Iss 1 (2018)
To date the existence of jumps in different sectors of the financial market is certain and the commodity market is no exception. While there are various models in literature on how to capture these jumps, we restrict ourselves to using subordinated B
Externí odkaz:
https://doaj.org/article/be29d3a1d17d46c4b3d3f6db10365c50
Publikováno v:
Cogent Economics & Finance, Vol 5, Iss 1 (2017)
This paper explores the theory behind the rich and robust family of $ \alpha $-stable distributions to estimate parameters from financial asset log-returns data. We discuss four-parameter estimation methods including the quantiles, logarithmic moment
Externí odkaz:
https://doaj.org/article/264de8d1279d437b9426e4fc9110e28e
Publikováno v:
Cogent Economics & Finance, Vol 5, Iss 1 (2017)
Externí odkaz:
https://doaj.org/article/1291de54d42441b79d7706a895f1d99f
Bismut–Elworthy–Li formula for subordinated Brownian motion applied to hedging financial derivatives
Publikováno v:
Cogent Economics & Finance, Vol 5, Iss 1 (2017)
The objective of the paper is to extend the results in Fournié, Lasry, Lions, Lebuchoux, and Touzi (1999), Cass and Fritz (2007) for continuous processes to jump processes based on the Bismut–Elworthy–Li (BEL) formula in Elworthy and Li (1994).
Externí odkaz:
https://doaj.org/article/90b70433691f4fb9ba0360ecd741202d
Conference
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