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pro vyhledávání: '"Slamova, Lenka"'
Autor:
Slámová, Lenka
Title: Generalized stable distributions and their applications Author: Mgr. Lenka Slámová, MSc. Department: Department of probability and mathematical statistics Supervisor: Prof. Lev Klebanov, DrSc. Abstract: This thesis deals with different gener
Externí odkaz:
http://www.nusl.cz/ntk/nusl-336129
Autor:
Slámová, Lenka
In this work we study the HJM model of the term structure of interest rates driven by a Lévy process. We study the no-arbitrage dynamics of the discounted bond prices and obtain a risk-neutral dynamics of the short rate as a consequence. We study in
Externí odkaz:
http://www.nusl.cz/ntk/nusl-282500
Autor:
Slámová, Lenka
Diplomová práce je zaměřena na aktuální problematiku investičních pobídek, a to jejich vlivu na český trh práce z hlediska tvorby nových pracovních míst a vývoje míry nezaměstnanosti. Teoretická část práce je věnována obecným
Externí odkaz:
http://www.nusl.cz/ntk/nusl-2142
Autor:
Lopez-Saez, Jérôme, Corona, Christophe, von Arx, Georg, Fonti, Patrick, Slamova, Lenka, Stoffel, Markus
Publikováno v:
In Science of the Total Environment 10 January 2023 855
Akademický článek
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Autor:
Klebanov, Lev B., Slámová, Lenka
Since the turn of the century, there has been increased interest in the application of heavy-tailed distributions, particularly stable distributions, to problems in physics and finance. Although, the tails of stable distributions provide a better fit
Externí odkaz:
http://arxiv.org/abs/1505.02068
Autor:
Slámová, Lenka, Klebanov, Lev B.
This article deals with different generalizations of the discrete stability property. Three possible definitions of discrete stability are introduced, followed by a study of some particular cases of discrete stable distributions and their properties.
Externí odkaz:
http://arxiv.org/abs/1502.02588
Self-similarity of systems is very popular and intensively developing field during last decades. To this field belong so-called stable distributions and their generalization. In Klebanov and Sl\'amov\'a (2014) there was given an approach to define ad
Externí odkaz:
http://arxiv.org/abs/1408.3864
Autor:
Klebanov, Lev B., Slámová, Lenka
Here we introduce some new classes of discrete stable random variables, which are useful for understanding of a new general notion of stability of random variables called us as casual stability. There are given some examples of casual and discrete st
Externí odkaz:
http://arxiv.org/abs/1406.3748
Autor:
Slámová, Lenka, Klebanov, Lev B.
In some fields of applications of stable distributions, especially in economics, it appears, that data have distributions similar to stable in a large region, but do not have such heavy tails. Our aim in this note is to propose several methods of app
Externí odkaz:
http://arxiv.org/abs/1403.3671