Zobrazeno 1 - 10
of 41
pro vyhledávání: '"Thomas Roos"'
Autor:
Ícaro A.F. Oliveira, Thomas Roos, Serge O. Dumoulin, Jeroen C.W. Siero, Wietske van der Zwaag
Publikováno v:
NeuroImage, Vol 240, Iss , Pp 118384- (2021)
Ultra-High Field (UHF) MRI provides a significant increase in Signal-to-Noise Ratio (SNR) and gains in contrast weighting in several functional and structural acquisitions. Unfortunately, an increase in field strength also induces non-uniformities in
Externí odkaz:
https://doaj.org/article/a39de96e65c047288ebdebd007d10362
Autor:
Wietske van der Zwaag, Thomas Roos, Dennis W. J. Klomp, Nikos Priovoulos, Özlem Ipek, Ettore F. Meliadò, Richard O. Nkrumah
Publikováno v:
NMR in Biomedicine, 34. John Wiley and Sons Ltd
Nmr in Biomedicine
Nmr in Biomedicine
The human cerebellum is involved in a wide array of functions, ranging from motor control to cognitive control, and as such is of great neuroscientific interest. However, its function is underexplored in vivo, due to its small size, its dense structu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::be9ec79a05084e63e8c82c537f2a3ee8
https://doi.org/10.1002/nbm.4586
https://doi.org/10.1002/nbm.4586
Autor:
Thomas Roos
Publikováno v:
SSRN Electronic Journal.
We study the tail distributions of multi-day index returns across a variety of asset classes. Fitting power laws to the tail distributions, we find tail indices in the range [2-4] for all underlyings, for returns up to 250 days. We also find that the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e83b1eceb3cc870f52df54581641ff65
https://doi.org/10.2139/ssrn.3769203
https://doi.org/10.2139/ssrn.3769203
Autor:
Thomas Roos
Publikováno v:
SSRN Electronic Journal.
We calculate the probability of returns exceeding a multiple of Expected Shortfall for fat-tailed portfolios. Our results show that, taken in isolation, the Basel 3 FRTB Market Risk capital requirements are insufficient to prevent a large number of i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f131fd9e0fcad1cdfe9f6755abc2b4f5
https://doi.org/10.2139/ssrn.3708061
https://doi.org/10.2139/ssrn.3708061
Autor:
Tobias Geiger, Thomas Röösli, David N. Bresch, Bodo Erhardt, Andreas M. Fischer, Dominik Imgrüth, Stefan Kienberger, Laura Mainetti, Gudrun Mühlbacher, Raphael Spiekermann
Publikováno v:
Frontiers in Climate, Vol 6 (2024)
Climate change will result in more intense and more frequent weather and climate events that will continue to cause fatalities, economic damages and other adverse societal impacts worldwide. To mitigate these consequences and to support better inform
Externí odkaz:
https://doaj.org/article/1fadda610b7741b7b5402b8d6b5a6d4c
Autor:
Thomas Roos
Publikováno v:
SSRN Electronic Journal.
Using short-time expansion techniques, we obtain analytic implied volatilities for European and forward starting options for a family of stochastic volatility models with arbitrary local volatility component and time dependent (piecewise constant) pa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b20007e2cc208309728677d935723f38
https://doi.org/10.2139/ssrn.3429050
https://doi.org/10.2139/ssrn.3429050
Autor:
Thomas Roos
Publikováno v:
SSRN Electronic Journal.
We propose a new methodology for obtaining arbitrage free European option prices from a SABR-like parameterisation. The method consists of specifying the joint distribution of the volatility and underlying at a given expiry and requires the calculati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bf5dd3442de55d39fee30da626407af7
https://doi.org/10.2139/ssrn.3063241
https://doi.org/10.2139/ssrn.3063241
Autor:
Thomas Roos
Publikováno v:
SSRN Electronic Journal.
We derive model independent bounds for amortising and accreting Bermudan swaptions in terms of portfolios of standard Bermudan swaptions. In addition to the well-known upper bounds, we derive new lower bounds for both amortisers and accreters. Numeri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0a9603bc849f0515d52733410fb7e944
https://doi.org/10.2139/ssrn.2836039
https://doi.org/10.2139/ssrn.2836039
Autor:
Thomas Roos
Publikováno v:
Bautechnik. 85:81-84
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5a4c1c27ef0f2bd4e3ad1a18b0692217
https://doi.org/10.1002/bate.200890003
https://doi.org/10.1002/bate.200890003
Autor:
Isolde Piechotowski, Cathleen Borowski, Thomas Werfel, Thomas L. Diepgen, Thomas Roos, Weitere Mitglieder der Konsensusgruppe des Aktionsbündnisses Allergieprävention, Sabine Schmidt, Helmut Sitter, Torsten Schäfer, Uwe Gieler, Mechthild Hellermann, Imke Reese
Publikováno v:
Allergo Journal. 13:252-260
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f8a9edd5b12f18f42e06dd6778b176f7
https://doi.org/10.1007/bf03373133
https://doi.org/10.1007/bf03373133