Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Vladimir Nikolaevich Nikulin"'
Autor:
Ivan Fiodorovich Gorlov, Marina Ivanovna Slozhenkina, Daria Aleksandrovna Mosolova, Lyudmila Viktorovna Khoroshevskaya, Zoya Borisovna Komarova, Vladimir Nikolaevich Nikulin, Evgeniya Aleksandrovna Struk, Aleksey Petrovich Khoroshevsky, Elena Yurievna Anisimova
Publikováno v:
Journal of Advanced Veterinary and Animal Research, Vol 11, Iss 2, Pp 429-438 (2024)
Objective: The study aims to understand the effect of new antibiotic-substituting supplements in feeding chickens of the Hisex Brown cross in industrial conditions. Materials and Methods: A total of 216 hatched chicks were randomly selected and distr
Externí odkaz:
https://doaj.org/article/ca2a85bcfa1d4a4ba96328e75e84e2a7
Statistically fair price for the European call options according to the discreet mean/variance model
Publikováno v:
Компьютерные исследования и моделирование, Vol 6, Iss 5, Pp 861-874 (2014)
We consider a portfolio with call option and the corresponding underlying asset under the standard assumption that stock-market price represents a random variable with lognormal distribution. Minimizing the variance hedging risk of the portfolio on t
Externí odkaz:
https://doaj.org/article/9baf33f56098403fa38c8ebb284aaa61
Autor:
Vladimir Nikolaevich Nikulin
Publikováno v:
Компьютерные исследования и моделирование, Vol 5, Iss 2, Pp 131-140 (2013)
Microarray datasets are highly dimensional, with a small number of collected samples in comparison to thousands of features. This poses a significant challenge that affects the interpretation, applicability and validation of the analytical results. M
Externí odkaz:
https://doaj.org/article/6c9ff541c4ce4f4584f06bdee6a0ba34
Publikováno v:
Bulletin Samara State Agricultural Academy. 1:71-74
The purpose of research is improving physiological and biochemical status and productive qualities of broiler chickens by including basic diet lactoamilovorin and potassium iodide. For experimental studies experimental and control groups formed rando
Statistically fair price for the European call options according to the discreet mean/variance model
Publikováno v:
Компьютерные исследования и моделирование, Vol 6, Iss 5, Pp 861-874 (2014)
We consider a portfolio with call option and the corresponding underlying asset under the standard assumption that stock-market price represents a random variable with lognormal distribution. Minimizing the variance hedging risk of the portfolio on t