Zobrazeno 1 - 10
of 47
pro vyhledávání: '"Ware, Antony"'
This paper is devoted to the price-storage dynamics in natural gas markets. A novel stochastic path-dependent volatility model is introduced with path-dependence in both price volatility and storage increments. Model calibrations are conducted for bo
Externí odkaz:
http://arxiv.org/abs/2406.16400
Autor:
Li, Yu, Ware, Antony
The Multilevel Monte Carlo (MLMC) method has been applied successfully in a wide range of settings since its first introduction by Giles (2008). When using only two levels, the method can be viewed as a kind of control-variate approach to reduce vari
Externí odkaz:
http://arxiv.org/abs/2405.03453
Autor:
Ware, Antony, Asadzadeh, Ilnaz
In this paper we present an application of the use of autocopulas for modelling financial time series showing serial dependencies that are not necessarily linear. The approach presented here is semi-parametric in that it is characterized by a non-par
Externí odkaz:
http://arxiv.org/abs/1507.04767
Publikováno v:
In Fuzzy Sets and Systems 15 January 2018 331:14-25
Autor:
Ware, Antony F.
Publikováno v:
SIAM Review, 1998 Dec 01. 40(4), 838-856.
Externí odkaz:
https://www.jstor.org/stable/2653033
Publikováno v:
In Applied Mathematics and Computation 1 November 2014 246:316-335
Autor:
Suli, Endre, Ware, Antony
Publikováno v:
SIAM Journal on Numerical Analysis, 1991 Apr 01. 28(2), 423-445.
Externí odkaz:
https://www.jstor.org/stable/2157822
Publikováno v:
Risks. 2017, Vol. 5 Issue 3, p48. 19p.
Publikováno v:
BMC Genomics, Vol 4, Iss 1, p 17 (2003)
Abstract Background Chromosomal DNA replication in bacteria starts at the origin (ori) and the two replicores propagate in opposite directions up to the terminus (ter) region. We hypothesize that the two replicores need to reach ter at the same time
Externí odkaz:
https://doaj.org/article/15cb340b7a9f483f90c2a9483a615c4b