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Wiley电子期刊(3)	SpringerLink电子期刊(202)	Elsevier电子期刊(263)
Springer电子图书(2)	ProQuest学位论文(38)	ACS电子期刊(6)

在“Elsevier电子期刊”中，命中：263条，耗时：0.0169902 秒

在所有数据库中总计命中：514条

1.Oil price volatility: A real option valuation approach in an African oil field

作者：Marcelo Nunes Fonseca^a ; ^{marcelonunes21@yahoo.com.br} ; Edson de Oliveira Pamplona^a ; ^{pamplona@unifei.edu.br} ; Victor Eduardo de Mello Valerio^a ; ^{victor.dmv@gmail.com} ; Giancarlo Aquila^a ; ^{giancarlo.aquila@yahoo.com} ; Luiz Cé ; lio Souza Rocha^a ; ^{luizrochamg@hotmail.com} ; Paulo Rotela Junior^b ; ^{paulo.rotela@gmail.com}

关键词：Exploration ; Production ; Production forecast ; Oil price volatility ; Geometric Brownian motion ; Real option valuation

刊名：Journal of Petroleum Science and Engineering

出版年：2017

2.Long time asymptotics of non-symmetric random walks on crystal lattices

作者：Satoshi Ishiwata^a ; ^{ishiwata@sci.kj.yamagata-u.ac.jp} ; Hiroshi Kawabi^b ; ^{kawabi@math.okayama-u.ac.jp} ; Motoko Kotani^c ; ^{m-kotani@m.tohoku.ac.jp}

关键词：60J10 ; 60F05 ; 60G50 ; 60B10

刊名：Journal of Functional Analysis

出版年：2017

3.Pricing credit default swaps under a multi-scale stochastic volatility model

作者：Wenting Chen^a ; Xinjiang He^b ; ^{xh016@uowmail.edu.au}

关键词：Credit default swaps ; Multi-scale ; Stochastic volatility ; Perturbation method ; Down-and-out binary option

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2017

4.Simultaneously long short trading in discrete and continuous time

作者：Michael Heinrich Baumann ; ^{michael.baumann@uni-bayreuth.de} ; Lars Grü ; ne ^{lars.gruene@uni-bayreuth.de}

关键词：Feedback-based stock trading ; Technical trading rules ; Simultaneously long short strategy ; Sampled-data systems ; Lé ; vy processes

刊名：Systems & Control Letters

出版年：2017

5.Correlation dimension of financial market

作者：Chun-Xiao Nie ^{niechunxiao2009@163.com}

关键词：Dimension ; Financial market ; Time series ; Financial crisis

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2017

6.Kurzweil's Singularity as a part of Evo-SETI Theory

作者：Claudio Maccone ^{clmaccon@libero.it} ^{claudio.maccone@iaamail.org}

关键词：Ray Kurzweil ; Singularity ; Darwinian Evolution ; Molecular Clock ; Entropy ; SETI

刊名：Acta Astronautica

出版年：2017

7.A multivariate stochastic unit root model with an application to derivative pricing

作者：Offer Lieberman^a ; ^{offer.lieberman@gmail.com" class="auth_mail" title="E-mail the corresponding author} ; Peter C.B. Phillips^b ; ^c ; ^d ; ^e

关键词：C22

刊名：Journal of Econometrics

出版年：2017

8.Asymptotic results for a Markov-modulated risk process with stochastic investment

作者：Lewis Ramsden ; ^{L.M.Ramsden@liverpool.ac.uk" class="auth_mail" title="E-mail the corresponding author} ; Apostolos D. Papaioannou

关键词：Markov-modulated risk process ; Investment ; Integro-differential equation system ; Ruin probabilities ; Regular variation ; Frobenius method for systems

刊名：Journal of Computational and Applied Mathematics

出版年：2017

9.Pricing geometric Asian power options under mixed fractional Brownian motion environment

作者：B.L.S. Prakasa Rao ^{blsprao@gmail.com" class="auth_mail" title="E-mail the corresponding author}

关键词：Mixed fractional Brownian motion ; Option price ; Asian option ; Asian power option

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2016

10.A MAP estimator based on geometric Brownian motion for sample distances of laser triangulation data

作者：Markus Herrmann ; ^{info@mherrmann.org" class="auth_mail" title="E-mail the corresponding author} ; Marius Otesteanu ^{marius.otesteanu@upt.com" class="auth_mail" title="E-mail the corresponding author}

关键词：Laser-stripe sensor ; Optical triangulation ; MAP ; Maximum a posteriori estimation ; Brownian motion ; Geometric Brownian motion ; Prediction ; Line detection

刊名：Optics and Lasers in Engineering

出版年：2016

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