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内部出版物
在“
Elsevier电子期刊
”中,
命中:
28
条,耗时:小于0.01 秒
1.
Dupire’s formulas in the
Piterbarg
option pricing model
作者:
Coenraad C.A. Labuschagne
;
coenraad.labuschagne@gmail.com" class="auth_mail" title="E-mail the corresponding author
;
Sven T. von Boetticher
vonboettichert@gmail.com" class="auth_mail" title="E-mail the corresponding author
关键词:
Dupire
;
Local volatility
;
Option pricing
;
Piterbarg
刊名:The North American Journal of Economics and Finance
出版年:2016
2.
On
Piterbarg
¡¯s max-discretisation theorem for multivariate stationary Gaussian processes
作者:
Zhongquan Tan
;
Enkelejd Hashorva
关键词:
Berman condition
;
Strong dependence
;
Time discretisation
;
Piterbarg
&rsquo
;
s max-discretisation theorem
;
Limit theorems
;
Multivariate stationary Gaussian processes
刊名:Journal of Mathematical Analysis and Applications
出版年:2014
3.
Investigating frontal variability from repeated glider transects in the Ligurian Current (North West Mediterranean Sea)
作者:
L.
Piterbarg
;
V. Taill
;
ier
;
A. Griffa
关键词:
Glider
;
Ligurian Current
;
Data fusion
刊名:Journal of Marine Systems
出版年:January, 2014
4.
On the supremum of -reflected processes with fractional Brownian motion as input
作者:
Enkelejd Hashorva
;
Lanpeng Ji
;
Vladimir I.
Piterbarg
关键词:
primary
;
60G15
;
secondary
;
60G70
刊名:Stochastic Processes and their Applications
出版年:2013
5.
Exact asymptotics and limit theorems for supremum of stationary -processes over a random interval
作者:
Zhongquan Tan
a
;
Enkelejd Hashorva
b
;
Enkelejd.hashorva@unil.ch
关键词:
primary
;
60G15
;
secondary
;
60G70
刊名:Stochastic Processes and their Applications
出版年:2013
6.
Finite size Lyapunov exponent for some simple models of turbulence
作者:
Leonid I.
Piterbarg
piter@usc.edu
关键词:
Finite size Lyapunov exponent
;
Random walk
;
Kraichnan model
刊名:Applied Mathematical Modelling
出版年:2012
7.
Estimating surface velocities from satellite data and numerical models: Implementation and testing of a new simple method
作者:
Aless
;
ro Mercatini
;
Annalisa Griffa
;
Leonid
Piterbarg
;
Enrico Zambianchi
;
Marcello G. Magaldi
关键词:
Remote sensing
;
Oil spills
;
Transport processes
;
Tracers
;
Mathematical models
;
Ocean circulation
刊名:Ocean Modelling
出版年:2010
8.
Extremes of the time-average of stationary Gaussian processes
作者:
Krzysztof Dë
;
bicki
;
a
;
krzysztof.debicki@math.uni.wroc.pl"" rel=""nofollow
;
Kamil Tabiś
;
a
关键词:
Asymptotics
;
Extremes
;
Gaussian process
刊名:Stochastic Processes and their Applications
出版年:2011
9.
The asymptotic behaviour of maxima of complete and incomplete samples from stationary sequences
作者:
Tomasz Krajka
a
;
tkraj@op.pl"" rel=""nofollow
关键词:
Stationary sequences
;
Weak dependency
刊名:Stochastic Processes and their Applications
出版年:2011
10.
Computing Lagrangian statistics from tracer observations and a model output
作者:
Leonid I.
Piterbarg
关键词:
Data fusion
;
Inverse problem
;
Dispersion
;
Continuously distributed tracer
刊名:Applied Mathematical Modelling
出版年:2010
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