Journal articles on the topic 'Reduced-form framework'
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Biagini, Francesca, and Yinglin Zhang. "Reduced-form framework under model uncertainty." Annals of Applied Probability 29, no. 4 (August 2019): 2481–522. http://dx.doi.org/10.1214/18-aap1458.
Full textBiagini, Francesca, Andrea Mazzon, and Katharina Oberpriller. "Reduced-form framework for multiple ordered default times under model uncertainty." Stochastic Processes and their Applications 156 (February 2023): 1–43. http://dx.doi.org/10.1016/j.spa.2022.11.003.
Full textGündüz, Yalin, and Marliese Uhrig-Homburg. "Does modeling framework matter? A comparative study of structural and reduced-form models." Review of Derivatives Research 17, no. 1 (April 17, 2013): 39–78. http://dx.doi.org/10.1007/s11147-013-9090-8.
Full textGe, L., X. Qian, and X. Yue. "Explicit formulas for pricing credit-linked notes with counterparty risk under reduced-form framework." IMA Journal of Management Mathematics 26, no. 3 (January 20, 2014): 325–44. http://dx.doi.org/10.1093/imaman/dpt028.
Full textBuonanno, Amedeo, Antonio Nogarotto, Giuseppe Cacace, Giovanni Di Gennaro, Francesco A. N. Palmieri, Maria Valenti, and Giorgio Graditi. "Bayesian Feature Fusion Using Factor Graph in Reduced Normal Form." Applied Sciences 11, no. 4 (February 22, 2021): 1934. http://dx.doi.org/10.3390/app11041934.
Full textBiagini, Francesca, and Katharina Oberpriller. "Reduced-form setting under model uncertainty with non-linear affine intensities." Probability, Uncertainty and Quantitative Risk 6, no. 3 (2021): 159. http://dx.doi.org/10.3934/puqr.2021008.
Full textAndersen, Torben G., Tim Bollerslev, and Xin Huang. "A reduced form framework for modeling volatility of speculative prices based on realized variation measures." Journal of Econometrics 160, no. 1 (January 2011): 176–89. http://dx.doi.org/10.1016/j.jeconom.2010.03.029.
Full textCassar, Johann, Andrew Sammut, Nicholas Sammut, Marco Calvi, Sasa Spasic, and Dragana Popovic Renella. "Performance Analysis of a Reduced Form-Factor High Accuracy Three-Axis Teslameter." Electronics 8, no. 11 (October 28, 2019): 1230. http://dx.doi.org/10.3390/electronics8111230.
Full textJeong, Shinkyu, and Hyunyul Kim. "Development of an Efficient Hull Form Design Exploration Framework." Mathematical Problems in Engineering 2013 (2013): 1–12. http://dx.doi.org/10.1155/2013/838354.
Full textWang, Xingchun. "ANALYTICAL VALUATION OF VULNERABLE OPTIONS IN A DISCRETE-TIME FRAMEWORK." Probability in the Engineering and Informational Sciences 31, no. 1 (September 13, 2016): 100–120. http://dx.doi.org/10.1017/s0269964816000292.
Full textBorracci, Giuliana, Erica Gauthier, Jay Jennings, Kyle Sale, and Kasia Muldner. "The Effect of Assistance on Learning and Affect in an Algebra Tutor." Journal of Educational Computing Research 57, no. 8 (January 7, 2019): 2032–52. http://dx.doi.org/10.1177/0735633118822103.
Full textFarina, Gabriele, Christian Kroer, and Tuomas Sandholm. "Online Convex Optimization for Sequential Decision Processes and Extensive-Form Games." Proceedings of the AAAI Conference on Artificial Intelligence 33 (July 17, 2019): 1917–25. http://dx.doi.org/10.1609/aaai.v33i01.33011917.
Full textOstrovskaya, S., and J. Angeles. "Nonholonomic Systems Revisited Within the Framework of Analytical Mechanics." Applied Mechanics Reviews 51, no. 7 (July 1, 1998): 415–33. http://dx.doi.org/10.1115/1.3099013.
Full textSalti, Mustafa, Oktay Aydogdu, and Irfan Acikgoz. "Extended scalar–tensor theory and thermodynamics in teleparallel framework." Modern Physics Letters A 31, no. 33 (October 11, 2016): 1650185. http://dx.doi.org/10.1142/s0217732316501856.
Full textFournier, Mathieu, and Kris Jacobs. "A Tractable Framework for Option Pricing with Dynamic Market Maker Inventory and Wealth." Journal of Financial and Quantitative Analysis 55, no. 4 (July 19, 2019): 1117–62. http://dx.doi.org/10.1017/s0022109019000462.
Full textAndriushchenko, Ekaterina, Jan Kaska, Ants Kallaste, Anouar Belahcen, Toomas Vaimann, and Anton Rassõlkin. "Design Optimization of Permanent Magnet Clutch with Ārtap Framework." Periodica Polytechnica Electrical Engineering and Computer Science 65, no. 2 (March 9, 2021): 106–12. http://dx.doi.org/10.3311/ppee.17007.
Full textKleibergen, Frank, and Herman K. van Dijk. "BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES." Econometric Theory 14, no. 6 (December 1998): 701–43. http://dx.doi.org/10.1017/s0266466698146017.
Full textYang, Sohyeon, Mayura Veerana, Nannan Yu, Wirinthip Ketya, Gyungsoon Park, Sungjin Kim, and Youngmee Kim. "Copper(II)-MOF Containing Glutarate and 4,4′-Azopyridine and Its Antifungal Activity." Applied Sciences 12, no. 1 (December 28, 2021): 260. http://dx.doi.org/10.3390/app12010260.
Full textUsarov, M. K., G. T. Ayubov, and D. M. Usarov. "Continual model and dynamic calculation of buildings under seismic impacts." MATEC Web of Conferences 329 (2020): 04011. http://dx.doi.org/10.1051/matecconf/202032904011.
Full textYarashov, Javlon, Makhamatali Usarov, and Gayratjon Ayubov. "Study of longitudinal oscillations of a five-storey building on the basis of plate continuum model." E3S Web of Conferences 97 (2019): 04065. http://dx.doi.org/10.1051/e3sconf/20199704065.
Full textHemalatha, C. Sweetlin, V. Vaidehi, K. Nithya, A. Annis Fathima, M. Visalakshi, and M. Saranya. "Multi-Level Search Space Reduction Framework for Face Image Database." International Journal of Intelligent Information Technologies 11, no. 1 (January 2015): 12–29. http://dx.doi.org/10.4018/ijiit.2015010102.
Full textRamirez-Rubio, Santiago, and David G. MacManus. "Framework for estimation of nacelle drag on isolated aero-engines with separate jets." Proceedings of the Institution of Mechanical Engineers, Part G: Journal of Aerospace Engineering 234, no. 14 (May 8, 2020): 2025–40. http://dx.doi.org/10.1177/0954410020922928.
Full textKim, Myeongjin, and Fernando Bello. "Multi-Shape Free-Form Deformation Framework for Efficient Data Transmission in AR-Based Medical Training Simulators." Applied Sciences 11, no. 21 (October 24, 2021): 9925. http://dx.doi.org/10.3390/app11219925.
Full textJavanroodi, Kavan, Vahid M. Nik, and Yuchen Yang. "Optimization of building form and its fenestration in response to microclimate conditions of an urban area." E3S Web of Conferences 172 (2020): 19002. http://dx.doi.org/10.1051/e3sconf/202017219002.
Full textZeng, Haowei, Heng Yue, Jinke Cao, and Xiaofei Zhang. "Real-Valued Direct Position Determination of Quasi-Stationary Signals for Nested Arrays: Khatri–Rao Subspace and Unitary Transformation." Sensors 22, no. 11 (May 31, 2022): 4209. http://dx.doi.org/10.3390/s22114209.
Full textPerron, Pierre, and Yohei Yamamoto. "A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS." Econometric Theory 30, no. 2 (October 10, 2013): 491–507. http://dx.doi.org/10.1017/s0266466613000388.
Full textZeng, Qing Liang, Bin Zhang, Zhi Hai Liu, Hong Xi Kang, and Zai Chao Wu. "Coal Mine Electromechanical Equipment Online Management Platform Development Based on Web." Applied Mechanics and Materials 220-223 (November 2012): 2818–22. http://dx.doi.org/10.4028/www.scientific.net/amm.220-223.2818.
Full textWang, Xingchun, Guangli Xu, and Dan Li. "A CLOSED-FORM GARCH VALUATION MODEL FOR POWER EXCHANGE OPTIONS WITH COUNTERPARTY RISK." Probability in the Engineering and Informational Sciences 34, no. 2 (January 24, 2019): 279–96. http://dx.doi.org/10.1017/s0269964818000530.
Full textStrunz, Walter T. "Finite Temperature Dynamics of the Total State in an Open System Model." Open Systems & Information Dynamics 12, no. 01 (March 2005): 65–80. http://dx.doi.org/10.1007/s11080-005-0487-1.
Full textBurden, Lindsay Ivey, Glenn Rix, and Stuart Werner. "Development of a Risk Framework for Forecasting Earthquake Losses in Port Systems." Earthquake Spectra 32, no. 1 (February 2016): 267–84. http://dx.doi.org/10.1193/043013eqs117m.
Full textHan, Kyung (Chris) T. "Framework for Developing Multistage Testing With Intersectional Routing for Short-Length Tests." Applied Psychological Measurement 44, no. 2 (March 20, 2019): 87–102. http://dx.doi.org/10.1177/0146621619837226.
Full textLou, Yijun, and Bei Sun. "Stage duration distributions and intraspecific competition: a review of continuous stage-structured models." Mathematical Biosciences and Engineering 19, no. 8 (2022): 7543–69. http://dx.doi.org/10.3934/mbe.2022355.
Full textWidiyani, Agustina, and Azwar Sutiono. "An An Interacting Dark Energy Model with Nonminimal Derivative Coupling in the Parameterized Post-Friedmannian Framework." Indonesian Journal of Physics 33, no. 2 (December 22, 2022): 1–7. http://dx.doi.org/10.5614/itb.ijp.2022.33.2.1.
Full textLu, Jing, Hou-Ting Liu, Hao Song, Su-Na Wang, Da-Qi Wang, and Xian-Xi Zhang. "pH-Dependent Assembly of Reduced Polyoxomolybdenum Phosphates Modified by MnII." Australian Journal of Chemistry 64, no. 11 (2011): 1501. http://dx.doi.org/10.1071/ch11134.
Full textAmir, Nadav, Naftali Tishby, and Israel Nelken. "A simple model of the attentional blink and its modulation by mental training." PLOS Computational Biology 18, no. 8 (August 29, 2022): e1010398. http://dx.doi.org/10.1371/journal.pcbi.1010398.
Full textLin, Wei Cheng, Ching Chun Lan, Long Kun Lee, Kai Yang Luo, and Wei Zhou Hong. "The Performance Comparison of Sub-1GHz Wireless Personal Area Monitoring Systems." Applied Mechanics and Materials 284-287 (January 2013): 2657–61. http://dx.doi.org/10.4028/www.scientific.net/amm.284-287.2657.
Full textZhong, Zhiwang, Tianhua Xu, Feng Wang, and Tao Tang. "Text Case-Based Reasoning Framework for Fault Diagnosis and Predication by Cloud Computing." Mathematical Problems in Engineering 2018 (July 12, 2018): 1–10. http://dx.doi.org/10.1155/2018/9464971.
Full textWu, Shaofei, Hoa Phan, Jing Li, Haomin Xu, Xing Li, Dingguan Wang, Tun Seng Herng, et al. "Two-Dimensional Conjugated Covalent Organic Framework Films via Oxidative C–C Coupling Reactions at a Liquid–Liquid Interface." Organic Materials 03, no. 01 (January 2021): 060–66. http://dx.doi.org/10.1055/s-0041-1723767.
Full textLouis, Kenneth O. St, and Florence L. Myers. "Clinical Management of Cluttering." Language, Speech, and Hearing Services in Schools 26, no. 2 (April 1995): 187–95. http://dx.doi.org/10.1044/0161-1461.2602.187.
Full textGuyenne, Philippe, Adilbek Kairzhan, Catherine Sulem, and Boyang Xu. "Spatial Form of a Hamiltonian Dysthe Equation for Deep-Water Gravity Waves." Fluids 6, no. 3 (March 3, 2021): 103. http://dx.doi.org/10.3390/fluids6030103.
Full textShamim, Muhammad Babar, Marian Hörsting, and Stephan Wulfinghoff. "Variational Reduced-Order Modeling of Thermomechanical Shape Memory Alloy Based Cooperative Bistable Microactuators." Actuators 12, no. 1 (January 10, 2023): 36. http://dx.doi.org/10.3390/act12010036.
Full textLi, Y. X., J. Hu, Y. H. Liu, and Z. X. Guo. "Effect of Cu addition and heat treatment self-propagating high temperature synthesis reaction in Al-Ti-C system." Science of Sintering 40, no. 2 (2008): 207–14. http://dx.doi.org/10.2298/sos0802207l.
Full textLewbel, Arthur. "The Identification Zoo: Meanings of Identification in Econometrics." Journal of Economic Literature 57, no. 4 (December 1, 2019): 835–903. http://dx.doi.org/10.1257/jel.20181361.
Full textWU, SEN, LISHANG JIANG, and JIN LIANG. "INTENSITY-BASED MODELS FOR PRICING MORTGAGE-BACKED SECURITIES WITH REPAYMENT RISK UNDER A CIR PROCESS." International Journal of Theoretical and Applied Finance 15, no. 03 (May 2012): 1250021. http://dx.doi.org/10.1142/s0219024912500215.
Full textMartins Guerra, Eduardo, Jefferson O. Silva, and Clovis Torres Fernandes. "A Modularity and Extensibility Analysis on Authorization Frameworks." Journal of Information Security and Cryptography (Enigma) 2, no. 1 (May 4, 2016): 36. http://dx.doi.org/10.17648/enig.v2i1.46.
Full textRadko, Timour, James C. McWilliams, and Georgi G. Sutyrin. "Equilibration of Baroclinic Instability in Westward Flows." Journal of Physical Oceanography 52, no. 1 (January 2022): 21–38. http://dx.doi.org/10.1175/jpo-d-21-0163.1.
Full textCimpeanu, Radu, Susana N. Gomes, and Demetrios T. Papageorgiou. "Active control of liquid film flows: beyond reduced-order models." Nonlinear Dynamics 104, no. 1 (February 19, 2021): 267–87. http://dx.doi.org/10.1007/s11071-021-06287-5.
Full textGavroglu, Kostas. "University Rankings." Critical Times 5, no. 1 (April 1, 2022): 121–28. http://dx.doi.org/10.1215/26410478-9536519.
Full textAngrist, Joshua D. "Empirical Strategies in Economics: Illuminating the Path From Cause to Effect." Econometrica 90, no. 6 (2022): 2509–39. http://dx.doi.org/10.3982/ecta20640.
Full textGoncharov, V., and V. Pavlov. "Cyclostrophic vortices in polar regions of rotating planets." Nonlinear Processes in Geophysics 8, no. 4/5 (October 31, 2001): 301–11. http://dx.doi.org/10.5194/npg-8-301-2001.
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