Showing 51 - 60 of 17,956
The paper aims to evaluate the presence and condition of vegetation by SAGA GIS. The study area covers northern coasts of Iceland including two fjords, the Eyjafjörður and the Skagafjörður, prosperous agricultural regions. The vegetation coverage in Iceland experience the impact of harsh...
Persistent link: https://www.econbiz.de/10013251916
The aim of this work is to offer for the first time an application in finance of a new tool that appears to have a great potential in terms of derivative pricing. Non Uniform Discrete Fourier Transforms are innovative, precious tools in the fields of Signals Theory and Images Reconstruction...
Persistent link: https://www.econbiz.de/10013018766
The paper considers the simulation of the Black, Derman, Toy model with log-normally distributed rates in the spot measure, simulated in discrete time and with a continuous state variable. We note an explosive behaviour in the Eurodollar futures convexity adjustment at a critical value of the...
Persistent link: https://www.econbiz.de/10014254865
In many applications including financial risk measurement a certain class of multivariate distribution functions, copulas, has shown to be a powerful building block to reflect multivariate dependence between several random variables including the mapping of tail dependencies. A key result in...
Persistent link: https://www.econbiz.de/10014036471
Transportation Network Companies (TNCs) face two extreme situa-tions, namely, high demand and low demand. In high demand, TNCs use surge multiplier or surge rate to balance the high demand of riders with available drivers. Willingness of drivers, willingness of riders to pay more and appropriate...
Persistent link: https://www.econbiz.de/10015214181
This paper illustrates the value of interoperability in the delivery of Government e-services: Governmentto- Government, business-to-Government and citizen-to-Government. It describes the many issues involved in achieving successful interoperability programs—together with the tools,...
Persistent link: https://www.econbiz.de/10015214969
In this paper we have proposed a method to conduct the ordinal canonical correlation analysis (OCCA) that yields ordinal canonical variates and the coefficient of correlation between them, which is analogous to (and a generalization of) the rank correlation coefficient of Spearman. The ordinal...
Persistent link: https://www.econbiz.de/10015215290
The importance of the working document is that it allows the analysis of the information and the status of cases associated with (SARS-CoV-2) COVID-19 as open data at the municipal, state and national level, with a daily record of patients, according to a age, sex, comorbidities, for the...
Persistent link: https://www.econbiz.de/10015216214
The aim of this paper is to develop an algorithm for calculating and plotting payoff of option strategies for a portfolio of path independent vanilla and exotic options. A general algorithm for calculating the vector matrix for any arbitrary combination strategy is also developed for some of the...
Persistent link: https://www.econbiz.de/10015216893
This paper is a successor of [AK08]. Both papers describe the same suite of MATLAB R° routines devised to provide an approximately optimal solution to an infinite horizon stochastic optimal control problem. The difference is that this paper explains how to allow for state and control...
Persistent link: https://www.econbiz.de/10015217997