Model calibration for financial assets with mean reverting price processes

... 47 Bibliography 47 Abstract This thesis discusses the model calibration for financial assets with mean- reverting price processes, which is an important topic in mathematical finance ... motion as in the Black-Scholes model cannot properly capture its price behavior, a mean- reverting stochastic process is expected A simple mean- reverting model for an asset...

Ngày tải lên: 26/11/2015, 12:30

... Semi-supervised Model Adaptation for Statistical Machine Translation Machine Translation, pages 77-94 Hua Wu, Haifeng Wang and Chengqing Zong 2008 Domain Adaptation for Statistical Machine Translation with ... out-of-domain translation model for domain-specific translation task In detail, we build an adapted translation model in the following steps: • Bui...

Ngày tải lên: 19/02/2014, 19:20

... the ordinary entity-mention model with heuristic first-order features Conclusions This paper presented an expressive entity-mention model for coreference resolution by using Inductive Logic Programming ... cannot co-refer with “she” The entity-mention model based on Eq (2) performs coreference resolution at an entity-level For simplicity, the framework considere...

Ngày tải lên: 20/02/2014, 09:20

... rates and default by means of a stochastic intensity that will be correlated with the short rate 2.1 Pricing and calibrating CDS with deterministic intensity models Consider the CDS payoff (1) and ... of the interest-rate part to interest-rate data and of the intensity part to credit market data Indeed, in the separable case the credit derivatives de...

Ngày tải lên: 06/03/2014, 04:21

... a- (1, 4) glycosidic linkages, and P5_N1 to N5 are linked by a- (1, 4), a- (1, 4), a- (1, 6), and a- (1, 4) glycosidic linkages Although the conformation of P2 is almost equivalent to that of G13, the ... 10 0 2.08 13 7 329 10 0 2 .1 98 12 4 10 0 2.6 59,023 38 446 99.8 0.063 (0 .14 9)b 17 .4 (12 .9)b C2 28 14 0 99.9 0.064 (0 .19 5)b 9.7 (3.6)b P 21 19,275 96.8 0.07...

Ngày tải lên: 16/03/2014, 14:20

... The Generative Entity-Mention Model for Entity Linking Knowledge Base In this section we describe the generative entitymention model We first describe the generative story of our model, then formulate ... a new generative model, the entity-mention model, which can leverage heterogenous entity knowledge (including popularity knowledge, name knowledge and context...

Ngày tải lên: 23/03/2014, 16:20

... a specified foreign financial asset, see Interests in Specified Foreign Financial Assets, later Valuing specified foreign financial assets The value of a specified foreign financial asset for ... more of the following forms, check the box(es) to identify the form( s) where you reported the asset and enter the number of forms filed Form 3520 Form 3520-A...

Ngày tải lên: 29/03/2014, 18:20

... relations φD captures patterns that are specific about a certain entity pair, but which are not generalizable across all pairs with the same relation Finally A contains the patterns that are ... 2011 Relation extraction with relation topics In Proceedings of Empirical Methods in Natural Language Processing Daniel S Weld, Fei Wu, Eytan Adar, Saleema Amershi, James Fogarty, Raphae...

Ngày tải lên: 30/03/2014, 17:20

... literature The purpose of this study was to evaluate the midterm effectiveness of the Ponseti method [4] for the treatment of congenital idiopathic clubfoot Materials and methods A total of 49 patients ... A method for the early evaluation of the Ponseti (Iowa) technique for the treatment of idiopathic clubfoot J Pediatr Orthop 2003, 12(...

Ngày tải lên: 20/06/2014, 04:20

... literature The purpose of this study was to evaluate the midterm effectiveness of the Ponseti method [4] for the treatment of congenital idiopathic clubfoot Materials and methods A total of 49 patients ... A method for the early evaluation of the Ponseti (Iowa) technique for the treatment of idiopathic clubfoot J Pediatr Orthop 2003, 12(...

Ngày tải lên: 20/06/2014, 07:20

... area of EDCA models and backoff misbehaviour We verify the model by simulations and show that it outperforms three other IEEE 802.11 models The presented model can be used in game theoretical analysis ... compare simulation and analytical results to (a) verify that the model is correct, (b) show that it outperforms three other models, and (c) prove it can be used to analyse networ...

Ngày tải lên: 21/06/2014, 11:20

... using a face transformation model In the case where we have multiple template images for person P, we should combine them into a single face model ᏹ p (this would require a new formula for the face ... significantly outperform two popular face recognition algorithms, namely eigenfaces and fisherfaces Finally, we outline future work MODELING FACE TRANSFORMATION In this s...

Ngày tải lên: 23/06/2014, 01:20

... 15:36 xx 8660: Modeling and Pricing of Swaps ws-book975x65 Modeling and Pricing of Swaps for Financial and Energy Markets 16.7 16.8 16.6.3 Volatility Swaps for Markets with Stochastic Volatility ... 15:36 10 8660: Modeling and Pricing of Swaps ws-book975x65 Modeling and Pricing of Swaps for Financial and Energy Markets Swishc...

Ngày tải lên: 11/07/2014, 18:33

... calculated for the values of the variance components obtained for the corresponding full model, ie model 1-5 Variability due to estimation of the variance components is ignored For each line in the ... from the same seed The first series corresponds to the same seed for all configurations Therefore, for the first series, for example for configurati...

Ngày tải lên: 09/08/2014, 18:21

... an understanding of rules and principles and an analysis of the strengths and weaknesses, advantages and disadvantages, articulated in debate and otherwise claimed for each I report on this analysis ... 1 The development of an instrument to measure individual dispositions towards rules and principles; with implications for financial r...

Ngày tải lên: 22/12/2014, 21:58