In order to get theoretical results in a most general case, we assume a time-varying L´ evy process, which has its drift, volatility and jump intensity as general

Jang Schiltz Introduction Asset Pricing Model with Time-varying L´ evy Processes Decomposing S&P500 index Summary Particle Filters. Particle filters use a sampling approach with

Our asymptotics show that pessimism induces directly lower equilibrium interest rates and higher equity premia, while it impacts only indirectly - through the interplay of risk

Dans cette article ils proposent une méthode pour donner un sens au nombres complexes(introduire les nombres complexes par les similitudes directes planes) ; car de très nombreux

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Une autre fa¸ con d’´ enoncer le point pr´ ec´ edent : les colonnes pivots sont lin´ eairement ind´

Sites with high PAWC (Cressy and Edith Creek) benefitted from any amount of irrigation at sowing; in contrast, irrigating rainfed crops at sowing at sites with lower PAWC

Bacterial community dynamics during production of registered designation of origin salers cheese as evaluated by 16S rRNA gene single- strand conformation polymorphism

C’est après cette rencontre que Le Corbusier voit la tapisserie "comme un élément utile dans la composition de l’architecture moderne et non comme un décor" (apud

Elle contient des exercices que vous devez savoir aborder seul..

The Abramov reaction between acetophenone (8a) and hypophosphorous acid (1) in the presence of BSA as a silylating agent gave the desired α-hydroxyphosphinate 9a in an excellent

Asset pricing models such as the capital asset pricing model (CAPM) or arbitrage pricing theory (APT) with adjusted factor coefficients (e.g. risk factor

If it is as- sumed that there is a distribution of strain matrix elements and that they also determine the decay, then the electric echo involves the excitation of systems with

Indeed, they provide a large class of stochastic processes including the classical continuous time ARMA (CARMA) processes and also more involved models such as fractional

Call-on-max option prices as a function of the strike using static copulas “Static Student t” and “Static Gaussian” represent the Student t and Gaussian copulas chosen by

Call-on-max option prices as a function of the strike using static copulas “Static Student t” and “Static Gaussian” represent the Student t and Gaussian copulas chosen by

10. Connexin 43, but not connexin 32, is mutated at advanced stages of human sporadic colon cancer. Kanczuga-Koda L, Koda M, Sulkowski S, Wincewicz A, Zalewski B, Sulkowska