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Showing 1 to 20 of 581 for “"Expansions"”.

  1. Gram-Charlier expansions and option pricing

    Gram-Charlier expansions provide a tractable way of fitting risk-neutral distributions to asset prices. This allows the model to capture skewness, excess kurtosis and higher moments in observed asset returns. Schlogl (2013) proposes a calibration method to ensure the fitted densities are valid and …

    cape-town Repository record for Gram-Charlier expansions and option pricing (opens in a new tab)

  2. Discrete Harmonic Analysis Associated with Jacobi Expansions

    In this work we consider the operator associated with the three-term recurrence relation for the Jacobi polynomials and we study some classical operators in Harmonic Analysis in this context. Particularly, we are interested in the heat and Poisson semigroups and in the maximal operators related to …

    dialnet Repository record for Discrete Harmonic Analysis Associated with Jacobi Expansions (opens in a new tab)

  3. Canonical expansions for the equations of curves

    Thesis (M.A.)--University of Kansas, Mathematics, 1932.

    ku Repository record for Canonical expansions for the equations of curves (opens in a new tab)

  4. US Financial Expansions and Exchange Rate Determination

    … asset accumulation as indicative of financial expansions in the US, and the driving force of financial cycles. Using vector autoregression (VAR) analysis I test the relationships between the ratio of US shadow banking assets relative to commercial banking assets, portfolio investment …

    denver Repository record for US Financial Expansions and Exchange Rate Determination (opens in a new tab)

  5. Modified Fourier expansions: theory, construction and applications

    Modified Fourier expansions present an alternative to more standard algorithms for the approximation of nonperiodic functions in bounded domains. This thesis addresses the theory of such expansions, their effective construction and computation, and their application to the numerical solution of …

    cambridge Repository record for Modified Fourier expansions: theory, construction and applications (opens in a new tab)

  6. CAG repeat expansions induce cytoplasmic RNA aggregation

    Expansions of ‘CAG’ trinucleotide repeats in the genome can cause over a dozen diseases, including Huntington disease and several spinocerebellar ataxias. Short tracts of these ‘CAG’ repeats are benign; however, mutant alleles that harbor an abnormally large number of consecutive ‘CAG’ motifs can …

    mit Repository record for CAG repeat expansions induce cytoplasmic RNA aggregation (opens in a new tab)

  7. Data-Driven Polynomial Chaos Expansions for Uncertainty Quantification

    … output with respect to inputs, polynomial chaos expansions (PCEs) are widely used. However, a majority of existing PCEs impose parametric distributional assumptions on inputs. Furthermore, existing sensitivity indices for dependent inputs impose strong assumptions on the dependence structure of …

    washington Repository record for Data-Driven Polynomial Chaos Expansions for Uncertainty Quantification (opens in a new tab)

  8. Dynamical Systems and Matching Symmetry in Beta-Expansions

    <p>Symbolic dynamics, and in particular β-expansions, are a ubiquitous tool in studying more complicated dynamical systems. Applications include number theory, fractals, information theory, and data storage.</p> <p>In this thesis we will explore the basics of dynamical systems with a special focus …

    calpoly Repository record for Dynamical Systems and Matching Symmetry in Beta-Expansions (opens in a new tab)

  9. Population and evolutionary dynamics during microbial range expansions

    Spatial expansions occur across multiple scales, from the expanding range of a species to the growth of tumors and microbial biofilms. In ecology, range expansions are becoming more frequent due to environmental changes and rare long distance dispersal, often facilitated by anthropogenic …

    mit Repository record for Population and evolutionary dynamics during microbial range expansions (opens in a new tab)

  10. Scattering of elastic waves using non-orthagonal expansions

    Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Earth, Atmospheric, and Planetary Sciences, 1996.

    mit Repository record for Scattering of elastic waves using non-orthagonal expansions (opens in a new tab)

  11. Pairs and predicates in expansions of o-minimal structures

    … achieved through the construction of a few new expansions of o-minimal structures, then establishing some results about their open cores. The first construction used is an expansion of an o-minimal structure $\mathcal{R}$ by a unary predicate whose open core is a proper o-minimal expansion of …

    uiuc Repository record for Pairs and predicates in expansions of o-minimal structures (opens in a new tab)

  12. Classifying expansions of the real field by complex subgroups

    In this thesis, we study expansions of the real field by multiplicative subgroups of the complex numbers. We first consider expansions by a subgroup generated by an element of the unit circle and a positive real number. We then consider expansions by a subgroup generated by a complex number and a …

    uiuc Repository record for Classifying expansions of the real field by complex subgroups (opens in a new tab)

  13. Numerical solution of differential equations through empirical eigenfunction expansions

    Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Chemical Engineering, 1995.

    mit Repository record for Numerical solution of differential equations through empirical eigenfunction expansions (opens in a new tab)

  14. Path integrals on manifolds with boundary and their asymptotic expansions

    … with path integrals is taking their asymptotic expansions; in the case of the heat kernel, this is the short time asymptotic expansion. In order to use time-slicing approximation here, one needs the approximation to be uniform in the time parameter. We show that this is possible by giving strong …

    potsdam-diss Repository record for Path integrals on manifolds with boundary and their asymptotic expansions (opens in a new tab)

  15. Advances in Heterocyclic Synthesis through Ring Expansions and Flow Chemistry

    This dissertation comprises three chapters, which focus on the development of new synthetic methodologies and the construction of a screening collection. An Application of the Schmidt Reaction: Construction of an Azasteroid Library. Ring expansion chemistry is a powerful way of introducing a …

    ku Repository record for Advances in Heterocyclic Synthesis through Ring Expansions and Flow Chemistry (opens in a new tab)

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