206 search results - page 1 / 42 » Consistent Variance Curve Models |
FS
2006
13 years 4 months ago
2006
We introduce a general approach to model a joint market of stock price and a term structure of variance swaps in an HJM-type framework. In such a model, strongly volatility-depend...
WSC
1994
13 years 6 months ago
1994
Overlapping batch statistics estimate the variance of point estimators using overlapping batches (Schmeiser, Avramidis and Hashem 1990). In this paper we study sufficient conditio...
WSCG
2003
13 years 6 months ago
2003
The problem of styling surfaces modeling is tackled. An approach based on section curves fairing is chosen. The concept of template curves is developed for approximating profiles ...
JBCB
2010
13 years 3 months ago
2010
: Scattering of neutrons and x-rays from molecules in solution offers alternative approaches to the studying of a wide range of macromolecular structures in their solution state w...
NIPS
2003
13 years 6 months ago
2003
We propose a functional mixture model for simultaneous clustering and alignment of sets of curves measured on a discrete time grid. The model is specifically tailored to gene exp...