15 search results - page 3 / 3 » Estimating Variance Under Interval and Fuzzy Uncertainty: Ca... |
ISIPTA
2003
IEEE
13 years 10 months ago
2003
IEEE
The European call option prices have well-known formulae in the Cox-RossRubinstein model [2], depending on the volatility of the underlying asset. Nevertheless it is hard to give ...
IOR
2006
13 years 5 months ago
2006
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
BMCBI
2007
13 years 5 months ago
2007
Background: To look for genetic linkage between angiotensin-I converting enzyme(ACE) gene and hypertension in a Korean adolescent cohort, we developed a powerful test using the co...
BMCBI
2011
12 years 9 months ago
2011
Background: The analysis of gene expression from time series underpins many biological studies. Two basic forms of analysis recur for data of this type: removing inactive (quiet) ...
SIGMETRICS
2011
ACM
12 years 8 months ago
2011
ACM
The massive data streams observed in network monitoring, data processing and scientific studies are typically too large to store. For many applications over such data, we must ob...