152 search results - page 5 / 31 » An Examination of Forward Volatility |
106
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TSMC
2008
14 years 11 months ago
2008
Abstract--This research proposes a use of an agent-based intelligent simulator to numerically examine the influence of a transmission line limit on the dynamics of a wholesale powe...
JNSM
2008
14 years 9 months ago
2008
To ensure high availability of telephone services, there is considerable interest in network management activities to develop competent fault management mechanisms. In this paper w...
TIP
2010
14 years 6 months ago
2010
A purely bottom-up model of visual attention is proposed and compared to five state-of-the-art models. The role of the low-level visual features is examined in two contexts. Two da...
103
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LCPC
2009
Springer
15 years 3 months ago
2009
Springer
PC grids represent massive computation capacity at a low cost, but are challenging to employ for parallel computing because of variable and unpredictable performance and availabili...
FS
2006
14 years 11 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...