Informacja

Drogi użytkowniku, aplikacja do prawidłowego działania wymaga obsługi JavaScript. Proszę włącz obsługę JavaScript w Twojej przeglądarce.

Wyszukujesz frazę "Kuzmina, A. V." wg kryterium: Autor


Wyświetlanie 1-3 z 3
Tytuł:
Option pricing by Esscher transforms in the cases of normal inverse Gaussian and variance gamma processes
Autorzy:
Troush, N. N.
Kuzmina, A. V.
Powiązania:
https://bibliotekanauki.pl/articles/92926.pdf
Data publikacji:
2012
Wydawca:
Uniwersytet Przyrodniczo-Humanistyczny w Siedlcach
Tematy:
Esscher transforms
option pricing
generalized hyperbolic process
normal inverse Gaussian process
variance gamma process
Opis:
The class of Esscher transforms is an important tool for option pricing Gerber and Shiu (1994) showed that the Esscher transform is an efficient technique for valuing derivative securities if the log returns of the underlying securities are governed by certain stochastic processes with stationary and independent increments. Levy processes are the processes of such type. Special cases of the Levy processes such as the normal inverse Gaussian process and the variance gamma process are considered at this paper. Values of these processes parameters for the existence of Esscher transform are deduced. A new algorithm of a normal inverse Gaussian process and variance gamma process simulation is also presented in this paper. These algorithm is universal and simpler one compared with analogous algorithms.
Źródło:
Studia Informatica : systems and information technology; 2012, 1-2(16); 35-43
1731-2264
Pojawia się w:
Studia Informatica : systems and information technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Influence of horse age, breed and type of horse management on the community structure of strongylids (Nematoda: Strongylida) in domestic horses
Autorzy:
Kharchenko, V.A.
Kuzmina, T.A.
Dzeverin, I.
Powiązania:
https://bibliotekanauki.pl/articles/6248.pdf
Data publikacji:
2016
Wydawca:
Polskie Towarzystwo Parazytologiczne
Tematy:
horse
animal age
animal breed
management
community structure
parasite
strongylid
Nematoda
Strongylidae
domestic horse
Źródło:
Annals of Parasitology; 2016, 62, Suppl.
0043-5163
Pojawia się w:
Annals of Parasitology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Ventilation of the Baltic Sea deep water: A brief review of present knowledge from observations and models
Autorzy:
Markus Meier, H.E.
Feistel, R.
Piechura, J.
Arneborg, L.
Burchard, H.
Fiekas, V.
Golenko, N.
Kuzmina, N.
Mohrholz, V.
Nohr, C.
Paka, V.T.
Sellschopp, J.
Stips, A.
Zhurbas, V.
Powiązania:
https://bibliotekanauki.pl/articles/47761.pdf
Data publikacji:
2006
Wydawca:
Polska Akademia Nauk. Instytut Oceanologii PAN
Tematy:
Sopot
ventilation
conference
Baltic Sea
deep water
turbulent mixing
Opis:
The ventilation of the Baltic Sea deep water is driven by either gale-forced barotropic or baroclinic salt water inflows. During the past two decades, the frequency of large barotropic inflows (mainly in winter) has decreased and the frequency of medium-intensity baroclinic inflows (observed in summer) has increased. As a result of entrainment of ambient oxygen-rich water, summer inflows are also important for the deep water ventilation. Recent process studies of salt water plumes suggest that the entrainment rates are generally smaller than those predicted by earlier entrainment models. In addition to the entrance area, the Słupsk Sill and the Słupsk Furrow are important locations for the transformation of water masses. Passing the Słupsk Furrow, both gravity-driven dense bottom flows and sub-surface cyclonic eddies, which are eroded laterally by thermohaline intrusions, ventilate the deep water of the eastern Gotland Basin. A recent study of the energy transfer from barotropic to baroclinic wave motion using a twodimensional shallow water model suggests that about 30% of the energy needed below the halocline for deep water mixing is explained by the breaking of internal waves. In the deep water decade-long stagnation periods with decreasing oxygen and increasing hydrogen sulphide concentrations might be caused by anomalously large freshwater inflows and anomalously high mean zonal wind speeds. In different studies the typical response time scale of average salinity was estimated to be between approximately 20 and 30 years. The review summarizes recent research results and ends with a list of open questions and recommendations.
Źródło:
Oceanologia; 2006, 48, S
0078-3234
Pojawia się w:
Oceanologia
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-3 z 3

    Ta witryna wykorzystuje pliki cookies do przechowywania informacji na Twoim komputerze. Pliki cookies stosujemy w celu świadczenia usług na najwyższym poziomie, w tym w sposób dostosowany do indywidualnych potrzeb. Korzystanie z witryny bez zmiany ustawień dotyczących cookies oznacza, że będą one zamieszczane w Twoim komputerze. W każdym momencie możesz dokonać zmiany ustawień dotyczących cookies