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The Valuation of Options for Alternative Stochastic Processes
 Journal of Financial Economics
, 1976
"... This paper examines the structure of option valuation problems and develops a new technique for their solution. It also introduces several jump and diffusion processes which have nol been used in previous models. The technique is applied lo these processes to find explicit option valuation formulas, ..."
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Cited by 661 (4 self)
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This paper examines the structure of option valuation problems and develops a new technique for their solution. It also introduces several jump and diffusion processes which have nol been used in previous models. The technique is applied lo these processes to find explicit option valuation formulas, and solutions to some previously unsolved problems involving the pricing ofsecurities with payouts and potential bankruptcy. 1.
Guarded Commands, Nondeterminacy and Formal Derivation of Programs
, 1975
"... Socalled "guarded commands" are introduced as a building block for alternative and repetitive constructs that allow nondeterministic program components for which at least the activity evoked, but possibly even the final state, is not necessarily uniqilely determined by the initial state. ..."
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Cited by 521 (0 self)
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Socalled "guarded commands" are introduced as a building block for alternative and repetitive constructs that allow nondeterministic program components for which at least the activity evoked, but possibly even the final state, is not necessarily uniqilely determined by the initial state
Alternative isoform regulation in human tissue transcriptomes
 Nature
, 2008
"... Through alternative processing of premRNAs, individual mammalian genes often produce multiple mRNA and protein isoforms that may have related, distinct or even opposing functions. Here we report an indepth analysis of 15 diverse human tissue and cell line transcriptomes based on deep sequencing of ..."
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Cited by 525 (4 self)
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Through alternative processing of premRNAs, individual mammalian genes often produce multiple mRNA and protein isoforms that may have related, distinct or even opposing functions. Here we report an indepth analysis of 15 diverse human tissue and cell line transcriptomes based on deep sequencing
Empirical performance of alternative option pricing models
 Journal of Finance
, 1997
"... reserved. Readers may make verbatim copies of this document for noncommercial purposes by any means, provided that this copyright notice appears on all such copies. ..."
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Cited by 676 (18 self)
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reserved. Readers may make verbatim copies of this document for noncommercial purposes by any means, provided that this copyright notice appears on all such copies.
SHORT NOTE Alternative derivation of the
"... This paper is basically an extension to higher dimensions of the onedimensional theory developed by Foster (1975). We begin by briefly reviewing these ideas. In one dimension, the equation of motion for the particle displacement u is given by d2u d2u ■ , du, s ■^2 T l = 2 ' ' T h, (1 ..."
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This paper is basically an extension to higher dimensions of the onedimensional theory developed by Foster (1975). We begin by briefly reviewing these ideas. In one dimension, the equation of motion for the particle displacement u is given by d2u d2u ■ , du, s ■^2 T l = 2 ' ' T h, (1) d r dr * dr where Jo c (e is the vertical traveltime, and _ 1 d log p c r(r) =; cIt is the reflectivity function, p and c are, respectively, the density and compressional velocity. We may factor equation (1) as follows: + ( ^ “ 7r) M = 2''(T)7r (2) \ dt d r / \ dt 3t / dr efine ’ Now, if we d r + and v by:
an Alternative Derivation of the Roche Limit
, 2014
"... Abstract: This paper presents interesting correlations which exist between a model of longwave economic activity and crisis in the United States – “the Political Economy wave ” – and the structure of the rings of Saturn, one of the most confounding structures known to science. At the present time ..."
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Abstract: This paper presents interesting correlations which exist between a model of longwave economic activity and crisis in the United States – “the Political Economy wave ” – and the structure of the rings of Saturn, one of the most confounding structures known to science. At the present time gaps appear between rings which are unexplained; dynamism within the rings which should disperse the rings does not do so; edges of the rings are not diffuse but well defined; satellites between rings appear to have an impact but this is uncertain. This paper explores the possibility that the mathematics of consciousness, taken as a fifth dimension and understood as incarnate in the study of economics, may assist in the understanding of physics, and possibly vice versa.
AgentSpeak(L): BDI Agents speak out in a logical computable language
, 1996
"... BeliefDesireIntention (BDI) agents have been investigated by many researchers from both a theoretical specification perspective and a practical design perspective. However, there still remains a large gap between theory and practice. The main reason for this has been the complexity of theoremprov ..."
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Cited by 509 (2 self)
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proving or modelchecking in these expressive specification logics. Hence, the implemented BDI systems have tended to use the three major attitudes as data structures, rather than as modal operators. In this paper, we provide an alternative formalization of BDI agents by providing an operational and proof
Speaker verification using Adapted Gaussian mixture models
 Digital Signal Processing
, 2000
"... In this paper we describe the major elements of MIT Lincoln Laboratory’s Gaussian mixture model (GMM)based speaker verification system used successfully in several NIST Speaker Recognition Evaluations (SREs). The system is built around the likelihood ratio test for verification, using simple but ef ..."
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Cited by 976 (42 self)
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but effective GMMs for likelihood functions, a universal background model (UBM) for alternative speaker representation, and a form of Bayesian adaptation to derive speaker models from the UBM. The development and use of a handset detector and score normalization to greatly improve verification performance
Games with Incomplete Information Played by 'Bayesian' Players, IIII
 MANAGEMENT SCIENCE
, 1967
"... The paper develops a new theory for the analysis of games with incomplete information where the players are uncertain about some important parameters of the game situation, such as the payoff functions, the strategies available to various players, the information other players have about the game, e ..."
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Cited by 765 (2 self)
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, etc However, each player has a subjective probability distribution over the alternative possibibties In most of the paper it is assumed that these probability distributions entertained by the different players are mutually "consistent", in the sense that they can be regarded as conditional
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