Results 1 - 10
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4,174
Transform Analysis and Asset Pricing for Affine Jump-Diffusions
- Econometrica
, 2000
"... In the setting of ‘‘affine’ ’ jump-diffusion state processes, this paper provides an analytical treatment of a class of transforms, including various Laplace and Fourier transforms as special cases, that allow an analytical treatment of a range of valuation and econometric problems. Example applicat ..."
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Cited by 710 (38 self)
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In the setting of ‘‘affine’ ’ jump-diffusion state processes, this paper provides an analytical treatment of a class of transforms, including various Laplace and Fourier transforms as special cases, that allow an analytical treatment of a range of valuation and econometric problems. Example
An analytical treatment of channelmorphology relations
- U.S. Geological Survey Professional Paper
, 1983
"... ..."
Analytical Treatment of Planetary Resonances
, 2013
"... An ever-growing observational aggregate of extrasolar planets has revealed that systems of planets that reside in or near mean-motion resonances are relatively common. While the origin of such systems is attributed to protoplanetary disk-driven migration, a qualitative description of the dynamical e ..."
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of the unrestricted three-body problem. Moreover, we derive a simple analytical criterion for the appearance of secondary resonances between resonant and secular motion. Subsequently, we demonstrate the onset of rapid chaotic motion as a result of overlap among neighboring first-order mean-motion resonances, as well
Abstract Analytical Treatment of Stabilization
, 1998
"... We present a summarizing account of a series of investigations whose central topic is to address the question whether atomic stabilization exists in an analytical way. We provide new aspects on several issues of the matter in the theoretical context when the dynamics is described by the Stark Hamilt ..."
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We present a summarizing account of a series of investigations whose central topic is to address the question whether atomic stabilization exists in an analytical way. We provide new aspects on several issues of the matter in the theoretical context when the dynamics is described by the Stark
Analytical Treatment of Stabilization
, 1999
"... We present a summarizing account of a series of investigations whose central topic is to address the question whether atomic stabilization exists in an analytical way. We provide new aspects on several issues of the matter in the theoretical context when the dynamics is described by the Stark Hamilt ..."
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We present a summarizing account of a series of investigations whose central topic is to address the question whether atomic stabilization exists in an analytical way. We provide new aspects on several issues of the matter in the theoretical context when the dynamics is described by the Stark
Behavioral Portfolio Choice: An Analytical Treatment ∗
, 2009
"... This paper formulates a single-period portfolio choice model under Kahneman and Tversky’s cumulative prospect theory, featuring a reference point in wealth, S-shaped utility (value) functions with loss aversion, and distortions in probability. An analytical treatment of the model is carried out. A n ..."
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This paper formulates a single-period portfolio choice model under Kahneman and Tversky’s cumulative prospect theory, featuring a reference point in wealth, S-shaped utility (value) functions with loss aversion, and distortions in probability. An analytical treatment of the model is carried out. A
G̷lazek, “Analytic Treatment of Positronium Spin
- Splittings in Light-Front QED”, Phys. Rev. D55
, 1997
"... We study the QED bound-state problem in a light-front hamiltonian approach. Starting with a bare cutoff QED Hamiltonian, H, with matrix elements between free states of drastically different energies B removed, we perform a similarity transformation that removes the matrix elements between free state ..."
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Cited by 4 (0 self)
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(α) reproduces the exact spectrum of spin splittings, with degeneracies dictated by rotational symmetry, for the ground state through O(α4). The entire calculation is performed analytically, and gives the well known singlet-triplet ground state spin splitting of positronium, 7 6 α2 Ryd. We discuss remaining
Analytical Treatment of... 115 Analytical Treatment of Neutron-Density Crossplot for
"... ABSTRACT. The neutron-density crossplot represents the basis for analyzing the shaly sand reservoir and coded as SARABAND program. In this paper, a mathematical formulation for obtaining the volume fractions of the three types of shale (laminated, structural and dispersed) is established. The comput ..."
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ABSTRACT. The neutron-density crossplot represents the basis for analyzing the shaly sand reservoir and coded as SARABAND program. In this paper, a mathematical formulation for obtaining the volume fractions of the three types of shale (laminated, structural and dispersed) is established. The computational sequence involving porosity (Φ) besides the total, laminated and dispersed wa-ter saturation calculation models. The effect of light hydrocarbons is also in-corporated. The technique depends primarily on the neutron and density logs as shale indicators. This can avoid the use of gamma ray log, hence the con-fuse with other radioactive elements. The actual well log data representing the Abu Madi Formation, level III sands in East Baltim-1X and El-Qar’a-2 wells, in addition to the sands of Wakar For-mation of Port Fouad marine-3 well were chosen for application. The results ob-tained revealed a predominance of structural and laminated shales in case of lev-el III sands of the Abu Madi Formation. The simplified laminar water saturation model (SwL) is considered adequate. Wakar sands in Port Fouad marine-3 well, according to the used technique, contain the three types of shale. The total shale model for calculating the water saturation (SwT) is favorable in this case. The production history and the Drill Stem Test (DST) data supported the results ob-tained and consequently confirmed the validity and accuracy of this technique.
Analytical Treatments of Micro-channel and Micro-capillary Flows
"... Abstract Extensive work in the field of micro-channel and micro-capillary flows using the extended Navier-Stokes equations are carried out in this paper by taking the diffusive mass transport into account and provided the basis for analytical treatments of these flows. The results are compared with ..."
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Cited by 1 (0 self)
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Abstract Extensive work in the field of micro-channel and micro-capillary flows using the extended Navier-Stokes equations are carried out in this paper by taking the diffusive mass transport into account and provided the basis for analytical treatments of these flows. The results are compared
Results 1 - 10
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4,174