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Jump-diffusion modeling in emission markets
stochastic modeling for emission trading environmental finance risk-neutral pricing market equilibrium jump-diffusion models
2010/4/27
Mandatory emission trading schemes are being established around the world. Participants of such market schemes are always exposed to risks. This leads to the creation of an accompanying market for emi...
Mandatory emission trading schemes are being established around the world. Participants of such market schemes are always exposed to risks. This leads to the creation of an accompanying market for emi...
Magnetic Field Distribution and Signal Decay in Functional MRI in Very High Fields (up to 9.4 T) Using Monte Carlo Diffusion Modeling
Functional MRI Diffusion Modeling
2009/9/7
Extravascular signal decay rate R2 or R2∗ as a function of blood oxygenation, geometry, and field strength was calculated using a Monte Carlo (MC) algorithm for a wider parameter range than hith...
Variable-order fractional differential operators in anomalous diffusion modeling
Anomalous diffusion Variable-order fractional differential order Probability density function Complex medium
2010/10/22
The purpose of this paper is to offer a unified discussion of variable-order differential oper-ators in anomalous diffusion modeling. The characteristics of the new models, in contrast to constant-ord...