Cuyt A, Labahn G, Sidi A & Lee W (2016) Sparse Modelling and Multi-exponential Analysis. Dagstuhl Seminar 15251, Wadern, Germany Dagstuhl Reports, 6 (6), pp. 48-69 ...
Volatility is an important parameter for financial risk management and it is applied in many issues such as option pricing, portfolio optimization, VaR methodology and hedging; thus the forecasting of ...
Abstract: We present accurate models of the gravitational potential produced by a radially exponential disc mass distribution. The models are produced by combining three separate Miyamoto–Nagai discs.
Some results have been hidden because they may be inaccessible to you
Show inaccessible results