38 results
Modelling Burglary in Chicago using a self-exciting point process with isotropic triggering
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- European Journal of Applied Mathematics / Volume 33 / Issue 2 / April 2022
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- 08 April 2021, pp. 369-391
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Inverse network sampling to explore online brand allegiance†
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- European Journal of Applied Mathematics / Volume 27 / Issue 6 / December 2016
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- 23 February 2016, pp. 958-970
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A model for dynamic communicators
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- European Journal of Applied Mathematics / Volume 23 / Issue 6 / December 2012
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- 26 July 2012, pp. 659-668
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Discovering bipartite substructure in directed networks
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- LMS Journal of Computation and Mathematics / Volume 14 / 2011
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- 01 February 2011, pp. 72-86
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Contributors
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- The Cambridge Dictionary of Christianity
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- 05 August 2012
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- 20 September 2010, pp xi-xliv
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Theta Method Dynamics
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- LMS Journal of Computation and Mathematics / Volume 3 / 2000
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- 01 February 2010, pp. 27-43
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Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
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- LMS Journal of Computation and Mathematics / Volume 6 / 2003
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- 01 February 2010, pp. 297-313
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11 - More on the Black–Scholes formulas
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- An Introduction to Financial Option Valuation
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- 05 June 2012
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- 15 April 2004, pp 105-114
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16 - Binomial method
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- An Introduction to Financial Option Valuation
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- 05 June 2012
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- 15 April 2004, pp 151-162
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18 - American options
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- An Introduction to Financial Option Valuation
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- 05 June 2012
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- 15 April 2004, pp 173-186
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List of illustrations
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- An Introduction to Financial Option Valuation
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- 05 June 2012
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- 15 April 2004, pp xiii-xvi
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20 - Historical volatility
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- An Introduction to Financial Option Valuation
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- 05 June 2012
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- 15 April 2004, pp 203-214
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21 - Monte Carlo Part II: variance reduction by antithetic variates
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- An Introduction to Financial Option Valuation
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- 05 June 2012
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- 15 April 2004, pp 215-228
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5 - Asset price movement
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- An Introduction to Financial Option Valuation
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- 05 June 2012
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- 15 April 2004, pp 45-52
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19 - Exotic options
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- An Introduction to Financial Option Valuation
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- 05 June 2012
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- 15 April 2004, pp 187-202
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23 - Finite difference methods
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- An Introduction to Financial Option Valuation
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- 05 June 2012
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- 15 April 2004, pp 237-256
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22 - Monte Carlo Part III: variance reduction by control variates
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- An Introduction to Financial Option Valuation
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- 05 June 2012
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- 15 April 2004, pp 229-236
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2 - Option valuation preliminaries
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- An Introduction to Financial Option Valuation
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- 05 June 2012
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- 15 April 2004, pp 11-20
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4 - Computer simulation
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- An Introduction to Financial Option Valuation
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- 05 June 2012
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- 15 April 2004, pp 33-44
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14 - Implied volatility
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- An Introduction to Financial Option Valuation
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- 05 June 2012
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- 15 April 2004, pp 131-140
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