scholarly journals Additive normal tempered stable processes for equity derivatives and power-law scaling

2021 ◽  
pp. 1-18
Author(s):  
Michele Azzone ◽  
Roberto Baviera
2000 ◽  
Vol 48 (7) ◽  
pp. 1883-1892 ◽  
Author(s):  
A.P. Petropulu ◽  
J.-C. Pesquet ◽  
Xueshi Yang

1999 ◽  
Vol 173 ◽  
pp. 289-293 ◽  
Author(s):  
J.R. Donnison ◽  
L.I. Pettit

AbstractA Pareto distribution was used to model the magnitude data for short-period comets up to 1988. It was found using exponential probability plots that the brightness did not vary with period and that the cut-off point previously adopted can be supported statistically. Examination of the diameters of Trans-Neptunian bodies showed that a power law does not adequately fit the limited data available.


1968 ◽  
Vol 11 (1) ◽  
pp. 169-178 ◽  
Author(s):  
Alan Gill ◽  
Charles I. Berlin

The unconditioned GSR’s elicited by tones of 60, 70, 80, and 90 dB SPL were largest in the mouse in the ranges around 10,000 Hz. The growth of response magnitude with intensity followed a power law (10 .17 to 10 .22 , depending upon frequency) and suggested that the unconditioned GSR magnitude assessed overall subjective magnitude of tones to the mouse in an orderly fashion. It is suggested that hearing sensitivity as assessed by these means may be closely related to the spectral content of the mouse’s vocalization as well as to the number of critically sensitive single units in the mouse’s VIIIth nerve.


2007 ◽  
Vol 23 (3) ◽  
pp. 157-165 ◽  
Author(s):  
Carmen Hagemeister

Abstract. When concentration tests are completed repeatedly, reaction time and error rate decrease considerably, but the underlying ability does not improve. In order to overcome this validity problem this study aimed to test if the practice effect between tests and within tests can be useful in determining whether persons have already completed this test. The power law of practice postulates that practice effects are greater in unpracticed than in practiced persons. Two experiments were carried out in which the participants completed the same tests at the beginning and at the end of two test sessions set about 3 days apart. In both experiments, the logistic regression could indeed classify persons according to previous practice through the practice effect between the tests at the beginning and at the end of the session, and, less well but still significantly, through the practice effect within the first test of the session. Further analyses showed that the practice effects correlated more highly with the initial performance than was to be expected for mathematical reasons; typically persons with long reaction times have larger practice effects. Thus, small practice effects alone do not allow one to conclude that a person has worked on the test before.


2006 ◽  
Author(s):  
Gerardo Ramirez ◽  
Sonia Perez ◽  
John G. Holden

2003 ◽  
Author(s):  
Tony Rumble ◽  
Mohammed Amin ◽  
Edward D Kleinbard

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