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Search Results: 1 - 10 of 373 matches for " Nikita Nenwani "
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Efficient Technique of Air-Conditioning
S. D. Suryawanshi,Tarup M. Chordia,Nikita Nenwani,Harish Bawaskar
Lecture Notes in Engineering and Computer Science , 2011,
Abstract:
Jump Telegraph Processes and Financial Markets with Memory
Nikita Ratanov
International Journal of Stochastic Analysis , 2007, DOI: 10.1155/2007/72326
Abstract: The paper develops a new class of financial market models. These models are based on generalized telegraph processes with alternating velocities and jumps occurring at switching velocities. The model under consideration is arbitrage-free and complete if the directions of jumps in stock prices are in a certain correspondence with their velocity and with the behaviour of the interest rate. A risk-neutral measure and arbitrage-free formulae for a standard call option are constructed. This model has some features of models with memory, but it is more simple.
Telegraph models of financial markets
RATANOV,NIKITA;
Revista Colombiana de Matemáticas , 2007,
Abstract: in this paper we develop a financial market model based on continuous time random motions with alternating constant velocities and with jumps occurring when the velocity switches. if jump directions are in the certain correspondence with the velocity directions of the underlying random motion with respect to the interest rate, the model is free of arbitrage and complete. memory effects of this model are discussed.
Telegraph models of financial markets
NIKITA RATANOV
Revista Colombiana de Matemáticas , 2007,
Abstract: In this paper we develop a financial market model based on continuous time random motions with alternating constant velocities and with jumps occurring when the velocity switches. If jump directions are in the certain correspondence with the velocity directions of the underlying random motion with respect to the interest rate, the model is free of arbitrage and complete. Memory effects of this model are discussed. En este artículo introducimos un modelo de mercado financiero basado en movimientos aleatorios con la alternancia de velocidades y con saltos que ocurren cuando la velocidad se cambia. Este modelo es libre del arbitraje si las direcciones de saltos están en cierta correspondencia con las direcciones de velocidades del movimiento subyacente. Suponemos que la tasa de interés depende del estado de mercado. Las estrategias reproducibles para opciones son construidas en detalles. Se obtienen las fórmulas de forma cerrada para los precios de opción.
MARCH: the Second Step МАРШ: шаг второй
Nikita Tokarev
Project Baikal , 2013,
Abstract:
Monuments of the Future Памятники будущего
Nikita Tokarev
Project Baikal , 2011,
Abstract:
Revision of the key characters for the Thricops nigrifrons species-group (Diptera, Muscidae)
Nikita Vikhrev
ZooKeys , 2010, DOI: 10.3897/zookeys.71.788
Abstract: An analysis of key characters for the separation of Thricops nigrifrons and T. longipes (Diptera, Muscidae) is given. A revised key for T. nigrifrons and related species, including two species recently described from the Caucasus, is proposed.
New data on distribution and biology of the invasive species Hydrotaea aenescens (Wiedemann, 1830) (Diptera, Muscidae)
Nikita Vikhrev
ZooKeys , 2008, DOI: 10.3897/zookeys.4.27
Abstract: Introduced from the New World, H. aenescens is rapidly spreading in Europe. This paper reports new records of H. aenescens from Eastern Europe. Among these records, the one from the Far North of European Russia is the most remarkable. Also new data of seasonal activity and mating behavior of H. aenescens is given. A peak of H. aenescens imago activity in southern Turkey takes place during very early spring. Mating behavior of H. aenescens differs from that of other members of the Hydrotaea genus.
Review of the Palaearctic members of the Lispe tentaculata species-group (Diptera, Muscidae): revised key, synonymy and notes on ecology
Nikita Vikhrev
ZooKeys , 2011, DOI: 10.3897/zookeys.84.819
Abstract: The taxonomic reasons for regarding L. draperi Séguy, 1933, sp. rev., as a valid species instead of a synonym of L. tentaculata (De Geer, 1776) and for treating L. quaerens Villeneuve, 1936, syn. n., as a junior synonym of L. sericipalpis Stein, 1904 are given. A revised key for the Palaearctic members of the Lispe tentaculata species-group is given. Data on ecology, distribution and feeding preferences are provided.
Revision of the Lispe longicollis-group (Diptera, Muscidae)
Nikita Vikhrev
ZooKeys , 2012, DOI: 10.3897/zookeys.235.3306
Abstract: The Lispe longicollis species-group is revised. Lispe ethiopica sp. n. is described. The following 3 new synonyms are established: Lispe assimilis Wiedemann, 1824 (syn: cyrtoneurina Stein, 1900 and modesta Stein, 1913); Lispe manicata Wiedemann, 1830 (syn: forficata Kurahashi & Shinonaga, 2009). Female of Lispe microptera Seguy, 1937 is described for the first time. Identification key for known Eurasian and African species is given.
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