9 search results - page 1 / 2 » From implied to spot volatilities |
FS
2010
13 years 6 months ago
2010
ANOR
2011
13 years 2 months ago
2011
Abstract The purpose of this article is to analyze and compare two standard portfolio insurance methods: Option-based Portfolio Insurance (OBPI) and Constant Proportion Portfolio I...
AAAI
2012
11 years 10 months ago
2012
The transition to renewables requires storage to help smooth short-term variations in energy from wind and solar sources, as well as to respond to spikes in electricity spot price...
HICSS
1999
IEEE
13 years 12 months ago
1999
IEEE
The electricity market has changed rapidly in the Northern European countries. Harmonisation of the legislation and trading methods widens the market area outside national limits....
ICPR
2008
IEEE
14 years 2 months ago
2008
IEEE
The problem of finding the most appropriate subset of features or regressors is the generic challenge of Machine Learning problems like regression estimation or pattern recognitio...