The Mathematical Institute, University of Oxford, Eprints Archive

Items where Subject is "O - Z > Statistics"

Up a level
Export as [feed] RSS 2.0 [feed] RSS 1.0 [feed] Atom
Group by: Creators | Item Type
Jump to: A | B | C | D | H | M | O | R | S | V | Z
Number of items at this level: 19.

A

Amaldi, Edoardo and Hauser, Raphael (2003) Boundedness Theorems for the Relaxation Method. Technical Report. Unspecified. (Submitted)

Amsalu, Saba and Hauser, Raphael and Matzinger, Heinrich (2012) A Monte Carlo Approach to the Fluctuation Problem in Optimal Alignments of Random Strings. Technical Report. Unspecified. (Submitted)

B

Bah, B. (2008) Diffusion Maps: Analysis and Applications. Masters thesis, University of Oxford.

Bakstein, David and Howison, Sam (2003) A non-arbitrage liquidity model with observable parameters for derivatives. Mathematical Finance . (Submitted)

C

Cheung, Dennis and Cucker, Felipe and Hauser, Raphael (2003) On tail decay and moment estimates of a condition number for random linear conic systems. Technical Report. Unspecified. (Submitted)

D

Durringer, Clement and Hauser, Raphael and Matzinger, Heinrich (2006) Approximation to the mean curve in the LCS problem. Technical Report. Unspecified. (Submitted)

H

Hauser, Raphael and Martinez, Servet and Matzinger, Heinrich (2003) Large deviation based upper bounds for the LCS-problem. Technical Report. Unspecified. (Submitted)

Hauser, Raphael and Matzinger, Heinrich (2012) Distribution of Aligned Letter Pairs in Optimal Alignments of Random Sequences. Technical Report. Annals of Probability. (Submitted)

Hauser, Raphael and Müller, Tobias (2006) Algebraic Tail Decay of Condition Numbers for Random Conic Systems under a General Family of Input Distributions. Technical Report. Unspecified. (Submitted)

Huang, Di (2012) On Root's Barriers and Their Applications in Robust Pricing and Hedging of Variance Options. Masters thesis, University of Oxford.

M

Monoyios, Michael (2004) Performance of utility based strategies for hedging basis risk. Quantitative Finance, 4 . pp. 245-255.

Monoyios, Michael and Sarno, Lucio (2002) Mean reversion in stock index futures markets: a nonlinear analysis. Journal of Futures Markets, 22 . pp. 285-314.

O

Orphanidou, C. and Moroz, I. M. and Roberts, S. J. (2003) Voice morphing using the generative topographic mapping. In: International Conference on Computer, Communication and Control Technologies, 2003, Florida, USA.

Orphanidou, C. and Moroz, I. M. and Roberts, S. J. (2004) Wavelet-based voice morphing. WSEAS Journal on Systems, 10 (3). pp. 3297-3302.

R

Romanovski, Ivan (2012) Time consistency in Risk measures. Masters thesis, University of Oxford.

S

Shaw, William T. (2005) New methods for simulating the Student T-distribution - Direct use of the inverse cumulative distribution function. Submitted to Journal of Computational Finance. (Submitted)

Shaw, William T. and Dougan, Andrew J. (2005) Curvature corrected impedance boundary conditions in an arbitrary basis. IEEE Transactions on Antennas and Propagation . (In Press)

V

van Aarde, J. (2001) Pricing techniques for the oil industry. Masters thesis, University of Oxford.

Z

Zhang, Chaoyan (2012) Robust Hedging of Variance Swaps: Discrete Sampling & Co-maturing European Options. Masters thesis, University of Oxford.

This list was generated on Sat Aug 2 03:11:51 2014 BST.