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Break-Even Volatility
Published 2020“…Resultantly, the need to employ characteristic function pricing methods arises to calculate the Heston model sensitivities. The break-even volatility solution is then found by means of an optimisation of the continuously delta hedged P&L over the Heston model parameters.…”
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A Comparison Between Break-Even Volatility and Deep Hedging For Option Pricing
Published 2023“…One such technique is to use Break-Even Volatility (BEV), the method of retrospectively solving for the volatility which sets the hedging profit and loss at option maturity to zero (conditional on a single, or set of, stock price paths). …”
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Bayesian parameter estimation for process monitoring
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Dynamic HIV/AIDS parameter estimation with Applications
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Extracting resonance parameters from experimental data on scattering of charged particles
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The influence of specimen size on the compression stress block parameters of reinforced concrete
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Ensemble estimation and analysis of network parameters: strengthening the GIC modelling chain
Published 2017“…The linear GIC and geoelectric field relation is linked by a pair of network parameters, a and b. These parameters are not easily measurable explicitly but may be estimated empirically. …”
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Problems in parameter estimation in probabilistic seismic hazard analysis and some solutions
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Automated parameter extraction for Single Flux Quantum integrated circuits with LVS
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The influence of process parameters on the hot deformation behaviour of 2304 LD stainless steel
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SNAKES DIVERSITY AND DISTRIBUTION IN KAINJI LAKE NATIONAL PARK (KLNP), NIGERIA
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The determination of the effects of physical and chemical parameters on the column flotation cell, performance in the flotation of pyrite
Published 2016“…This masters dissertation an column flotation is to determine the effects of physical and chemical parameters on the column flotation cell performance in the flotation of pyrite. …”
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Determining the parameters of cylinders using digital photogrammetry for application to pipe measurement in industrial plants
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An in vitro comparison of plant‐based protein sources and their effects on feedlot lamb growth parameters
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