Browsing by Subject "Algorithmic approach"

Now showing items 1-2 of 2

    • Article  

      Algebraic solution of the Stein-Stein model for stochastic volatility 

      Sophocleous, Christodoulos; O'Hara, John G.; Leach, Peter G. L. (2011)
      We provide an algebraic approach to the solution of the Stein-Stein model for stochastic volatility which arises in the determination of the Radon-Nikodym density of the minimal entropy of the martingale measure. We extend ...
    • Conference Object  

      Discovering genetic polymorphism associated with gene expression levels across the whole genome 

      Antoniades, Athos; Kalvari, Ioanna; Pattichis, Constantinos S.; Jones, N.; Matthews, P. M.; Domenici, E.; Muglia, P. (2009)
      Genetic differences have been shown to contribute to gene expression variability. A complete evaluation of the associations between a whole genome scan with 550k Single Nucleotide Polymorphisms (SNPs) and 54k detectable ...