The Arbitrage-Free Multivariate Mixture Dynamics Model: Consistent Single-Assets and Index Volatility Smiles

SSRN Electronic Journal ◽

10.2139/ssrn.2226053 ◽

2013 ◽

Cited By ~ 2

Author(s):

Damiano Brigo ◽

Francesco Rapisarda ◽

Abir Sridi

Keyword(s):

Dynamics Model ◽

Mixture Dynamics

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The multivariate mixture dynamics model: shifted dynamics and correlation skew

Annals of Operations Research ◽

10.1007/s10479-019-03239-6 ◽

2019 ◽

Author(s):

Damiano Brigo ◽

Camilla Pisani ◽

Francesco Rapisarda

Keyword(s):

Dynamics Model ◽

Mixture Dynamics

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Polydisperse vapour-droplet mixture dynamics model with phase transitions, fragmentation, and coagulation of droplets

Journal of Physics Conference Series ◽

10.1088/1742-6596/1348/1/012021 ◽

2019 ◽

Vol 1348 ◽

pp. 012021

Author(s):

A L Tukmakov ◽

V G Tonkonog ◽

N A Tukmakova ◽

S V Arslanova

Keyword(s):

Phase Transitions ◽

Dynamics Model ◽

Mixture Dynamics ◽

Droplet Mixture

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The Multivariate Mixture Dynamics Model: Shifted Dynamics and Correlation Skew

SSRN Electronic Journal ◽

10.2139/ssrn.2703722 ◽

2015 ◽

Cited By ~ 1

Author(s):

Damiano Brigo ◽

Camilla Pisani ◽

Francesco Rapisarda

Keyword(s):

Dynamics Model ◽

Mixture Dynamics

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A lattice-dynamics model of the interaction of a dislocation with point defects

Journal de Physique ◽

10.1051/jphys:019840045080133700 ◽

1984 ◽

Vol 45 (8) ◽

pp. 1337-1345 ◽

Cited By ~ 11

Author(s):

J.A. Caro ◽

N. Glass

Keyword(s):

Point Defects ◽

Lattice Dynamics ◽

Dynamics Model

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Enhanced Fixed Wing UAV Navigation in Extended GNSS Outages using a Vehicle Dynamics Model and Raw GNSS Observables

Proceedings of the 32nd International Technical Meeting of the Satellite Division of The Institute of Navigation (ION GNSS+ 2019) ◽

10.33012/2019.17056 ◽

2019 ◽

Author(s):

Hery A. Mwenegoha ◽

Terry Moore ◽

James Pinchin ◽

Mark Jabbal

Keyword(s):

Vehicle Dynamics ◽

Dynamics Model ◽

Uav Navigation

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Keynote: Development of a Combined Fluid Flow, Solidification and Particle Dynamics Model in OpenFOAM for Prediction of Particle Entrapment in Continuous Casting Slabs

The 8th International SteelSim Conference ◽

10.33313/503/070 ◽

2019 ◽

Author(s):

T. Bhattacharya ◽

A. Iyengar

Keyword(s):

Fluid Flow ◽

Continuous Casting ◽

Particle Dynamics ◽

Dynamics Model ◽

Particle Entrapment

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Computational Fluid Dynamics Model of Various Types of Rocket Engine Nozzles

International Review on Modelling and Simulations (IREMOS) ◽

10.15866/iremos.v13i1.18068 ◽

2020 ◽

Vol 13 (1) ◽

pp. 1

Author(s):

Konrad Pietrykowski ◽

Paweł Karpiński ◽

Radosław Mączka

Keyword(s):

Fluid Dynamics ◽

Computational Fluid Dynamics ◽

Rocket Engine ◽

Dynamics Model ◽

Computational Fluid Dynamics Model

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System Dynamics Model of a Balancing Authority Using Demand Response as Contingent Energy Reserve

10th International Energy Conversion Engineering Conference ◽

10.2514/6.2012-3731 ◽

2012 ◽

Author(s):

Alexandre Blanquet ◽

Scott Duncan ◽

Dimitri Mavris

Keyword(s):

System Dynamics ◽

Demand Response ◽

Energy Reserve ◽

System Dynamics Model ◽

Dynamics Model

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Experimental Verification of a Systematic Method for Identifying Contact-Dynamics Model Parameters

10.21236/ada482698 ◽

2007 ◽

Author(s):

Ou Ma ◽

Jong Kim ◽

Lucas Martinez

Keyword(s):

Experimental Verification ◽

Contact Dynamics ◽

Model Parameters ◽

Dynamics Model ◽

Systematic Method

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Analysis of the Articulated Total Body (ATB) and Mathematical Dynamics Model (MADYMO) Software Suites for Modeling Anthropomorphic Test Devices (ATDs) in Blast Environments

10.21236/ada585572 ◽

2013 ◽

Author(s):

Neeraj Shukla

Keyword(s):

Dynamics Model ◽

Total Body

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