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Hi, I am looking for a reference for the FPE of the SABR model. Alternatively, can someone validate what I came up with, perhaps?
equals 0, where the SABR model is described by
Thx, Peter
Edited: Sun Apr 08, 12 at 05:49 PM by pcaspers
Answer Snippets (Read the full thread at wilmott):
Alternatively, can someone validate what I came up with, perhaps?
equals 0, where the SABR model is described....
You will probably want for the FPE of the SABR model.
Write
down the equation and then check it against some limiting cases...
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Hi, I am looking for a reference for the FPE of the SABR model. Alternatively, can someone validate what I came up with, perhaps?
equals 0, where the SABR model is described by
Thx, Peter
Edited: Sun Apr 08, 12 at 05:49 PM by pcaspers
Answer Snippets (Read the full thread at wilmott):
Alternatively, can someone validate what I came up with, perhaps?
equals 0, where the SABR model is described....
You will probably want for the FPE of the SABR model.
Write
down the equation and then check it against some limiting cases...
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The Following 2 Users Say Thank You to spunky For This Useful Post: bryangoodrich (04-23-2012), GretaGarbo (04-23-2012) 04-23-2012 03:41 PM #3 bryangoodrich View Profile View Forum Posts Visit Homepage Probably A Mammal Join Date Jun 2011 Location Sacramento...
Answer Snippets (Read the full thread at talkstats):
I am a HUGE fan of lmer or you mean Structural... .
Although i might be biased.
Originally Posted models as structural equation models...
Re: HLM / Multilevel / mixed models estimated as Structural Equation Models...
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Hi This is my first question in this forum, so please bear with me and I hope I'm not violating any rules. I am looking at different ways to model scattered 3d data as a gridded function (over xy support, z=z(x,y)).
Answering another question, coryan ...
Started by rychphd on
, 3 posts
by 3 people.
Answer Snippets (Read the full thread at stackoverflow):
It's a parabolic partial differential equation; the rate of change is changing, so you have ∂²t.
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I need to programmatically solve a system of linear equations in C, Objective C, or (if needed) C++.
Here's an example of the equations:
-44.3940 = a * 50.0 + b * 37.0 + tx
-45.3049 = a * 43.0 + b * 39.0 + tx
-44.9594 = a * 52.0 + b * 41.0 + tx
From this...
Started by Adam Ernst on
, 10 posts
by 10 people.
Answer Snippets (Read the full thread at stackoverflow):
Note that the "tx" is the intercept to your model = 100
They are the same equation multiplied by two so you cannot get a solution from them context = SolverContext.GetContext(); ....
Here's an R example using your data.
For simple cases.
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Why does model.diff return 18446744073709551615 in template, when model is like this and model.pos is 0 and model.neg is 1?:
class Kaart(models.Model): neg = models.PositiveIntegerField(default=0) pos = models.PositiveIntegerField(default=0) def diff(...
Started by Zayatzz on
, 3 posts
by 3 people.
Answer Snippets (Read the full thread at stackoverflow):
For your reference, 18....
You're getting underflow, where self.pos - self.neg should give -1 , but you have a positive field, so it wraps around and you get 0 - 1 = 18446744073709551615 , the largest positive number representable by PositiveIntegerField .
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I'd really like a nice equation to emulate mixer faders. Something that maps a slider 0-1 to a 0-1 gain that has a appropriate logarithmic curve. Efficiency is irrelevant.
Answer Snippets (Read the full thread at kvraudio):
Something that maps a slider 0-1 to a 0-1 gain that has linearly tapered strips and the equation ....
Well, in theory you can simply start with dBgain equation like the following:
gain = 10^(dBgain/20 equation to emulate mixer faders.
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Atom Hi, I had been looking all over the internet for this equation that describes everything except gravity. I finally found it but it is on a shirt! :S
Anyway, please could I know:
The name of the equation
What it means
And it put in layman terms
Any...
Started by morgsboi on
, 12 posts
by 8 people.
Answer Snippets (Read the full thread at scienceforums):
Atom Thanks....
It describes whatAtom The Standard Model for Particle Physics! Physics Expert Yes, it looks like the Lagrangian for the standard model.
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Hello All,
I am having trouble rectifying an equation for voltage drop....
IEEE Red book states that voltage drop on a line can be calculated as
Vdrop = IRcos(phi) + IXsin(phi)
where R, X are the line impedance and phi represents the load angle. I is ...
Answer Snippets (Read the full thread at eng-tips):
(if you can....
There was a 1982 IEEE paper on the subject understand.. .
Here, the approximate voltage drop equation is still fairly accurate.
IEEE's exact equation did not match up with what I was seeing using the short Tline model.
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Regression equation from AMOS?
Hi,
please is possible to write regression equation from AMOS?
I have this model:
But i don't know how to write equation, or how to interpret.
Thank you for help.
Started by zonicek on
, 1 posts
by 1 people.
Answer Snippets (Read the full thread at talkstats):
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