Dual And Triple Feeding For Full-Wave Dipole Antenna [TK7871.67.D56 H677 2007 f rb].

Tesis ini menfokus kepada pembangunan teknik baru untuk suapan antena dwikutub gelombang penuh. Terdapat tujuh cara suapan dalam kajian ini, empat cara untuk dua suapan dan tiga cara untuk tiga suapan. This thesis is focused on the development of a new full-wave dipole antenna feeding technique. Seven such techniques of feeding were tested in the study, in which, four were used with dual feeding and three with triple feeding

Affine pure-jump processes on positive Hilbert–Schmidt operators

We show the existence of a broad class of affine Markov processes on the cone of positive self-adjoint Hilbert–Schmidt operators. Such processes are well-suited as infinite-dimensional stochastic covariance models. The class of processes we consider is an infinite-dimensional analogue of the affine processes on the cone of positive semi-definite and symmetric matrices studied in Cuchiero et al. (2011). As in the finite-dimensional case, the processes we construct allow for a drift depending affine linearly on the state, as well as jumps governed by a jump measure that depends affine linearly on the state. The fact that the cone of positive self-adjoint Hilbert–Schmidt operators has empty interior calls for a new approach to proving existence: instead of using standard localization techniques, we employ the theory on generalized Feller semigroups introduced in Dörsek and Teichmann (2010) and further developed in Cuchiero and Teichmann (2020). Our approach requires a second moment condition on the jump measures involved, consequently, we obtain explicit formulas for the first and second moments of the affine process

From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations

Contains fulltext : 239839.pdf (Author’s version preprint ) (Open Access

Liquidity-free implied volatilities:an approach using conic finance

We consider the problem of calculating risk-neutral implied volatilities of European options without relying on option mid prices but solely on bid and ask prices. We provide an approach, based on the conic finance paradigm, that allows to uniquely strip risk-neutral implied volatilities from bid and ask quotes, and that does not require restrictive assumptions. Our methodology also allows to jointly calculate the implied liquidity of the market. The idea outlined in this paper can be applied to calculate other implied parameters from bid and ask security prices as soon as their theoretical risk-neutral counterparts are strictly increasing with respect to the former

A Kalman particle filter for online parameter estimation with applications to affine models

Contains fulltext : 234007.pdf (Publisher’s version ) (Closed access