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Pricing Asian oil options using polynomial quantile functions

contributor authorSchlueter, S. , Hanfeld, M.
date accessioned2020-03-12T20:17:07Z
date available2020-03-12T20:17:07Z
date issued2014
identifier other6861203.pdf
identifier urihttp://libsearch.um.ac.ir:80/fum/handle/fum/1008832?show=full
formatgeneral
languageEnglish
publisherIEEE
titlePricing Asian oil options using polynomial quantile functions
typeConference Paper
contenttypeMetadata Only
identifier padid8130781
subject keywordsMIMO communication
subject keywordsmatrix algebra
subject keywordsmaximum likelihood estimation
subject keywordsmobile computing
subject keywordssignal classification
subject keywordswireless channels
subject keywordsbandwidth requirements
subject keywordsbeamspace MIMO channel matrix
subject keywordsbeamspace sparsity
subject keywordscomplexity reduction
subject keywordsfrequency 30 GHz
subject keywordsfrequency 300 GHz
subject keywordsfuture wireless systems
subject keywordshigh-dimensional multiple input multiple output operation
subject keywordslow-dimensional maximum-likelihood classifier
subject keywordslow-rank structure
subject keywordsmillimeter-wave MIMO channel modeling
subject keywordsmillimeter-wave communication systems
subject keywordsmobile sta
identifier doi10.1109/SPAWC.2014.6941331
journal titleuropean Energy Market (EEM), 2014 11th International Conference on the
filesize320433
citations0


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