Erik Aurell : rechercher sur Z-Library

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1

OPTIMAL HEDGING OF DERIVATIVES WITH TRANSACTION COSTS

AURELL, ERIK, MURATORE-GINANNESCHI, PAOLO

Journal:

International Journal of Theoretical and Applied Finance

Année:

2006

Langue:

english

Fichier:

PDF, 243 KB

english, 2006

2

Re-injection of groundwater by pressurizing a segmental tunnel lining with permeable backfill

Jan-Erik Rosberg, Oskar Aurell

Journal:

Tunnelling and Underground Space Technology

Année:

2010

Langue:

english

Fichier:

PDF, 760 KB

english, 2010

3

Anomalous Thermodynamics at the Microscale

Celani, Antonio, Bo, Stefano, Eichhorn, Ralf, Aurell, Erik

Journal:

Physical Review Letters

Année:

2012

Langue:

english

Fichier:

PDF, 185 KB

english, 2012

4

FINANCIAL FRICTION AND MULTIPLICATIVE MARKOV MARKET GAMES

AURELL, ERIK, MURATORE-GINANNESCHI, PAOLO

Journal:

International Journal of Theoretical and Applied Finance

Année:

2000

Langue:

english

Fichier:

PDF, 196 KB

english, 2000

5

On one-step replica symmetry breaking in the Edwards–Anderson spin glass model

Ferraro, Gino Del, Wang, Chuang, Zhou, Hai-Jun, Aurell, Erik

Journal:

Journal of Statistical Mechanics Theory and Experiment

Année:

2016

Langue:

english

Fichier:

PDF, 2.79 MB

english, 2016

6

Unified picture of strong-coupling stochastic thermodynamics and time reversals

Journal:

Physical Review E

Année:

2018

Langue:

english

Fichier:

PDF, 284 KB

english, 2018

7

Self-preservation of large-scale structures in Burgers' turbulence

Erik Aurell, Sergey N. Gurbatov, Igor I. Wertgeim

Journal:

Physics Letters A

Année:

1993

Langue:

english

Fichier:

PDF, 341 KB

english, 1993

8

On the metric properties of the Feigenbaum attractor

Journal:

Journal of Statistical Physics

Année:

1987

Langue:

english

Fichier:

PDF, 686 KB

english, 1987

9

[IEEE 16th Euromicro Conference on Parallel, Distributed and Network-Based Processing (PDP 2008) - Toulouse, France (2008.02.13-2008.02.15)] 16th Euromicro Conference on Parallel, Distributed and Network-Based Processing (PDP 2008) - Comparing Maintenance Strategies for Overlays

Krishnamurthy, Supriya, El-Ansary, Sameh, Aurell, Erik, Haridi, Seif

Année:

2008

Langue:

english

Fichier:

PDF, 367 KB

english, 2008

10

Fast dynamos and determinants of singular integral operators

Aurell, Erik, Gilbert, Andrew D.

Journal:

Geophysical & Astrophysical Fluid Dynamics

Année:

1993

Langue:

english

Fichier:

PDF, 1.21 MB

english, 1993

11

Optimal Protocols and Optimal Transport in Stochastic Thermodynamics

Aurell, Erik, Mejía-Monasterio, Carlos, Muratore-Ginanneschi, Paolo

Journal:

Physical Review Letters

Année:

2011

Langue:

english

Fichier:

PDF, 115 KB

english, 2011

12

Improved contact prediction in proteins: Using pseudolikelihoods to infer Potts models

Ekeberg, Magnus, Lövkvist, Cecilia, Lan, Yueheng, Weigt, Martin, Aurell, Erik

Journal:

Physical Review E

Année:

2013

Langue:

english

Fichier:

PDF, 2.78 MB

english, 2013

13

GROWTH-OPTIMAL STRATEGIES WITH QUADRATIC FRICTION OVER FINITE-TIME INVESTMENT HORIZONS

AURELL, ERIK, MURATORE-GINANNESCHI, PAOLO

Journal:

International Journal of Theoretical and Applied Finance

Année:

2004

Langue:

english

Fichier:

PDF, 204 KB

english, 2004

14

Pricing Risky Options Simply

Aurell, Erik, Simdyankin, Sergei I.

Journal:

International Journal of Theoretical and Applied Finance

Année:

1998

Langue:

english

Fichier:

PDF, 482 KB

english, 1998

15

A GENERAL METHODOLOGY TO PRICE AND HEDGE DERIVATIVES IN INCOMPLETE MARKETS

AURELL, ERIK, BAVIERA, ROBERTO, HAMMARLID, OLA, SERVA, MAURIZIO, VULPIANI, ANGELO

Journal:

International Journal of Theoretical and Applied Finance

Année:

2000

Langue:

english

Fichier:

PDF, 459 KB

english, 2000

16

“Locally homogeneous turbulence”: Is it an inconsistent framework?

Frisch, Uriel, Bec, Jérémie, Aurell, Erik

Journal:

Physics of Fluids

Année:

2005

Langue:

english

Fichier:

PDF, 246 KB

english, 2005

17

Moderate salt restriction effectively lowers blood pressure and degree of salt sensitivity is related to baseline concentration of renin and N-terminal atrial natriuretic peptide in plasma

Melander, Olle, Wowern, Fredrik von, Frandsen, Erik, Burri, Philippe, Willsteen, Gunilla, Aurell, Mattias, Hulthén, U Lennart

Journal:

Journal of Hypertension

Année:

2007

Langue:

english

Fichier:

PDF, 158 KB

english, 2007

18

Integrated genomic and immunophenotypic classification of pancreatic cancer reveals three distinct subtypes with prognostic/predictive significance

Wartenberg, Martin, Cibin, Silvia, Zlobec, Inti, Vassella, Erik, Eppenberger-Castori, Serenella M.M., Terracciano, Luigi, Eichmann, Micha, Worni, Mathias, Gloor, Beat, Perren, Aurel, Karamitopoulou, E

Journal:

Clinical Cancer Research

Année:

2018

Langue:

english

Fichier:

PDF, 2.42 MB

english, 2018

19

Hierarchical tree-model of 2D-turbulence

Erik Aurell, Peter Frick, Vladislav Shaidurov

Journal:

Physica D: Nonlinear Phenomena

Année:

1994

Langue:

english

Fichier:

PDF, 1.06 MB

english, 1994

20

An equivalence relation in some fractal sets

Journal:

Physics Letters A

Année:

1988

Langue:

english

Fichier:

PDF, 505 KB

english, 1988

21

A heap-based algorithm for the study of one-dimensional particle systems

Alain Noullez, Duccio Fanelli, Erik Aurell

Journal:

Journal of Computational Physics

Année:

2003

Langue:

english

Fichier:

PDF, 186 KB

english, 2003

22

Growth optimal investment and pricing of derivatives

Erik Aurell, Roberto Baviera, Ola Hammarlid, Maurizio Serva, Angelo Vulpiani

Journal:

Physica A: Statistical Mechanics and its Applications

Année:

2000

Langue:

english

Fichier:

PDF, 189 KB

english, 2000

23

On the metric properties of the feigenbaum attractor

Journal:

Journal of Statistical Physics

Année:

1987

Fichier:

PDF, 23 KB

1987

24

Convergence of dynamical zeta functions

Journal:

Journal of Statistical Physics

Année:

1990

Langue:

english

Fichier:

PDF, 1.01 MB

english, 1990

25

The inviscid Burgers equation with initial data of Brownian type

Zhen-Su She, Erik Aurell, Uriel Frisch

Journal:

Communications in Mathematical Physics

Année:

1992

Langue:

english

Fichier:

PDF, 1017 KB

english, 1992

26

On functional determinants of laplacians in polygons and simplicial complexes

Erik Aurell, Per Salomonson

Journal:

Communications in Mathematical Physics

Année:

1994

Langue:

english

Fichier:

PDF, 1.18 MB

english, 1994

27

Mechanisms for lateral turns in lamprey in response to descending unilateral commands: a modeling study

Alexander K. Kozlov, Fredrik Ullén, Patriq Fagerstedt, Erik Aurell, Anders Lansner, Sten Grillner

Journal:

Biological Cybernetics

Année:

2002

Langue:

english

Fichier:

PDF, 320 KB

english, 2002

28

Modeling of Substance P and 5-HT Induced Synaptic Plasticity in the Lamprey Spinal CPG: Consequences for Network Pattern Generation

Alexander Kozlov, Jeanette Hellgren Kotaleski, Erik Aurell, Sten Grillner, Anders Lansner

Journal:

Journal of Computational Neuroscience

Année:

2001

Langue:

english

Fichier:

PDF, 360 KB

english, 2001

29

Boundary layers in stochastic thermodynamics

Aurell, Erik, Mejía-Monasterio, Carlos, Muratore-Ginanneschi, Paolo

Journal:

Physical Review E

Année:

2012

Langue:

english

Fichier:

PDF, 335 KB

english, 2012

30

Inverse Ising Inference Using All the Data

Aurell, Erik, Ekeberg, Magnus

Journal:

Physical Review Letters

Année:

2012

Langue:

english

Fichier:

PDF, 193 KB

english, 2012

31

Refined Second Law of Thermodynamics for Fast Random Processes

Aurell, Erik, Gawȩdzki, Krzysztof, Mejía-Monasterio, Carlos, Mohayaee, Roya, Muratore-Ginanneschi, Paolo

Journal:

Journal of Statistical Physics

Année:

2012

Langue:

english

Fichier:

PDF, 997 KB

english, 2012

32

SODIUM BALANCE AND STRUCTURAL VASCULAR CHANGES IN THE KIDNEY DURING DEVELOPMENT OF HYPERTENSION IN SPONTANEOUSLY HYPERTENSIVE RATS

Hans Herlitz, Stefan Lundin, Sven-Erik Ricksten, Gunnar Göthberg, Mattias Aurell, Margareta Hallbäck, Goran Berglund

Journal:

Journal of Internal Medicine

Année:

1979

Langue:

english

Fichier:

PDF, 214 KB

english, 1979

33

Inferring network connectivity using kinetic Ising models

John A Hertz, Yasser Roudi, Andreas Thorning, Joanna Tyrcha, Erik Aurell, Hong-Li Zeng

Journal:

BMC Neuroscience

Année:

2010

Langue:

english

Fichier:

PDF, 264 KB

english, 2010

34

Epstein-Barr virus latency switch in human B-cells: a physico-chemical model

Maria Werner, Ingemar Ernberg, JieZhi Zou, Jenny Almqvist, Erik Aurell

Journal:

BMC Systems Biology

Année:

2007

Langue:

english

Fichier:

PDF, 535 KB

english, 2007

35

[IEEE 2012 IEEE Information Theory Workshop (ITW 2012) - Lausanne, Switzerland (2012.09.3-2012.09.7)] 2012 IEEE Information Theory Workshop - Analysis of sparse representations using bi-orthogonal dictionaries

Vehkapera, Mikko, Kabashima, Yoshiyuki, Chatterjee, Saikat, Aurell, Erik, Skoglund, Mikael, Rasmussen, Lars

Année:

2012

Langue:

english

Fichier:

PDF, 494 KB

english, 2012

36

Maximum Likelihood Reconstruction for Ising Models with Asynchronous Updates

Zeng, Hong-Li, Alava, Mikko, Aurell, Erik, Hertz, John, Roudi, Yasser

Journal:

Physical Review Letters

Année:

2013

Langue:

english

Fichier:

PDF, 259 KB

english, 2013

37

Universal Relation between the Kolmogorov-Sinai Entropy and the Thermodynamical Entropy in Simple Liquids

Dzugutov, Mikhail, Aurell, Erik, Vulpiani, Angelo

Journal:

Physical Review Letters

Année:

1998

Langue:

english

Fichier:

PDF, 183 KB

english, 1998

38

Loss of DAXX and ATRX Are Associated With Chromosome Instability and Reduced Survival of Patients With Pancreatic Neuroendocrine Tumors

Marinoni, Ilaria, Kurrer, Anja Schmitt, Vassella, Erik, Dettmer, Matthias, Rudolph, Thomas, Banz, Vanessa, Hunger, Fabio, Pasquinelli, Silvan, Speel, Ernst–Jan, Perren, Aurel

Journal:

Gastroenterology

Année:

2014

Langue:

english

Fichier:

PDF, 1.74 MB

english, 2014

39

Transcription factor concentrations versus binding site affinities in the yeast S. cerevisiae

Aurell, Erik, d'Hérouël, Aymeric Fouquier, Malmnäs, Claes, Vergassola, Massimo

Journal:

Physical Biology

Année:

2007

Langue:

english

Fichier:

PDF, 695 KB

english, 2007

40

Fast pseudolikelihood maximization for direct-coupling analysis of protein structure from many homologous amino-acid sequences

Ekeberg, Magnus, Hartonen, Tuomo, Aurell, Erik

Journal:

Journal of Computational Physics

Année:

2014

Langue:

english

Fichier:

PDF, 1.68 MB

english, 2014

41

Global picture of self-similar and non-self-similar decay in Burgers turbulence

Noullez, Alain, Gurbatov, Sergey N., Aurell, Erik, Simdyankin, Sergey I.

Journal:

Physical Review E

Année:

2005

Langue:

english

Fichier:

PDF, 375 KB

english, 2005

42

Binary tree models of high-Reynolds-number turbulence

Aurell, Erik, Dormy, Emmanuel, Frick, Peter

Journal:

Physical Review E

Année:

1997

Langue:

english

Fichier:

PDF, 167 KB

english, 1997

43

[IEEE Iterative Information Processing (ISTC) - Brest, France (2010.09.6-2010.09.10)] 2010 6th International Symposium on Turbo Codes & Iterative Information Processing - Bounds on thresholds related to maximum satisfiability of regular random formulas

Rathi, Vishwambhar, Aurell, Erik, Rasmussen, Lars, Skoglund, Mikael

Année:

2010

Langue:

english

Fichier:

PDF, 327 KB

english, 2010

44

Behavior of heuristics on large and hard satisfiability problems

Ardelius, John, Aurell, Erik

Journal:

Physical Review E

Année:

2006

Langue:

english

Fichier:

PDF, 194 KB

english, 2006

45

Witness of unsatisfiability for a random 3-satisfiability formula

Wu, Lu-Lu, Zhou, Hai-Jun, Alava, Mikko, Aurell, Erik, Orponen, Pekka

Journal:

Physical Review E

Année:

2013

Langue:

english

Fichier:

PDF, 428 KB

english, 2013

46

Network inference using asynchronously updated kinetic Ising model

Zeng, Hong-Li, Aurell, Erik, Alava, Mikko, Mahmoudi, Hamed

Journal:

Physical Review E

Année:

2011

Langue:

english

Fichier:

PDF, 278 KB

english, 2011

47

Dynamic mean-field and cavity methods for diluted Ising systems

Aurell, Erik, Mahmoudi, Hamed

Journal:

Physical Review E

Année:

2012

Langue:

english

Fichier:

PDF, 1.42 MB

english, 2012

48

Feigenbaum attractor as a spin system

Journal:

Physical Review A

Année:

1987

Langue:

english

Fichier:

PDF, 156 KB

english, 1987

49

Comment on ‘‘Renormalization-group analysis of the global structure of the period-doubling attractor’’

Journal:

Physical Review A

Année:

1986

Langue:

english

Fichier:

PDF, 122 KB

english, 1986

50

Stability puzzles in phage λ

Aurell, Erik, Brown, Stanley, Johanson, Johan, Sneppen, Kim

Journal:

Physical Review E

Année:

2002

Langue:

english

Fichier:

PDF, 125 KB

english, 2002