Annie Qu, Bruce G. Lindsay, Bing Li, Improving Generalised Estimating Equations Using Quadratic Inference Functions, Biometrika, Vol. 87, No. 4 (Dec., 2000), pp. 823-836 ...

The normal, Poisson, gamma, binomial, and negative binomial distributions are univariate natural exponential families with quadratic variance functions (the variance is at most a quadratic function of ...

We develop algorithms for the numerical computation of the quadratic hedging strategy in incomplete markets modeled by a pure jump Markov process. Using the Hamilton-Jacobi-Bellman approach, the value ...

Perold, André. "An Alternative Model for a Global Analysis of Quadratic Programs in a Finite Number of Steps." Mathematical Programming 15 (December 1978): 105–109.

ABSTRACT We consider option pricing problems in the stochastic volatility jump diffusion model with correlated and contemporaneous jumps (SVCJ) in both the return and variance processes. The option ...

Bodily functions rise and decline with age, and the brain is no exception. However, the exact trajectory of our brain ...