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1.
Option Pricing in Multivariate Stochastic Volatility Models of OU Type
Title:
Option Pricing in Multivariate Stochastic Volatility Models of OU Type
Author:
Johannes MuhleKarbe
;
Oliver Pfaffel
;
Robert Stelzer
Johannes MuhleKarbe
;
Oliver Pfaffel
;
Robert Stelzer
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Description:
We present a multivariate stochastic volatility model with leverage, which is flexible enough to recapture the individual dynamics as well as the interdependencies between several assets while still being highly analytically tractable. First we derive the characteristic function and give conditions that ensure its analyticity and absolute integr...
We present a multivariate stochastic volatility model with leverage, which is flexible enough to recapture the individual dynamics as well as the interdependencies between several assets while still being highly analytically tractable. First we derive the characteristic function and give conditions that ensure its analyticity and absolute integrability in some open complex strip around zero. Therefore we can use Fourier methods to compute the prices of multiasset options efficiently. To show the applicability of our results, we propose a concrete specification, the OUWishart model, where the dynamics of each individual asset coincide with the popular GammaOU BNS model. This model can be well calibrated to market prices, which we illustrate with an example using options on the exchange rates of some major currencies. Finally, we show that covariance swaps can also be priced in closed form.
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Document Type:
preprint
URL:
http://arxiv.org/abs/1001.3223
http://arxiv.org/pdf/1001.3223
http://arxiv.org/abs/1001.3223
http://arxiv.org/pdf/1001.3223
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Content Provider:
RePEc: Research Papers in Economics
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2.
Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes
Title:
Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes
Author:
OLE EILER BARNDORFFNIELSEN
;
ROBERT STELZER
OLE EILER BARNDORFFNIELSEN
;
ROBERT STELZER
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Description:
Expressions for (absolute) moments of generalized hyperbolic and normal inverse Gaussian (NIG) laws are given in terms of moments of the corresponding symmetric laws. For the (absolute) moments centred at the location parameter "μ" explicit expressions as series containing Bessel functions are provided. Furthermore, the derivatives of the logari...
Expressions for (absolute) moments of generalized hyperbolic and normal inverse Gaussian (NIG) laws are given in terms of moments of the corresponding symmetric laws. For the (absolute) moments centred at the location parameter "μ" explicit expressions as series containing Bessel functions are provided. Furthermore, the derivatives of the logarithms of absolute "μ"centred moments with respect to the logarithm of time are calculated explicitly for NIG Lévy processes. Computer implementation of the formulae obtained is briefly discussed. Finally, some further insight into the apparent scaling behaviour of NIG Lévy processes is gained. Copyright 2005 Board of the Foundation of the Scandinavian Journal of Statistics.
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Document Type:
article
URL:
http://www.blackwellsynergy.com/doi/abs/10.1111/j.14679469.2005.00466.x
http://www.blackwellsynergy.com/doi/abs/10.1111/j.14679469.2005.00466.x
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RePEc: Research Papers in Economics
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3.
On Markovswitching ARMA processes – stationarity, existence of moments and geometric ergodicity, Submitted for publication
Open Access
Title:
On Markovswitching ARMA processes – stationarity, existence of moments and geometric ergodicity, Submitted for publication
Author:
Robert Stelzer
Robert Stelzer
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Description:
The probabilistic properties of R dvalued MarkovSwitching ARMA processes with a general state space parameter chain are analysed. Stationarity and ergodicity conditions are given and a feasible general stationarity condition based on a tailormade norm is introduced. Moreover, it is shown that causality of all individual regimes is neither a n...
The probabilistic properties of R dvalued MarkovSwitching ARMA processes with a general state space parameter chain are analysed. Stationarity and ergodicity conditions are given and a feasible general stationarity condition based on a tailormade norm is introduced. Moreover, it is shown that causality of all individual regimes is neither a necessary nor a sufficient criterion for strict negativity of the associated Lyapunov exponent. We also consider finiteness of moments and prove geometric ergodicity and strong mixing. The feasible stationarity condition is extended to ensure these properties.
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The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20080717
Source:
http://wwwlit.ma.tum.de/veroeff/quel/059.60002.ps.gz
http://wwwlit.ma.tum.de/veroeff/quel/059.60002.ps.gz
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Document Type:
text
Language:
en
Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.71.121
http://wwwlit.ma.tum.de/veroeff/quel/059.60002.ps.gz
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.71.121
http://wwwlit.ma.tum.de/veroeff/quel/059.60002.ps.gz
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4.
Multivariate CARMA processes, . . .
Open Access
Title:
Multivariate CARMA processes, . . .
Author:
Eckhard Schlemm
;
Robert Stelzer
Eckhard Schlemm
;
Robert Stelzer
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The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20110210
Source:
http://wwwm4.ma.tum.de/pers/schlemm/SchlemmStelzer2010.pdf
http://wwwm4.ma.tum.de/pers/schlemm/SchlemmStelzer2010.pdf
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Document Type:
text
Language:
en
Subjects:
complete regularity ; linear innovations ; multivariate CARMA process ; sampling ; state space representation ; strong mixing ; vector ARMA
complete regularity ; linear innovations ; multivariate CARMA process ; sampling ; state space representation ; strong mixing ; vector ARMA
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Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.176.6977
http://wwwm4.ma.tum.de/pers/schlemm/SchlemmStelzer2010.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.176.6977
http://wwwm4.ma.tum.de/pers/schlemm/SchlemmStelzer2010.pdf
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5.
Multivariate Markovswitching ARMA processes with regularly varying noise
Open Access
Title:
Multivariate Markovswitching ARMA processes with regularly varying noise
Author:
Robert Stelzer
Robert Stelzer
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Description:
The tail behaviour of stationary R dvalued MarkovSwitching ARMA processes driven by a regularly varying noise is analysed. It is shown that under appropriate summability conditions the MSARMA process is again regularly varying as a sequence. Moreover, the feasible stationarity condition given in
Stelzer
(2006) is extended to a criterion for r...
The tail behaviour of stationary R dvalued MarkovSwitching ARMA processes driven by a regularly varying noise is analysed. It is shown that under appropriate summability conditions the MSARMA process is again regularly varying as a sequence. Moreover, the feasible stationarity condition given in
Stelzer
(2006) is extended to a criterion for regular variation. Our results complement in particular those of Saporta (2005) where regularly varying tails of onedimensional MSAR(1) processes coming from consecutive large parameters were studied.
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Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20080701
Source:
http://wwwlit.ma.tum.de/veroeff/quel/069.60012.ps.gz
http://wwwlit.ma.tum.de/veroeff/quel/069.60012.ps.gz
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Document Type:
text
Language:
en
Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.72.6425
http://wwwlit.ma.tum.de/veroeff/quel/069.60012.ps.gz
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.72.6425
http://wwwlit.ma.tum.de/veroeff/quel/069.60012.ps.gz
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6.
On the definition, stationary distribution and second order structure of positive semidefinite Ornstein–Uhlenbeck type processes
Open Access
Title:
On the definition, stationary distribution and second order structure of positive semidefinite Ornstein–Uhlenbeck type processes
Author:
Christian Pigorsch
;
Robert Stelzer
Christian Pigorsch
;
Robert Stelzer
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Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20110210
Source:
http://wwwm4.ma.tum.de/pers/
stelzer
/PigorschSteler2009Bernoulli.pdf
http://wwwm4.ma.tum.de/pers/
stelzer
/PigorschSteler2009Bernoulli.pdf
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Document Type:
text
Language:
en
Subjects:
completely positive matrix ; matrix subordinator
completely positive matrix ; matrix subordinator
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Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.4429
http://wwwm4.ma.tum.de/pers/stelzer/PigorschSteler2009Bernoulli.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.4429
http://wwwm4.ma.tum.de/pers/stelzer/PigorschSteler2009Bernoulli.pdf
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7.
On Markovswitching ARMA processes – stationarity, existence of moments and geometric ergodicity, Submitted for publication
Open Access
Title:
On Markovswitching ARMA processes – stationarity, existence of moments and geometric ergodicity, Submitted for publication
Author:
Robert Stelzer
Robert Stelzer
Minimize authors
Description:
The probabilistic properties of R dvalued MarkovSwitching ARMA processes with a general state space parameter chain are analysed. Stationarity and ergodicity conditions are given and a feasible general stationarity condition based on a tailormade norm is introduced. Moreover, it is shown that causality of all individual regimes is neither a n...
The probabilistic properties of R dvalued MarkovSwitching ARMA processes with a general state space parameter chain are analysed. Stationarity and ergodicity conditions are given and a feasible general stationarity condition based on a tailormade norm is introduced. Moreover, it is shown that causality of all individual regimes is neither a necessary nor a sufficient criterion for strict negativity of the associated Lyapunov exponent. We also consider finiteness of moments and prove geometric ergodicity and strong mixing. The feasible stationarity condition is extended to ensure these properties.
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Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20080717
Source:
http://wwwlit.ma.tum.de/veroeff/quel/059.60002.pdf
http://wwwlit.ma.tum.de/veroeff/quel/059.60002.pdf
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Document Type:
text
Language:
en
Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.71.2655
http://wwwlit.ma.tum.de/veroeff/quel/059.60002.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.71.2655
http://wwwlit.ma.tum.de/veroeff/quel/059.60002.pdf
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8.
Multivariate COGARCH(1, 1) processes
Open Access
Title:
Multivariate COGARCH(1, 1) processes
Author:
Robert Stelzer
Robert Stelzer
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Description:
Multivariate COGARCH(1, 1) processes are introduced as a continuoustime models for multidimensional heteroskedastic observations. Our model is driven by a single multivariate Lévy process and the latent timevarying covariance matrix is directly specified as a stochastic process in the positive semidefinite matrices. After defining the COGARCH(1...
Multivariate COGARCH(1, 1) processes are introduced as a continuoustime models for multidimensional heteroskedastic observations. Our model is driven by a single multivariate Lévy process and the latent timevarying covariance matrix is directly specified as a stochastic process in the positive semidefinite matrices. After defining the COGARCH(1, 1) process, we analyze its probabilistic properties. We show a sufficient condition for the existence of a stationary distribution for the stochastic covariance matrix process and present criteria ensuring the finiteness of moments. Under certain natural assumptions on the moments of the driving Lévy process, explicit expressions for the first and secondorder moments and (asymptotic) secondorder stationarity of the covariance matrix process are obtained. Furthermore, we study the stationarity and secondorder structure of the increments of the multivariate COGARCH(1, 1) process and their “squares”.
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Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20110210
Source:
http://wwwm4.ma.tum.de/pers/
stelzer
/
Stelzer
2010Bernoulli.pdf
http://wwwm4.ma.tum.de/pers/
stelzer
/
Stelzer
2010Bernoulli.pdf
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Document Type:
text
Language:
en
Subjects:
COGARCH ; Lévy process ; multivariate GARCH ; positive definite random matrix process ; secondorder moment structure ; stationarity
COGARCH ; Lévy process ; multivariate GARCH ; positive definite random matrix process ; secondorder moment structure ; stationarity
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DDC:
519 Probabilities & applied mathematics
(computed)
Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.3736
http://wwwm4.ma.tum.de/pers/stelzer/Stelzer2010Bernoulli.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.3736
http://wwwm4.ma.tum.de/pers/stelzer/Stelzer2010Bernoulli.pdf
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9.
On Markovswitching ARMA processes  stationarity, existence of moments and geometric ergodicity
Open Access
Title:
On Markovswitching ARMA processes  stationarity, existence of moments and geometric ergodicity
Author:
Robert Stelzer
Robert Stelzer
Minimize authors
Description:
The probabilistic properties of R^dvalued MarkovSwitching ARMA processes with a general state space parameter chain are analysed. Stationarity and ergodicity conditions are given and a feasible general stationarity condition based on a tailormade norm is introduced. Moreover, it is shown that causality of all individual regimes is neither a n...
The probabilistic properties of R^dvalued MarkovSwitching ARMA processes with a general state space parameter chain are analysed. Stationarity and ergodicity conditions are given and a feasible general stationarity condition based on a tailormade norm is introduced. Moreover, it is shown that causality of all individual regimes is neither a necessary nor a su#cient criterion for strict negativity of the associated Lyapunov exponent. We also
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Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20110125
Source:
http://wwwm4.ma.tum.de/m4/Papers/
Stelzer
/
Stelzer
MSARMAStatCond20060706.ps
http://wwwm4.ma.tum.de/m4/Papers/
Stelzer
/
Stelzer
MSARMAStatCond20060706.ps
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Document Type:
text
Language:
en
Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.61.4047
http://wwwm4.ma.tum.de/m4/Papers/Stelzer/StelzerMSARMAStatCond20060706.ps
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.61.4047
http://wwwm4.ma.tum.de/m4/Papers/Stelzer/StelzerMSARMAStatCond20060706.ps
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10.
Multivariate Markovswitching ARMA processes with regularly varying noise
Open Access
Title:
Multivariate Markovswitching ARMA processes with regularly varying noise
Author:
Robert Stelzer
Robert Stelzer
Minimize authors
Description:
The tail behaviour of stationary R^dvalued MarkovSwitching ARMA processes driven by a regularly varying noise is analysed. It is shown that under appropriate summability conditions the MSARMA process is again regularly varying as a sequence. Moreover, the feasible stationarity condition given in
Stelzer
(2006) is extended to a criterion for r...
The tail behaviour of stationary R^dvalued MarkovSwitching ARMA processes driven by a regularly varying noise is analysed. It is shown that under appropriate summability conditions the MSARMA process is again regularly varying as a sequence. Moreover, the feasible stationarity condition given in
Stelzer
(2006) is extended to a criterion for regular variation. Our results complement in particular those of Saporta (2005) where regularly varying tails of onedimensional MSAR(1) processes coming from consecutive large parameters were studied.
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The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20110125
Source:
http://wwwm4.ma.tum.de/m4/Papers/
Stelzer
/
Stelzer
MSARMARegVar20060608.ps
http://wwwm4.ma.tum.de/m4/Papers/
Stelzer
/
Stelzer
MSARMARegVar20060608.ps
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Document Type:
text
Language:
en
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Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.61.4136
http://wwwm4.ma.tum.de/m4/Papers/Stelzer/StelzerMSARMARegVar20060608.ps
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.61.4136
http://wwwm4.ma.tum.de/m4/Papers/Stelzer/StelzerMSARMARegVar20060608.ps
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(437) experiment hep
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(23) top pair production
(21) higher order 1
(20) standard model validity test
(18) supersymmetry
(17) dilepton final state
(17) jet multiplicity
(16) channel cross section branching ratio upper limit
(16) channel cross section measured
(14) new physics search for
(14) parton showers
(14) quantum chromodynamics perturbation theory
(12) higgs particle mass
(12) z0 associated production
(11) anti kt algorithm
(11) efficiency
(11) higgs particle hadroproduction
(11) lead
(11) lévy process
(11) mathematics probability
(11) transverse momentum high
(11) w leptonic decay
(11) z0 lepton lepton
(10) bottom particle identification
(10) higgs particle 2photon
(10) higgs particle radiative decay
(10) quantum chromodynamics
(10) stop pair production
(9) heavy ion scattering
(9) info eu repo classification ddc 550
(9) mass lower limit
(9) mass spectrum two photon
(9) numerical calculations monte carlo
(9) parton distribution function
(9) sensitivity
(8) 60g51
(8) cross section measured
(8) detectors and experimental techniques
(8) gluon gluon fusion
(8) j psi 3100 leptonic decay
(8) mathematics statistics theory
(8) rapidity
(8) transverse momentum
(8) vector boson fusion
(7) bottom pair production
(7) cross section upper limit
(7) effective field theory
(7) jet bottom
(7) jet hadroproduction
(7) new particle search for
(7) new physics
(7) space time higher dimensional
(7) stop mass
(7) vector boson leptonic decay
(6) 2760 gev cms nucleon
(6) ddc 510
(6) dijet mass spectrum
(6) electroweak interaction
(6) experiment nucl
(6) gluino mass lower limit
(6) higgs particle 2z0
(6) higgs particle associated production
(6) higgs particle decay
(6) higher order 0
(6) impact parameter dependence
(6) jet transverse momentum
(6) kinematics
(6) mass dependence
(6) matrix subordinator
(6) model production
(6) neutralino lsp
(6) phase space
(6) stop top neutralino
(6) w hadroproduction
(6) w pair production
(5) 60g10
(5) acceptance
(5) black hole quantum
(5) dark matter pair production
(5) dilepton same sign
(5) higgs particle
(5) info eu repo classification ddc 610
Subject:
Dewey Decimal Classification (DDC)
(186) Physics [53*]
(26) Mathematics [51*]
(21) Astronomy [52*]
(6) Economics [33*]
(6) Medicine & health [61*]
(5) Engineering [62*]
(3) Computer science, knowledge & systems [00*]
(3) Chemistry [54*]
(3) Life sciences; biology [57*]
(2) Statistics [31*]
(2) Science [50*]
(1) Other religions [29*]
(1) Earth sciences & geology [55*]
(1) Chemical engineering [66*]
Dewey Decimal Classification (DDC):
Year of Publication
(332) 2014
(248) 2012
(226) 2010
(142) 2011
(107) 2013
(102) 2015
(10) 2008
(6) 2005
(6) 2007
(6) 2009
(3) 2004
(2) 1996
(2) 2006
(1) 1997
(1) 1998
Year of Publication:
Content Provider
(456) Joint Inst. for Nuclear Research: JINR Document...
(415) CERN (Switzerland)
(206) DESY Hamburg
(42) CiteSeerX
(18) ArXiv.org
(10) RePEc.org
(8) Aarhus Univ.: Pure
(6) Project Euclid
(6) Munich TU: mediaTUM
(5) PubMed Central
(5) Barcelona Univ. Autonoma: Dipòsit Digital de...
(4) Missouri Univ.: MOspace
(4) Wisconsin Univ.: Digital Collections
(3) Kalamazoo College: Cache
(2) DataCite Metadata Store
(2) Groningen Univ.
(1) USDA NAL (USA)
(1) Leicester De Montfort Univ.
(1) German Aerospace Center (DLR)
(1) DOAJ Articles
(1) Hindawi Publishing Corporation
(1) Munich LMU: Open Access
(1) Liège Univ.: ORBi
(1) Springer Open Choice
(1) Lund Univ. Publications (LUP)
(1) Michigan Univ.: Deep Blue
(1) NebraskaLincoln Univ. (UNL): DigitalCommons
(1) Sydney Univ. of Technology: UTSeScholarship
(1) Zurich Univ.: ZORA
(1) EconStor
Content Provider:
Language
(695) Unknown
(509) English
(2) German
Language:
Document Type
(879) Unknown
(237) Article, Journals
(73) Text
(12) Theses
(5) Reports, Papers, Lectures
Document Type:
Access
(942) Unknown
(264) Open Access
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