Mixing Gaussian Models to Price CMS Derivatives

Author(s):  
Fabio Mercurio ◽  
Andrea Pallavicini
Keyword(s):  
Author(s):  
L. Dejean ◽  
D. Pastor ◽  
J.-M. Quellec ◽  
M. Chabah ◽  
N. Bon
Keyword(s):  

2010 ◽  
Vol 4 (9) ◽  
pp. 761 ◽  
Author(s):  
I. Hernández ◽  
F. de León ◽  
J.M. Cañedo ◽  
J.C. Olivares-Galván

2010 ◽  
Vol 2010 (10) ◽  
pp. 002-002 ◽  
Author(s):  
Shuntaro Mizuno ◽  
Kazuya Koyama
Keyword(s):  

DISPERSION MODELS FOR EMISSIONS FROM AGRICULTURAL SOURCES G.-J. MEJER and K.-H. KRAUSE Institut fiir landtechnische Grundlagenforschung der Bundesforschungsanstalt fiir Landwirtschaft Summary The aim of dispersion models is the prediction of atmospheric dilution of pollutants in order to prevent or avoid nuisance. Established dispersion models, designed for the large scale of industrial air pol­ lution have to be modified to the small scale of agricultural pol­ lutions. An experimental setup is described to measure atmospheric dilution of tracer gas under agricultural conditions. The experimental results deliver the data base to identify the parameters of the models. For undisturbed airflow modified Gaussian models are applicable. For the consideration of obstacles more sophisticated models are necessary. 1. INTRODUCTION The aim of dispersion models is to develop reliable methods for calcu­ lating the atmospheric dilution of airborne pollutants under practical conditions. One application in agriculture is the determination of that distance, at which i.g. odouriferous pollutants of an animal farm are diluted in the atmosphere to a concentration below a certain threshold, in order to allow the farmer a profitable production and likewise to prevent odour nuisance from the neighbourhood. Another application is the prediction of the effectiveness of changes in the emission source configuration, in order to reduce the odour nuisance in the existent vicinity. That could help to avoid expensive misinvestments. In air pollution control it is useful! to subdivide this large problem into three main divisions /1/, fig. 1:


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