RE: [ai-geostats] Spatial analysis

2004-08-07 Thread Gregoire Dubois
Good day everyone ! It is true that the general consensus is that you need at least 50 to 100 points for a stable semi-variogram, but myself i bent this rule a little and i worked with 35 points and I even worked with 9 or 10 points recently (how shocking !). It is true that one of

[ai-geostats] Help on estimating spatial volatilities

2004-08-07 Thread Mark Coleman
Greetings, I apologize in advance if this question is less coherent or well-formed than I would prefer, but I am hoping someone on the list can offer suggestions on the following topic. Briefly, I am working on a research problem in quantitative finance involving the use of options models to