Genus Aconitum (Ranunculaceae) in the Ukrainian Carpathians and adjacent territories.

IF 0.8 4区经济学 Q4 BUSINESS, FINANCE

Journal of Computational Finance Pub Date : 2023-01-19 eCollection Date: 2023-01-01 DOI:10.3897/BDJ.11.e98828

Andriy Novikov, Oleh Prylutskyi

引用次数: 0

Abstract

Background: The dataset represents a comprehensive collection of occurrence records concerning the genus Aconitum (Ranunculaceae) in the Ukrainian Carpathians and adjacent territories. It is based primarily on the results of critical revision of the main herbarium collections of the Carpathian region (i.e. LW, LWS, LWKS, KRA, KRAM, CHER, KW, UU and KWHU). Besides this, the dataset contains the data parsed (and taxonomically revised) from the published materials and other available sources (e.g. Karel Domin's Card Index).

New information: In total, 2,280 occurrence records of the genus Aconitum representatives distributed in the Ukrainian Carpathians were published.

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乌克兰喀尔巴阡山脉及邻近地区的 Aconitum 属（Ranunculaceae）。

背景：该数据集全面收集了乌克兰喀尔巴阡山脉及邻近地区的乌头属（Ranunculaceae）的出现记录。该数据集主要基于对喀尔巴阡山地区主要标本馆藏品（即 LW、LWS、LWKS、KRA、KRAM、CHER、KW、UU 和 KWHU）的重要修订结果。除此之外，该数据集还包含从已出版资料和其他可用来源（如 Karel Domin's Card Index）中解析（和分类修订）的数据：新信息：共发布了 2280 条分布在乌克兰喀尔巴阡山脉的 Aconitum 属代表植物的出现记录。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Computational Finance BUSINESS, FINANCE-

CiteScore

0.90

自引率

0.00%

发文量

期刊介绍： The Journal of Computational Finance is an international peer-reviewed journal dedicated to advancing knowledge in the area of financial mathematics. The journal is focused on the measurement, management and analysis of financial risk, and provides detailed insight into numerical and computational techniques in the pricing, hedging and risk management of financial instruments. The journal welcomes papers dealing with innovative computational techniques in the following areas: Numerical solutions of pricing equations: finite differences, finite elements, and spectral techniques in one and multiple dimensions. Simulation approaches in pricing and risk management: advances in Monte Carlo and quasi-Monte Carlo methodologies; new strategies for market factors simulation. Optimization techniques in hedging and risk management. Fundamental numerical analysis relevant to finance: effect of boundary treatments on accuracy; new discretization of time-series analysis. Developments in free-boundary problems in finance: alternative ways and numerical implications in American option pricing.