Results 151 to 160 of about 408,661 (238)

Quadratic Hedging of American Options Under GARCH Models

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

CAP: Commutative algebra prediction of protein-nucleic acid binding affinities. [PDF]

open access: yesMach Learn Sci Technol
Zia M   +5 more
europepmc   +1 more source

How (not) to Cage an Electron: The Perfluoro Cage Effect as an Extrinsic Molecular Property

open access: yesHelvetica Chimica Acta, EarlyView.
A rigorous definition within Kohn–Sham density functional theory is presented for the notion of an caged electron inside perfluorinated fullerenes as radical anions. ABSTRACT The notion of a (molecular) electron cage was coined for the unique hosting capacity of perfluorocubane, suggesting the “encapsulation of an electron” within the highly symmetric ...
Andreas Riedmiller   +2 more
wiley   +1 more source

Who Knows Best What the Next Year Will Hold for You? The Validity of Direct and Personality‐based Predictions of Future Life Experiences Across Different Perceivers

open access: yesEuropean Journal of Personality, EarlyView., 2020
Abstract This study explored the validity of person judgements by targets and their acquaintances (‘informants’) in longitudinally predicting a broad range of psychologically meaningful life experiences. Judgements were gathered from four sources (targets, N = 189; and three types of informants, N = 1352), and their relative predictive validity was ...
Nele M. Wessels   +3 more
wiley   +1 more source

<i>N</i> =1 Super Virasoro Tensor Categories. [PDF]

open access: yesCommun Math Phys
Creutzig T   +3 more
europepmc   +1 more source

Doubtful Receivables' Risk and Its Impact on Stock Returns

open access: yesJournal of Corporate Accounting &Finance, EarlyView.
ABSTRACT The current research proposes a previously unknown source of risk in relation to companies’ doubtful receivables. Higher relative doubtful receivables present a risk for companies' future cash flows. Hence, the article discusses an innovative risk measure associated with companies’ doubtful receivables.
Roi D. Taussig
wiley   +1 more source

Effectiveness and safety of ustekinumab in pediatric Crohn's disease: Results of the REALITI study

open access: yesJournal of Pediatric Gastroenterology and Nutrition, EarlyView.
Abstract Objectives Few approved treatments exist for children with Crohn's disease (CD). The REALITI study retrospectively assessed the effectiveness and safety of ustekinumab in real‐world clinical settings for children with CD. Methods Data were collected from the prospective ImproveCareNow (ICN) registry for pediatric patients (≥ 2 to <18 years old)
Steven J. Steiner   +60 more
wiley   +1 more source

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