Results 111 to 120 of about 13,222,209 (296)
Irregular Grid Methods for Pricing High-Dimensional American Options. [PDF]
This thesis proposes and studies numerical methods for pricing high-dimensional American options; important examples being basket options, Bermudan swaptions and real options.
Berridge, S.J.
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Quadratic American Strangle Options in Light of Two-Sided Optimal Stopping Problems
MathematicsThe aim of this paper is to examine some American-style financial instruments that lead to two-sided optimal hitting problems. We pay particular attention to derivatives that are similar to strangle options but have a quadratic payoff function.
Tsvetelin S. Zaevski
doaj +1 more source
Safety and Efficacy of GLP‐1 Receptor Agonists in Adults With Epilepsy, Obesity, and Type 2 Diabetes
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Managing obesity in patients with epilepsy is complicated by the weight‐gaining properties of essential antiseizure medications (ASMs) such as valproate and pregabalin. We evaluated the safety and efficacy of initiating glucagon‐like peptide‐1 receptor agonists (GLP‐1 RAs) in this population.
Hyoshin Son +3 more
wiley +1 more source
An Analysis of American Options under Heston Stochastic Volatility and Jump-Diffusion Dynamics [PDF]
This paper considers the problem of pricing American options when the dynamics of the underlying are driven by both stochastic volatility following a square root process as used by Heston (1993), and by a Poisson jump process as introduced by Merton ...
Gerald Cheang +2 more
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Inter-American Development Bank Sustainability Report 2012
, 2013 This Sustainability Report covers sustainability progress and performance in the 2012 fiscal year for the Inter-American Development Bank.
Inter-American Development Bank
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Boundary‐Dependent Sleep–Wake Dysregulation in Idiopathic Hypersomnia
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Idiopathic hypersomnia (IH) presents with excessive daytime sleepiness (EDS) despite apparently preserved nocturnal sleep, challenging traditional models of hypersomnolence based on sleep loss or fragmentation. We aimed to test the hypothesis that EDS in IH reflects excessive stabilization of the sleep state, consistent with ...
Samantha Mombelli +13 more
wiley +1 more source
Association Between Neurofilament Light Chain and Real‐World Ambulatory Function in Progressive MS
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Neurofilament light chain (NfL) is a biomarker of neuroaxonal injury in multiple sclerosis (MS), yet associations with functional outcomes remain unclear. Longitudinal associations between serum NfL (sNfL) and daily step count (STEPS) from wearable devices were assessed in a large international progressive MS cohort.
Gabby B. Joseph +5 more
wiley +1 more source
Valuing American Style Options by Least Squares Methods [PDF]
We investigate the finite sample performance of some recent Monte Carlo estimators under different market scenarios. We find that the accuracy and efficiency of these estimators are remarkable, even when more exotic financial instruments are considered ...
Mario Cerrato, Kan Kwok Cheung
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Inter-American Development Bank Cultural Center Information Bulletin: No. 102
, 2008 Presents projects approved to receive financial support during 2008 of Cultural Development Program by Inter-American Development Bank Cultural ...
Inter-American Development Bank
core +1 more source
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective To identify inflammatory analytes in cerebrospinal fluid (CSF) and plasma associated with cognitive decline in cognitively normal (CN) older adults at risk for Alzheimer's disease (AD). Methods In a longitudinal study of 118 CN older adults (65–80 years, 54% APOE ε4, 26% preclinical AD), 1331 CSF and 1501 plasma analytes were ...
Jagan A. Pillai +13 more
wiley +1 more source