Results 121 to 130 of about 2,199,003 (334)
Distributions Implied by Exchange Traded Options: A Ghost’s Smile? [PDF]
A new and easily applicable method for estimating risk neutral distributions (RND) implied by American futures options is proposed. It amounts to inverting the Barone-Adesi and Whaley method (1987) (BAW method) to get the BAW-implied volatility smile ...
Martin Cincibuch
core
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Background and Objectives Multiple sclerosis (MS) exhibits racially disparate rates of disease progression. Black people with MS (B‐PwMS) experience a more severe disease course than non‐Hispanic White people with MS (NHW‐PwMS). Here we investigated structural and functional connectivity as well as structure–function decoupling in the ...
Emilio Cipriano +11 more
wiley +1 more source
Sex Representation in US Stroke Clinical Trials: A Decade of Trends and Challenges
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Stroke remains a major cause of disability and mortality in the US, with significant sex‐based disparities, and females remain underrepresented in stroke clinical trials. We aimed to examine sex representation in US‐based stroke clinical trials, identify trial characteristics associated with higher female enrollment (≥ 50%), and ...
Chaitali Dagli +5 more
wiley +1 more source
Calibration to American options: numerical investigation of the de-Americanization method. [PDF]
Quant Finance, 2018 Burkovska O +5 more
europepmc +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 ...
Kan Kwok Cheung, Mario Cerrato
core
Multiple Sclerosis Relapse Activity After Ozanimod Discontinuation in DAYBREAK Trial Participants
Annals of Clinical and Translational Neurology, EarlyView.Multiple Sclerosis Relapse Activity After Ozanimod Discontinuation in DAYBREAK Trial Participants. ABSTRACT Objective Return of disease activity is expected when patients discontinue disease‐modifying therapy (DMT) for multiple sclerosis (MS). Some MS DMTs are associated with higher‐than‐expected disease activity (rebound) after discontinuation.
Ralf Gold +12 more
wiley +1 more source
The American experience for foreign postdocs: Finding information and evaluating your options
, 2019 Emma Perez-Costas
openalex +1 more source
Relationship Between Neurologic Symptoms and Signs and FMR1 Genotype in Premutation Carriers
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Background and Objectives Fragile X‐associated Tremor/Ataxia Syndrome (FXTAS) is the most severe late‐onset condition caused by a premutation in the FMR1 gene, characterized by expanded CGG triplet repeats of 55–200. Clinical presentations of FXTAS, including gait ataxia, kinetic tremor, cognitive decline, and rare Parkinsonism, are linked to ...
Flora Tassone +8 more
wiley +1 more source
Pricing American Options on Jump-Diffusion Processes using Fourier Hermite Series Expansions [PDF]
This paper presents a numerical method for pricing American call options where the underlying asset price follows a jump-diffusion process. The method is based on the Fourier-Hermite series expansions of Chiarella, El-Hassan & Kucera (1999), which we ...
Andrew Ziogas, Carl Chiarella
core
American options with acceleration clauses
Decisions in Economics and FinanceAbstract Acceleration clauses shorten the residual life of an option when an acceleration condition is met. Acceleration clauses are frequent in warrants, American call options on traded stocks. In warrants with the acceleration clause, if an index (e.g.
Anna Battauz, Sara Staffolani
openaire +1 more source