Stage 2a IDEAL evaluation of a third-generation biocomposite suture anchor in arthroscopic rotator cuff repair: subgroup cohort analysis of the PRULO registry with 12-month follow up. [PDF]
Scholes C +4 more
europepmc +1 more source
Black-Scholes model under subordination
In this paper we consider a new mathematical extension of the Black-Scholes model in which the stochastic time and stock share price evolution is described by two independent random processes.
Aleksander Stanislavsky
core
Contingency, determinism, and constraint in the evolution of elaborate courtship phenotypes. [PDF]
MacGillavry T.
europepmc +1 more source
Exploring nonlinear chaotic systems with applications in stochastic processes. [PDF]
Abdelwahed HG +5 more
europepmc +1 more source
Is the gamma risk of options insurable?
In this article we analyze the risk associated with hedging written call options. We introduce a way to isolate the gamma risk from other risk types and present its loss distribution, which has heavy tails. Moving to an insurance point of view, we define
Egli, Daniel +3 more
core
Deprivation and limitations in daily life in new onset kidney disease: a population study. [PDF]
Cowan E +12 more
europepmc +1 more source
Stochastic and Statistical Analysis of Cnoidal, Snoidal, Dnoidal, Hyperbolic, Trigonometric and Exponential Wave Solutions of a Coupled Volatility Option-Pricing System. [PDF]
Abdalgadir LM +3 more
europepmc +1 more source
Physics-informed neural networks with hybrid Kolmogorov-Arnold network and augmented Lagrangian function for solving partial differential equations. [PDF]
Zhang Z +5 more
europepmc +1 more source
Critically Important Cancer Outcomes to Report in Kidney Transplant Trials. [PDF]
Dobrijevic E +19 more
europepmc +1 more source
The Black-Scholes pricing formula in the quantum context. [PDF]
Segal W, Segal IE.
europepmc +1 more source

