Results 41 to 50 of about 2,638 (100)
Psychophysiology, Volume 62, Issue 2, February 2025.Impact statement Heart rate variability, measured by HF‐HRV and RMSSD, is conventionally used to index cardiac vagal activity. Our study demonstrates that transcutaneous auricular vagus nerve stimulation (taVNS) decreases HRV indexed by SDRR, RMSSD, and HF‐HRV irrespective of the side of stimulation, contradicting a link to heightened cardiac vagal ...
Kristin Kaduk +4 more
wiley +1 more source
Baby Observational Selective Control AppRaisal (BabyOSCAR): Construct validity and test performance
Developmental Medicine &Child Neurology, Volume 66, Issue 11, Page 1502-1510, November 2024.What this paper adds Baby Observational Selective Control AppRaisal (BabyOSCAR) has excellent construct validity with good overall fit and precision. Individual BabyOSCAR items contribute and work well together, forming an interval‐level assessment. BabyOSCAR has two separate subscales, arms and legs, that complement each other.
Vanessa Maziero Barbosa +2 more
wiley +1 more source
Retail company voluntary arrangements: A dubious remedy?
International Insolvency Review, Volume 33, Issue 3, Page 421-447, Winter 2024.Abstract Despite much debate on Company Voluntary Arrangements (CVA) among UK retailers, understanding of retail CVAs remains limited. There is continuing uncertainty about the uptake of CVAs, what aspects lead to successful outcomes and whether CVAs can be viewed as a remedy for struggling UK retailers.
Grazyna Aleksandra Wiejak‐Roy +1 more
wiley +1 more source
Automated detection of an insect‐induced keystone vegetation phenotype using airborne LiDAR
Methods in Ecology and Evolution, Volume 15, Issue 5, Page 978-993, May 2024.Abstract Ecologists, foresters and conservation practitioners need ‘biodiversity scanners’ to effectively inventory biodiversity, audit conservation progress and track changes in ecosystem function. Quantifying biological diversity using remote sensing methods remains challenging, especially for small invertebrates.
Zhengyang Wang +14 more
wiley +1 more source
Credit valuation adjustment modelling during a global low interest rate environment [PDF]
, 2015 The 2008/2009 global crisis highlighted the vulnerabilities and inter-dependencies in the financial system including the global over-the-counter (OTC) derivatives markets, where significant counterparty credit risk prevails.
Macek, Petr, Teplý, Petr
core
Credit Calibration with Structural Models: The Lehman case and Equity Swaps under Counterparty Risk
, 2009 In this paper we develop structural first passage models (AT1P and SBTV) with time-varying volatility and characterized by high tractability, moving from the original work of Brigo and Tarenghi (2004, 2005) [19] [20] and Brigo and Morini (2006)[15].
Brigo, Damiano +2 more
core +2 more sources
On the mathematical form of CVA in Basel III. [PDF]
Credit valuation adjustment in Basel III is studied from the perspective of the mathematics involved. A bank covers mark-to-market losses for expected counterparty risk with a CVA capital charge. The CVA is known as credit valuation adjustments.
Geurdes, Han / J. F.
core +1 more source
The cavernous sinus: An anatomic study with clinical implication
Laryngoscope Investigative Otolaryngology, Volume 9, Issue 2, April 2024.This manuscript examines the gross anatomy of the region and highlights important surgical implications drawn from these as well as previously published studies. Herein, I perform a review of the historical scientific, anatomic, clinical, and surgical literature and additionally perform and describe cadaveric dissections revealing novel details about ...
Myles L. Pensak
wiley +1 more source
Random Time Forward Starting Options
, 2015 We introduce a natural generalization of the forward-starting options, first discussed by M. Rubinstein. The main feature of the contract presented here is that the strike-determination time is not fixed ex-ante, but allowed to be random, usually related
A. RAMPONI +7 more
core +1 more source
How Integrated are Credit and Equity Markets? Evidence from Index Options
The Journal of Finance, Volume 79, Issue 2, Page 949-992, April 2024.ABSTRACT We study the extent to which credit index (CDX) options are priced consistent with S&P 500 (SPX) equity index options. We derive analytical expressions for CDX and SPX options within a structural credit‐risk model with stochastic volatility and jumps using new results for pricing compound options via multivariate affine transform analysis. The
PIERRE COLLIN‐DUFRESNE +2 more
wiley +1 more source