Results 91 to 100 of about 13,408 (180)
It has been recently shown that numerical semiparametric bounds on the expected payoff of fi- nancial or actuarial instruments can be computed using semidefinite programming. However, this approach has practical limitations. Here we use column generation,
Howley, Robert +3 more
core +1 more source
ABSTRACT Fisheries managers increasingly rely on stock assessment models to provide sustainable management advice, which must balance complex and competing objectives. Although assessment models necessitate simplifying assumptions, there is increasing recognition to improve the integration of realistic biological and fishery dynamics. While ongoing and
Matthew LH. Cheng +5 more
wiley +1 more source
Ambiguity Aversion, Portfolio Choice, and Life Expectancy
ABSTRACT This paper studies how wealth and aging affect portfolio choices in a life‐cycle model with ambiguity aversion. Ambiguity aversion implies wealthier and older agents are endogenously more optimistic about risky asset returns, relative to poorer/younger agents. As life expectancy grows, old agents become even more optimistic, while young agents
Alistair Macaulay, Chenchuan Shi
wiley +1 more source
ABSTRACT In recent years, a wide array of tools originally developed for molecular dating analyses has been adapted for use within a morphological clock perspective. This is of paramount relevance for taxonomic groups that cannot be sampled in forms suitable for DNA extraction.
Anderson Lepeco +2 more
wiley +1 more source
Bivariate Normal Mixture Spread Option Valuation [PDF]
This paper explores the properties of a European spread option valuation method for correlated assets when the marginal distribution each asset return is assumed to be a mixture of normal distributions.
Andrew Scourse, Carol Alexandra
core
Laboratory Experiments on Savannah and European Boreal Forest Fire Emissions
Abstract Landscape fire is among the largest sources of aerosols and trace gases globally. However, the emissions are highly variable and strongly affected by the type of biomass and combustion characteristics. We investigated the effect of combustion characteristics on the burning emissions from three biomass types: woody plants and grasses from ...
V. Vakkari +32 more
wiley +1 more source
Abstract The accuracy of height‐resolved dust microphysical retrieval from LiDARs has been greatly improved by the recently developed BOREAL (Basic algOrithm for REtrieval of Aerosol with LiDAR) algorithm which describes non‐spherical dust particles with the Irregular‐Hexahedral (IH) model and inverts 3β (backscattering at 355, 532, and 1,064 nm) + 2α (
Yuyang Chang +3 more
wiley +1 more source
Confidence intervals for the ratio of coefficients of variation of delta-lognormal distribution
Nitaya Buntao, Sa-aat Niwitpong
openaire +1 more source

