Results 111 to 120 of about 166,379 (315)

Discretizing the Heston Model: An Analysis of the Weak Convergence Rate

, 2016
In this manuscript we analyze the weak convergence rate of a discretization scheme for the Heston model. Under mild assumptions on the smoothness of the payoff and on the Feller index of the volatility process, respectively, we establish a weak ...
Altmayer, Martin, Neuenkirch, Andreas
core   +1 more source

The Impact of Tilburg Frailty on Poststroke Fatigue in First‐Ever Stroke Patients: A Cross‐Sectional Study With Unified Measurement Tools and Improved Statistics

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Background Poststroke fatigue (PSF) and frailty share substantial overlap in their manifestations, yet previous research has yielded conflicting results due to the use of heterogeneous frailty assessment tools. Objective To evaluate the independent impact of frailty on PSF using a unified measurement system (Tilburg Frailty Indicator, TFI ...
Chuan‐Bang Chen, Xiao‐Xue Wang, Shao‐Rui Bao, Sui‐Li Lin, Mei‐Chun Shu, Xi‐Xi Ye, Wen‐Jie Cong   +6 more
wiley   +1 more source

A call on art investments [PDF]

, 2010
The art market has seen boom and bust during the last years and, despite the downturn, has received more attention from investors given the low interest environment following the financial crisis.
Kraeussl, Roman, Wiehenkamp, Christian
core  

The General Semimartingale Market Model

AppliedMath
This paper develops a unified framework for mathematical finance under general semimartingale models that allow for dividend payments, negative asset prices, and unbounded jumps.
Moritz Sohns
doaj   +1 more source

Plasma Proteomic Signatures for Alzheimer's Disease: Comparable Accuracy to ATN Biomarkers and Cross‐Platform Validation

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Background There is growing recognition of the potential of plasma proteomics for Alzheimer's Disease (AD) risk assessment and disease characterization. However, differences between proteomics platforms introduce uncertainties regarding cross‐platform applicability.
Manyue Hu, Oliver Robinson, Christina M. Lill, Anna Matton, Raquel Puerta, Pilar Sanz, Merce Boada, Agustín Ruiz, Lefkos Middleton, for the Alzheimer's Disease Neuroimaging Initiative   +9 more
wiley   +1 more source

Application of Weather Derivatives in Multi-Period Risk Management [PDF]

This work is a first attempt to analyze the effect of weather derivative availability on the risk management strategies in a multi-period setting, when crop activities take place twice a year. Rice production in Ecuador is used as a case study. Numerical
Sanchez, Leonardo, Vedenov, Dmitry V.
core   +1 more source

Heterogeneous volatility cascade in financial markets

, 2001
Using high frequency data, we have studied empirically the change of volatility, also called volatility derivative, for various time horizons. In particular, the correlation between the volatility derivative and the volatility realized in the next time ...
Arneodo, Bollerslev, Dacorogna, Dacorogna, Fama, Ghashghaie, Gilles Zumbach, Jensen (Ed.), Lui, Müller, Paul Lynch, Zumbach   +11 more
core   +1 more source

MONEY, DERIVATIVES, SOCIOTECHNICAL NETWORKS: AN ESSAY ON THE CARTOGRAPHIES OF CONTEMPORARY FINANCE [PDF]

, 2017
THIAGO ALVES BRAZ
openalex   +1 more source

Lessons Learned: Quality Analysis of Optical Coherence Tomography in Neuromyelitis Optica

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Introduction Optical coherence tomography (OCT)‐derived retina measurements are markers for neuroaxonal visual pathway status. High‐quality OCT scans are essential for reliable measurements, but their acquisition is particularly challenging in eyes with severe visual impairment, as often observed in neuromyelitis optica spectrum disorders ...
Hadi Salih, Sara Samadzadeh, Charlotte Bereuter, Seyedamirhosein Motamedi, Claudia Chien, Pablo Villoslada, Hadas Stiebel‐Kalish, Nasrin Asgari, Yang Mao‐Draayer, Marius Ringelstein, Joachim Havla, Marco Aurélio Lana Peixoto, Ho Jin Kim, Jacqueline Palace, Maria Isabel Leite, Srilakshmi M. Sharma, Fereshteh Ashtari, Rahele Kafieh, Lekha Pandit, Orhan Aktas, Philipp Albrecht, Letizia Leocani, Itay Lotan, Sasitorn Siritho, Jérôme de Seze, Romain Marignier, Caroline Froment Tilikete, Denis Bernardi Bichuetti, Ivan Maynart Tavares, Ayse Altintas, Anu Jacob, Saif Huda, Ibis Soto de Castillo, Lawrence J. Cook, Michael R. Yeaman, Axel Petzold, Alexander U. Brandt, Friedemann Paul, Frederike C. Oertel, Hanna G. Zimmermann, with the Guthy Jackson Charitable Foundation—International Clinical Consortium and CROCTINO Collaborators   +40 more
wiley   +1 more source

Portable Low‐Field Magnetic Resonance Imaging in People With Human Immunodeficiency Virus

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective The aging population of people with HIV (PWH) raises heightened concerns regarding accelerated aging and dementia. Portable, low‐field MRI (LF‐MRI) is an innovative technology that could enhance access and facilitate routine monitoring of PWH.
Annabel Sorby‐Adams, Malachi Keo, Jennifer Guo, Daire Daly, Richard Ahern, Kimon Zachary, Gregory Robbins, Rajesh T. Gandhi, Bragi Sveinsson, Adam de Havenon, Kevin N. Sheth, Otto Rapalino, Juan Eugenio Iglesias Gonzales, W. Taylor Kimberly, Shibani S. Mukerji   +14 more
wiley   +1 more source