Results 121 to 130 of about 459,046 (342)

Partial regularity of viscosity solutions for a class of Kolmogorov equations arising from mathematical finance [PDF]

open access: yesarXiv, 2015
We study value functions which are viscosity solutions of certain Kolmogorov equations. Using PDE techniques we prove that they are $C^{1,\alpha}$ regular on special finite dimensional subspaces. The problem has origins in pricing and hedging of derivatives of risky assets in mathematical finance.
arxiv  

Change of Measure in Midcurve Pricing [PDF]

open access: yesWilmott, Volume 2020, Issue106, March 2020, Pages 76-81, 2018
We derive measure change formulae required to price midcurve swaptions in the forward swap annuity measure with stochastic annuities' ratios. We construct the corresponding linear and exponential terminal swap rate pricing models and show how they capture the midcurve swaption correlation skew.
arxiv  

Optimal Control of Stochastic Functional Differential Equations with Application to Finance [PDF]

open access: yesarXiv, 2014
This work is devoted to the study of optimal control of stochastic functional differential equations (SFDEs) and its application to mathematical finance. By using the Dynkin formula and solution of the Dirichlet-Poisson problem, the Hamilton-Jacobi-Bellman (HJB) equation and the converse HJB equation are derived.
arxiv  

Multi‐institutional study on image quality for a novel CBCT solution on O‐ring linac

open access: yesJournal of Applied Clinical Medical Physics, EarlyView.
Abstract Introduction This work presents a multi‐institutional study on image quality provided by a novel cone beam computed tomography (CBCT). The main goal is to investigate the consistency of imaging performance across multiple institutions.
Luis Agulles‐Pedrós   +11 more
wiley   +1 more source

Financial Innovation for an Aging World [PDF]

open access: yes
Over the last half-century, around the world, many nations have seen plummeting fertility rates and mounting life expectancies. These two factors are the engine behind unprecedented global aging.
John Piggott   +3 more
core  

Evaluation of the effect of metal stents on dose perturbation in the carbon beam irradiation field

open access: yesJournal of Applied Clinical Medical Physics, EarlyView.
Abstract Propose Carbon ion therapy is indicated for cases in which stents have been inserted, such as bile ducts, but the effect of metal stents on carbon ion therapy is unclear. In this study, the dose perturbation of carbon ion therapy caused by metallic bile duct stents was evaluated by dosimetry. Materials and methods Five different types of metal
Yuya Miyasaka   +8 more
wiley   +1 more source

Administering Systemic Risk vs. Administering Justice: What Can We Do Now that We Have Agreed to Pay Differences? [PDF]

open access: yes
Professor Stout's brilliant concept of disagreement-based speculation (in "Risk, Speculation, and OTC Derivatives: An Inaugural Essay for Convivium") calls for further developments and studies concerning implications for stability and resilience of the ...
Pierre-Charles Pradier
core  

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