Results 11 to 20 of about 101,416 (298)

Forecast Based Pricing of Weather Derivatives [PDF]

SSRN Electronic Journal, 2012
Forecasting based pricing of Weather Derivatives (WDs) is a new approach in valuation of contingent claims on nontradable underlyings. Standard techniques are based on historical weather data. Forward-looking information such as meteorological forecasts or the implied market price of risk (MPR) are often not incorporated.
Wolfgang Karl Härdle, Brenda López-Cabrera, Matthias Ritter   +2 more
openaire   +2 more sources

Overview of utility-based valuation [PDF]

, 2010
We review the utility-based valuation method for pricing derivative securities in incomplete markets. In particular, we review the practical approach to the utility-based pricing by the means of computing the first order expansion of marginal utility ...
German, David
core  

Derivatives pricing under bilateral counterparty risk [PDF]

The Journal of Risk, 2015
We consider risk-neutral valuation of a contingent claim under bilateral counterparty risk in a reduced-form setting similar to that of Duffe and Huang [1996] and Duffe and Singleton [1999]. The probabilistic valuation formulas derived under this framework cannot be usually used for practical pricing due to their recursive path-dependencies.
Peter Carr, Samim Ghamami
openaire   +1 more source

C2α‐carbanion‐protonating glutamate discloses tradeoffs between substrate accommodation and reaction rate in actinobacterial 2‐hydroxyacyl‐CoA lyase

FEBS Open Bio, EarlyView.
Enzymes of the 2‐hydroxyacyl‐CoA lyase group catalyze the condensation of formyl‐CoA with aldehydes or ketones. Thus, by structural adaptation of active sites, practically any pharmaceutically and industrially important 2‐hydroxyacid could be biotechnologically synthesized. Combining crystal structure analysis, active site mutations and kinetic assays,
Michael Zahn, Barbara Seroka, Ryszard Lazny, Zenon Lotowski, Thore Rohwerder   +4 more
wiley   +1 more source

Dementia Incidence in Individuals With Parkinson's Disease in the Framingham Heart Study

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Limited information exists on incident dementia in individuals with Parkinson's disease (PD) in US community‐based samples. We examined cognitive statuses and PD diagnoses of 183 individuals in the Framingham Heart Study (FHS) to establish incident dementia, mortality rates, associations with sex, age at PD onset, and education level.
Joshi Dookhy, Michael Cummings, Eden Price, Yulin Liu, Santiago Gutierrez‐Gomez, Sarah O'Shea, Samuel Frank, Rhoda Au, Ashita S. Gurnani, Ting Fang Alvin Ang, Jesse Mez, Ludy C. Shih   +11 more
wiley   +1 more source

Pricing Derivatives in Hermite Markets [PDF]

International Journal of Theoretical and Applied Finance, 2019
We present a new framework for Hermite fractional financial markets, generalizing the fractional Brownian motion (FBM) and fractional Rosenblatt markets. Considering pure and mixed Hermite markets, we introduce a strategy-specific arbitrage tax on the rate of transaction volume acceleration of the hedging portfolio as the prices of risky assets change,
Svetlozar T. Rachev, Stefan Mittnik, Frank J. Fabozzi   +2 more
openalex   +4 more sources

Integrating Patient‐Reported Quality Measures in SLE: Development of the American College of Rheumatology Implementation Guide

Arthritis Care &Research, Accepted Article.
Objective To support high‐quality, patient‐centered care for systemic lupus erythematosus (SLE), the American College of Rheumatology (ACR) developed evidence‐based measures incorporating clinical and patient‐reported outcomes measures (PROMs). Using the Consolidated Framework for Implementation Research (CFIR), we conducted semi‐structured interviews ...
Catherine Nasrallah, Cherish Wilson, Christine Hariz, Christie M Bartels, Shanthini Kasturi, Wambui Machua, Amy Bennett, Kate Chiseri, Allison Plitman, Starla Hairston Blanks, April Jorge, Patti Katz, Jinoos Yazdany, Shivani Garg   +13 more
wiley   +1 more source

The Physician‐Scientist Pipeline for Pediatric Rheumatology – Current Landscape and Future Perspectives.

Arthritis Care &Research, Accepted Article.
Over the past 50 years, the science of pediatric rheumatology has grown exponentially due to an expansion in the understanding of complex rheumatic conditions and a surge in novel targeted therapeutics. Physician‐scientists in the field of pediatric rheumatology have played major roles in these advancements that have improved the care of children ...
Ekemini A. Ogbu, Linda T. Hiraki, Mara L. Becker   +2 more
wiley   +1 more source

Air‐Pressure–Actuated Vibroacoustic Metamaterial With Tunable Bandgap: Design, Modeling, and Characterization

Advanced Engineering Materials, EarlyView.
This article presents the design, modeling, and characterization of air‐pressure–actuated programmable vibroacoustic metamaterials (PVAMM). The study focuses on leveraging air pressure to dynamically tune resonance frequencies for effective noise attenuation.
William Kaal, Michael M. Becker, Sarah C. L. Fischer   +2 more
wiley   +1 more source

Indifference Pricing of Weather Derivatives

American Journal of Agricultural Economics, 2008
AbstractWeather derivatives are difficult to price due to the nontradability of weather and the absence of liquid secondary markets for these contracts. We use the concept of indifference pricing to develop a model for calculating the willingness to pay for weather insurance.
Xu, Wei, Odening, Martin, Musshoff, Oliver   +2 more
openaire   +3 more sources