Results 161 to 170 of about 13,013 (308)

Quadratic Hedging of American Options Under GARCH Models

Journal of Futures Markets, EarlyView.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

Who Knows Best What the Next Year Will Hold for You? The Validity of Direct and Personality‐based Predictions of Future Life Experiences Across Different Perceivers

European Journal of Personality, EarlyView., 2020
Abstract This study explored the validity of person judgements by targets and their acquaintances (‘informants’) in longitudinally predicting a broad range of psychologically meaningful life experiences. Judgements were gathered from four sources (targets, N = 189; and three types of informants, N = 1352), and their relative predictive validity was ...
Nele M. Wessels, Johannes Zimmermann, Daniel Leising, Jan‐Erik Lönnqvist   +3 more
wiley   +1 more source

Fractional dynamics and optical soliton propagation in mono-mode fibers via the Fokas system. [PDF]

Sci Rep
Iqbal N, Aldhabani MS, Alam N, Hamza AE, Mohammed WW, Hamoud AA.   +5 more
europepmc   +1 more source

Coupled Differential-Algebraic Equations Framework for Modeling SixdDegree-of-Freedom Flight Dynamics of Asymmetric Fixed-Wing Aircraft 

Osama A. Marzouk
openalex   +1 more source

Stability analysis of nonlinear delay differential-algebraic equations and of the implicit euler methods

, 2016
Jiang Lan-lan, Jin Xiangying, Leping Sun
openalex   +2 more sources

On the homogenization of partial integro-differential-algebraic equations [PDF]

, 2016
Marcus Waurick
openalex   +1 more source

How (not) to Cage an Electron: The Perfluoro Cage Effect as an Extrinsic Molecular Property

Helvetica Chimica Acta, EarlyView.
A rigorous definition within Kohn–Sham density functional theory is presented for the notion of an caged electron inside perfluorinated fullerenes as radical anions. ABSTRACT The notion of a (molecular) electron cage was coined for the unique hosting capacity of perfluorocubane, suggesting the “encapsulation of an electron” within the highly symmetric ...
Andreas Riedmiller, Christian Mück‐Lichtenfeld, Johannes Neugebauer   +2 more
wiley   +1 more source

<i>P</i>-adic <i>L</i>-functions for GL ( 3 ). [PDF]

Math Ann
Loeffler D, Williams C.
europepmc   +1 more source

Doubtful Receivables' Risk and Its Impact on Stock Returns

Journal of Corporate Accounting &Finance, EarlyView.
ABSTRACT The current research proposes a previously unknown source of risk in relation to companies’ doubtful receivables. Higher relative doubtful receivables present a risk for companies' future cash flows. Hence, the article discusses an innovative risk measure associated with companies’ doubtful receivables.
Roi D. Taussig
wiley   +1 more source

Analytical technique and diverse chaos-identifying tools for the time fractional symmetric regularized long wave equation. [PDF]

Sci Rep
Ullah MS, Hasan MM, Mahbub MA.
europepmc   +1 more source