Results 111 to 120 of about 55,566 (250)
Pricing Derivatives with Optimized Gaussian Mixture
, 2014 학위논문 (박사)-- 서울대학교 대학원 : 경영학과, 2014. 8. 조재호.Mandelbrot (1963)과 Fama (1965) 이래로 금융상품의 수익률이 정규분포보다 꼬리가 무거운 확률분포를 따른다는 것이 알려져 있다. 그럼에도 불구하고, 수 많은 연구들이 수학적 편의성에 의해서 수익률이 정규분포를 따른다는 가정을 바탕으로 이론을 전개한다.
차승연
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Advanced Functional Materials, EarlyView.A family of amorphous palladium‐based multi‐component phosphides nanoparticles, synthesized via a robust one‐step wet‐chemical method, overcoming the immiscibility of different elements and the difficulty in forming a stable, disordered structure. When applied in the electrochemical nitrate reduction reaction, these nanocatalysts effectively suppress ...
Lei Xu +20 more
wiley +1 more source
Boundary–crossing probabilities for stochastic processes and their applications [PDF]
In this thesis, we focus on the problem that a stochastic process crossing (or not crossing) upper and/or lower deterministic boundaries and its application in statistics, inventory management, finance, risk and ruin theory and queueing. In Chapter 2, we
Tan, S.
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Decellularized Extracellular Matrix (dECM) in Tendon Regeneration: A Comprehensive Review
Advanced Healthcare Materials, EarlyView.Decellularized Extracellular Matrix (dECM) offers a promising solution by replicating the native tendon microenvironment and promoting regeneration. This review highlights advances in the decellularization methods, as well as their integration with emerging technologies and translational progress in tendon tissue engineering.
Kumaresan Sakthiabirami +4 more
wiley +1 more source
PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS
We analyze the performance of robust hedging strategies of digital double barrier options of Cox and Obłój (2011) against that of traditional hedging methods such as delta and delta/vega hedging.
FRÉDÉRIK ULMER, JAN OBŁÓJ
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Pricing path dependent options under variance gamma dynamics
, 2007 Word processed copy. Includes bibliographical references (leaves 82-83)
Anderson, Craig
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Advanced Healthcare Materials, EarlyView.A multivalent DNA nanostructure‐enabled lateral flow assay was developed for rapid, ultrasensitive detection of porcine epidemic diarrhea virus (PEDV) nucleocapsid protein. Designer net‐shaped DNA nanostructures (DNA‐Net) presenting PEDV‐specific aptamers achieved ~1000‐fold enhanced binding, enabling detection of viral copies with Ct ≤ 37.42 within 10
Saurabh Umrao +9 more
wiley +1 more source
Advanced Healthcare Materials, EarlyView.This study presents a bioengineered assembloid (ASM) system combining glioblastoma (GBM) cells in oxidized alginate (OA) microgels with dorsal organoids (DOs). This model simulates brain tumor‐host interactions, revealing enhanced GBM invasion, altered gene expression, and aggressive infiltration patterns, demonstrating ASM as a valuable platform for ...
Chao Liang +17 more
wiley +1 more source
Avaliação de Double Barrier Options
, 2010 Tese de mestrado, Matemática Financeira, Universidade de Lisboa, Faculdade de Ciências ...
openaire +1 more source
Integrated Visible Light and Oxidant Protection Through Multifunctional Sunscreens
Advanced Healthcare Materials, EarlyView.High‐energy visible radiation (HEVR), although less energetic than UV light, penetrates deeper into the skin and contributes to photoaging, pigmentation disorders, and oxidative stress. The development of new HEVR‐targeted filters, therefore, represents not only a scientific challenge but also a pressing public health and cosmetic industry need.
Beatriz Peñín +3 more
wiley +1 more source