Results 21 to 30 of about 1,132,913 (160)
Pricing and hedging of arithmetic Asian options via the Edgeworth series expansion approach
Journal of Finance and Data Science, 2016 In this paper, we derive a pricing formula for arithmetic Asian options by using the Edgeworth series expansion. Our pricing formula consists of a Black-Scholes-Merton type formula and a finite sum with the estimation of the remainder term.
Weiping Li, Su Chen
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Hybrid reliability analysis of structural fatigue life: Based on Taylor expansion method
Advances in Mechanical Engineering, 2016 A new method for computing the failure probability of the fatigue life is proposed, dealing with uncertain problems with both random and interval variables. Using a Taylor expansion and the concept of statistical moment, the first four central moments of
Guangwei Meng +3 more
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A conversation with James V. Zidek
Canadian Journal of Statistics, EarlyView.AbstractThis article documents a series of exchanges between the authors and the senior Canadian statistician Jim Zidek in early 2026. The interview traces his life trajectory, surveying his principal contributions to statistics while offering insights into his motivations, successes, and challenges. Zidek is a Fellow of the Royal Society of Canada and
Christian Genest, Nancy E. Heckman
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Journal of Anatomy, EarlyView.The trigeminal nerve of the rat (Rattus norvegicus) and its relationship with different masticatory muscles. dig, digastric nerve; ep, external pterygoid nerve; ip, internal pterygoid nerve; maadm, branch of the masseteric nerve for the anterior deep masseter; mapdm, branches of the masseteric nerve for the posterior deep masseter; masm, branch of the ...
Lionel Hautier +5 more
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Re-Examining Confidence Intervals for Ratios of Parameters
EconometricsThis paper considers the problem of constructing confidence intervals (CIs) for nonlinear functions of parameters, particularly ratios of parameters a common issue in econometrics and statistics.
Zaka Ratsimalahelo
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On Testing for Independence Between Generalized Error Models of Several Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility models and regime‐switching models with possibly zero‐inflated regimes.
Kilani Ghoudi +2 more
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Modulating Hunting Atmospheres: Mud and Material Flows Beyond the Kill
American Anthropologist, Volume 128, Issue 3, Page 629-639, September 2026.ABSTRACT This article argues that hunting is not a bounded event but a materially redistributed atmosphere that extends beyond the kill and across field, truck, clothing, and home. Drawing on long‐term ethnographic fieldwork with wild boar hunters in Uruguay, I show how mud, odors, blood, and bodily residues carry the sensory, affective, and material ...
Juan Martin Dabezies
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Approximations to distribution of median in stratified samples
Lietuvos Matematikos Rinkinys, 2011 We consider an Edgeworth type approximation to the distribution function of sample median in the case of stratified samples drawn without replacement. We give explicit expression of this approximation, and also its empirical version based on bootstrap ...
Andrius Čiginas, Tomas Rudys
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Bayesian Estimation of the Binomial Parameter in Adaptive Designs With Treatment Selection
Statistics in Medicine, Volume 45, Issue 18-19, August 2026.ABSTRACT It is well‐known that results from adaptive multi‐arm experiments with treatment selection are subject to the bias of the selection process. In this article, we consider designs with a binary outcome that begin with randomized parallel arms.
Pierre Bunouf, Jean‐Marie Boher
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Detecting Informed Trading Risk from Undercutting Activity
The Journal of Finance, Volume 81, Issue 4, Page 2109-2164, August 2026.ABSTRACT We introduce a simple measure of informed trading risk, QIDres$QID^{res}$, the residual to liquidity quote‐improvement‐to‐deterioration ratio times −1$-1$. When facing with increased informed trading risk, liquidity providers compete less to provide liquidity, reducing their undercutting activity. Reductions in undercutting leave footprints in
YASHAR H. BARARDEHI +2 more
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