Results 151 to 160 of about 5,037,686 (305)
A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes [PDF]
In this paper we show that in the lognormal discrete-time stochastic volatility model with predictable conditional expected returns, the conditional expected value of the discounted payoff of a European call option is infinite. Our empirical illustration
Anna Pajor
core
Digital Cognitive Testing in Mitochondrial Disease: Validity and Challenges for Clinical Trial Use
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Background Primary mitochondrial disease is a group of genetic disorders caused by pathogenic variants in nuclear or mitochondrial DNA, often resulting in progressive neurodegeneration and cognitive decline. Current management is primarily supportive, though recent research offers hope for disease‐modifying treatments in the future.
Oksana Pogoryelova +9 more
wiley +1 more source
Option Pricing: Real and Risk-Neutral Distributions [PDF]
The central premise of the Black and Scholes [Black, F., Scholes, M. (1973). The pricing of options and corporate liabilities. Journal of Political Economy 81, 637–659] and Merton [Merton, R. (1973). Theory of rational option pricing.
Jackwerth, Jens Carsten +2 more
core
Deep Learning Pose Estimation for Phenotyping of Co‐Occurring Hyperkinetic Movement Disorders
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective To explore whether routine outpatient video combined with deep learning‐based pose estimation and clinically interpretable kinematic features can support multi‐label phenotyping of co‐occurring hyperkinetic movement disorders (HMDs).
Laura Cif +17 more
wiley +1 more source
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Background Hereditary Spastic Paraplegia (HSP) comprises a group of rare genetic diseases characterized by length‐dependent axonal degeneration of the corticospinal tracts and dorsal columns, whose main clinical feature is spastic gait. Pathogenic variants in the SPG4 gene cause Spastic Paraplegia Type 4 (SPG4‐HSP), the most common form of HSP.
Gaia Fattorini +12 more
wiley +1 more source
Quantum computing in finance: a literature review and future directions for trustworthy financial AI. [PDF]
Front Artif IntellMuzzioli S +4 more
europepmc +1 more source
Martingalized Historical approach for Option Pricing [PDF]
In a discrete time option pricing framework, we compare the empirical performance of two pricing methodologies, namely the affine stochastic discount factor (SDF) and the empirical martingale correction methodologies.
Dominique Guegan +2 more
core
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective To describe long‐term outcomes after anti‐CD20 discontinuation in selected patients with secondary progressive multiple sclerosis (SPMS) who remained without subsequent disease‐modifying therapy (DMT). Methods We retrospectively analyzed data from four centers in Austria and Switzerland.
Ferdinand Otto +12 more
wiley +1 more source
“Low‐Positive” MOG‐IgG Cases Among Adults With a First Event Suggestive of Multiple Sclerosis
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective To determine the prevalence and clinical characteristics of patients with “low‐positive” (LP) MOG‐IgG (titres 1:160–1:320) among adults with a first demyelinating event (FDE) suggestive of multiple sclerosis (MS). Methods From the Barcelona CIS inception cohort, we included adult patients with serum collected ≤ 6 months from the FDE.
Javier Villacieros‐Álvarez +29 more
wiley +1 more source