Quadratic Hedging of American Options Under GARCH Models
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
Optimal Banking Sector Recapitalization [PDF]
Government-financed bank restructuring programs, occasionally costing up to 50% of GDP, are commonly used to resolve banking crises. We analyze the Ramsey-optimal paths of bank recapitalization programs that weigh recapitalization benefits and costs ...
Oviedo, P. Marcelo, Sikdar, Shiva
core
Involuntary Clozapine Treatment: A Systematic Review
ABSTRACT Introduction We aimed to synthesize the information relevant for clinical practice on involuntary clozapine treatment. Methods Articles were identified with MEDLINE, Web of Sciences and PsycINFO search from inception through September 2025 (PROSPERO database registration CRD420251234475).
Hélène Verdoux +2 more
wiley +1 more source
Summary Introduction Injectable medicines represent a significant proportion of the annual medicines expenditure of the NHS in England, totalling £7 billion ($9.4 billion, €8.0 billion) in 2023. This represents approximately 70% of hospital medicines spending and includes essential treatments delivered at the point of care, such as chemotherapy ...
Suzanne Al‐Rawi +2 more
wiley +1 more source
Large capital infusions, investor reactions, and the return and risk performance of financial institutions over the business cycle and recent finanical crisis [PDF]
The authors examine investors' reactions to announcements of large seasoned equity offerings (SEOs) by U.S. financial institutions (FIs) from 2000 to 2009.
Elyas Elyasiani +2 more
core
Pathways to care among women hospitalized with severe abortion complications in Bangui, Central African Republic, a conflict-affected urban setting: qualitative results of the AMoCo (abortion-related morbidity and mortality in conflict-affected and fragile settings) study. [PDF]
Fetters T +13 more
europepmc +1 more source
ABSTRACT Rationale This paper reports results of research undertaken with an Australian sample of people with epilepsy (PWE) of the impact of low income on their Quality of Life (QoL) level of Social Support and important life aspects. Aims and Objectives Australian GPs have up to 10 PWE on their books.
Christine Walker, Chris L. Peterson
wiley +1 more source
Global Imbalances, Declining Hegemony and the Need for a New Global Governance [PDF]
The objective of the paper is to show that the recovery from the current economic crisis in US and in EU requires a new policy paradigm and a new global governance.
Pasquale Tridico
core
Determinants of untimely receipt and non-receipt of routine childhood immunisation in Ebonyi state based on the Adapted Omale INDEPT FORCIS Framework and recommendations for policy and practice: a qualitative study. [PDF]
Omale UI +6 more
europepmc +1 more source
Prejudicial but not unduly so? Addressing the epistemic and non‐epistemic dangers of rap evidence
Abstract Recent years have seen mounting concern about the use of rap music as evidence in criminal proceedings, alongside an ever‐increasing number of cases involving ‘rap evidence’. Yet, while rap music is widely recognized to be highly prejudicial as evidence in court, little is known about how ‘prejudicial effect’ is, or should be, conceptualized ...
ABENAA OWUSU‐BEMPAH
wiley +1 more source

