Results 81 to 90 of about 114,748 (228)
A Proposal of Portfolio Choice for Infinitely Divisible Distributions of Assets Returns [PDF]
In the paper we present a proposal of augmenting portfolio analysis for the infinitely divisible distributions of returns - so that the prices of assets can follow Lévy processes.
Kliber, Pawel
core +1 more source
Distal femoral morphology as a risk factor for osteoarthritis
Abstract Osteoarthritis (OA) is a leading cause of disability affecting millions of adults in the United States, commonly resulting in the need for total knee arthroplasty (TKA) to restore mobility and quality of life. This study investigates potential differences in baseline distal femoral shape between individuals who received TKA due to OA and a ...
Haley Horbaly
wiley +1 more source
Objective To estimate the effect of time from symptom onset to start of biologic treatment on achieving inactive arthritis within six months in a cohort of patients with juvenile idiopathic arthritis (JIA). Methods The international UCAN CAN‐DU study prospectively enrolled patients with JIA across Canada and the Netherlands.
Jelleke B. de Jonge +102 more
wiley +1 more source
From Local Volatility to Local Levy Models. [PDF]
We define the class of local Lévy processes. These are Lévy processes time changed by an inhomogeneous local speed function. The local speed function is a deterministic function of time and the level of the process itself. We show how to reverse engineer
Carr, Peter +3 more
core
BSDEs and log-utility maximization for Lévy processes
In this paper we establish the existence and the uniqueness of the solution of a special class of BSDEs for Lévy processes in the case of a Lipschitz generator of sublinear growth.
Paolo Di Tella, Hans-Jürgen Engelbert
doaj +1 more source
Abstract It is likely existing anatomical illustrations are often used as the basis for new illustrative works, given not all illustrators have access to human tissues, bodies, or prosections on which to base their illustrations. Potential issues arise with this practice in the realms of copyright infringement and plagiarism when authors are seeking to
Jon Cornwall +7 more
wiley +1 more source
Duality and Derivative Pricing with Lévy Processes [PDF]
The aim of this work is to use a duality approach to study the pricing of derivatives depending on two stocks driven by a bidimensional Lévy process. The main idea is to apply Girsanov's Theorem for Lévy processes, in order to reduce the posed problem to
Ernesto Mordecki, José Fajardo
core
Body donor programs in Australia and New Zealand: Current status and future opportunities
Abstract Body donation is critical to anatomy study in Australia and New Zealand. Annually, more than 10,000 students, anatomists, researchers, and clinicians access tissue donated by local consented donors through university‐based body donation programs. However, little research has been published about their operations.
Rebekah A. Jenkin, Kevin A. Keay
wiley +1 more source
Markov Regime Switching of Stochastic Volatility Lévy Model on Approximation Mode
This paper deals with financial modeling to describe the behavior of asset returns, through consideration of economic cycles together with the stylized empirical features of asset returns such as fat tails.
Arthit Intarasit
doaj +1 more source
Abstract A lack of minimum legal standards for body donation programs undermines recent strides by anatomy professionals to promote ethical best practices in the United States (US). In particular, the commercialization of the dead by nontransplant tissue banks poses a risk to the public trust in academic body donation programs.
Laura E. Johnson
wiley +1 more source

