Results 141 to 150 of about 46,157 (263)

Copulas and Dependence models in Credit Risk: Diffusions versus Jumps [PDF]

open access: yes
The most common approach for default dependence modelling is at present copula functions. Within this framework, the paper examines factor copulas, which are the industry standard, together with their latest development, namely the incorporation of ...
Elisa Luciano
core  

Holding out on restructuring negotiations: A legal analysis over Finnish and Swedish legislation

open access: yesInternational Insolvency Review, EarlyView.
Abstract This article examines how Finnish and Swedish restructuring laws create opportunities for creditors to hold out on restructuring negotiations. Using Anthony Casey's new bargaining theory and the traditional creditors' bargain model as analytical frames, the study argues that holdouts arise when ex ante rights – particularly security interests,
Anssi Kärki
wiley   +1 more source

Sometimes Hot, Sometimes Not: The Relations Between Selected Situational Vocational Interests and Situation Perception

open access: yesEuropean Journal of Personality, EarlyView., 2020
Abstract Vocational interests are traditionally conceived as stable preferences for different activities. However, recent theorizing suggests their intraindividual variability. This preregistered experience sampling study examined intraindividual variation in selected vocational interests states and related situation and person factors (N = 237 ...
Lena Roemer   +3 more
wiley   +1 more source

Residence Near Agricultural Crops at Birth and Risk of Adult Testicular Germ Cell Tumors: A French Nationwide Case–Control Study Using Historical Aerial GIS Data

open access: yesInternational Journal of Cancer, EarlyView.
As the incidence of testicular germ cell tumors (TGCTs) rises, prenatal exposure to agricultural pesticides may represent an important risk factor. Here, geographic information system‐based measures of farmland proximity at birth were used as a proxy for early‐life pesticide exposure in France, a major pesticide consumer.
Aurélie M. N. Danjou   +75 more
wiley   +1 more source

Stochastic Analysis for Lévy Processes

open access: yes, 2015
Diese Arbeit liefert neue Resultate in drei Bereichen der Stochastischen Analysis für Lévy-Prozesse: In einem ersten Teil werden quadratintegrable Zufallsvariablen, deren Zufälligkeit von einem reellwertigen Lévy-Prozess herrührt, hinsichtlich ihrer ...
Baumgartner, Florian
core   +1 more source

LÉVY-COPULA-DRIVEN FINANCIAL PROCESSES

open access: yes, 2006
This paper proposes a general non-Gaussian Ornstein-Uhlenbeck model for a joint financial process based on marginal Lévy measures joined by a Lévy copula.
Kettler, Paul C.
core  

Optical Genome Mapping Reveals Frequent Cryptic Structural Aberrations in Normal Karyotype Acute Myeloid Leukemia

open access: yesInternational Journal of Cancer, EarlyView.
Acute myeloid leukemia adult cases often appear cytogenetically normal when analyzed with conventional karyotyping. However, acquired structural variants may escape routine detection. Here, optical genome mapping detected diverse genomic alterations in nearly half of the analyzed cytogenetically normal cases.
Tuuni Turtinen   +7 more
wiley   +1 more source

‘Pre‐Technologies’ and the Lifeworld: Assistive Technologies as ‘Pre‐Technologies’ for Self‐Formation as Freedom

open access: yesJournal of Applied Philosophy, EarlyView.
ABSTRACT This article identifies assistive technologies (ATs) as ‘pre‐technologies’ mediating access to other technologies for disabled subjects (DSs). The motivation is to show that without ATs, DSs cannot be said to have the same level of access to freedom and self‐forming activities as able‐bodied subjects.
Sarel Marais
wiley   +1 more source

Characterization of dependence of multidimensional Lévy processes using Lévy copulas

open access: yes
This paper suggests Lévy copulas in order to characterize the dependence among components of multidimensional Lévy processes. This concept parallels the notion of a copula on the level of Lévy measures. As for random vectors, a version of Sklar's theorem
Kallsen, Jan, Tankov, Peter
core  

Spectral calibration of exponential Lévy Models [2] [PDF]

open access: yes
The calibration of financial models has become rather important topic in recent years mainly because of the need to price increasingly complex options in a consistent way.
Denis Belomestny, Markus Reiß
core  

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