Results 31 to 40 of about 46,157 (263)
BSDEs and log-utility maximization for Lévy processes
Modern Stochastics: Theory and Applications, 2019 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
Option Pricing by Willow Tree Method for Generalized Hyperbolic Lévy Processes
Journal of Mathematics, 2023 In this paper, a new approach is proposed to construct willow tree (WT) for generalized hyperbolic (GH) Lévy processes. There are two advantages of our proposed approach compared to the classical WT methods.
Hongying Wu, Zhiqiang Zhou, Caijuan Kang
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Characterization of Dependence of Multidimensional Lévy Processes Using Lévy Copulas [PDF]
, 2006 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, J.; Tankov, P.
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Διαδικασίες Lévy και θεωρία ρίσκου
, 2023 This thesis is dedicated to the study of Lévy processes and their applications to Risk theory. A quick and accurate recount of some prerequisites and notions is provided at the start.
Antoniadis, Ioannis +1 more
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On stochastic integration for volatility modulated Levy-driven Volterra processes [PDF]
, 2013 10.08.12 KB. Copyright belongs with authors submitted to arXiv under CC licence. Ok to add to Spiral.This paper develops a stochastic integration theory with respect to volatility modulated Lévy-driven Volterra () processes.
Barndorff-Nielsen, OE +3 more
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Validity of a Wearable Digital Insole for Assessing Gait ON and OFF in Parkinson's Disease
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Gait impairment is a distinctive symptom of Parkinson's disease that negatively impact mobility. We assessed the validity of wearable digital insoles against a validated reference gait analysis system for measuring select gait characteristics in patients with Parkinson's disease. Methods A comparative analysis between digital insoles
Deborah A. Hall +16 more
wiley +1 more source
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT In recent decades, agriculture has become increasingly concentrated through horizontal mergers and acquisitions via corporate entities, and policy makers are concerned this will be exacerbated by the aging population of farm operators. To reduce market concentration in agriculture, many states have enacted policies to entice new prospective ...
Justin M. Ross +2 more
wiley +1 more source
Price Premiums for Single‐Name and Compound‐Name Geographical Indications in Swiss Cheese Trade
Agribusiness, EarlyView.ABSTRACT Geographical indications (GIs) have become increasingly important in agri‐food markets, especially in Europe. For Swiss cheese imports and exports, we analyze whether GIs are associated with higher trade prices. We find that price premiums can be obtained for both exports and imports. However, this is only the case for cheeses with single name
Judith Irek
wiley +1 more source
Testing the Marketing Performance of German Wheat Farmers
Agribusiness, EarlyView.ABSTRACT This paper analyses the marketing performance of wheat farmers in Germany. Wheat sales data from 465 individual farms over a 12‐year period are used to test against different market benchmarks. Market benchmarks are constructed by simulating passive trading agents using regional wheat prices.
Franziska Potts, Jens‐Peter Loy
wiley +1 more source
Developmental and Phenotypic Outcomes in Mild Phenylalanine Hydroxylase Deficiency
American Journal of Medical Genetics Part A, EarlyView.ABSTRACT Benign hyperphenylalaninemia (bHPA) is defined as elevated phenylalanine (Phe) levels remaining ≤ 360 μmol/L (6 mg/dL) and not requiring medical intervention. Individuals with bHPA may demonstrate a rise in their Phe levels > 360 μmol/L, effectively developing a mild PKU phenotype requiring therapy to prevent neurocognitive complications. This
Aaron Williams +8 more
wiley +1 more source