Results 211 to 220 of about 7,331,913 (294)

The Role of Variance Risk Premium in Derivative Pricing: Modeling, Estimation and Impact

Journal of Futures Markets, EarlyView.
ABSTRACT This paper estimates a model where variance risk premiums (VRP) is not fully explained by equity risk premiums (ERP). This separation can be detected thanks to a new breed of GARCH models with enough innovations to disconnect returns from variances. This type of risk‐neutralization is compatible with continuous‐time settings.
Marcos Escobar‐Anel, Lars Stentoft, Xize Ye   +2 more
wiley   +1 more source

Stability and Hopf bifurcation analysis of a fractional-order Filippov prey-predator model with prey refuge and fear effects. [PDF]

Sci Rep
Nadeem M, Ramesh P, Sambath M, Alsayaad Y.   +3 more
europepmc   +1 more source

Shape of Yield Curves Under Instrument‐Based Parallel Shifts

Journal of Futures Markets, EarlyView.
ABSTRACT This paper studies the shape of zero and par yield curves through the carry and convexity of zero‐bond and par–swap butterflies under instrument‐based parallel shifts: the component instruments are held fixed, and each instrument's own quote receives the same additive shock.
Jian Sun
wiley   +1 more source

Phylogenetic Network Models as Graphical Models. [PDF]

Bull Math Biol
Sullivant S.
europepmc   +1 more source

Creation of a Landslide Susceptibility Map Using Short‐Term Data From the July 2018 Heavy Rainfall in Southern Hiroshima Prefecture

Geological Journal, EarlyView.
This work advances landslide susceptibility mapping by incorporating short‐term trigger data with landscape susceptibility mapping. We also examine the importance of downsampling, watershed delineation and geospatial correlations in evaluating outcomes.
Kanta Kotsugi, Ting Liu, Toshiro Hata, Rebecca Muenich   +3 more
wiley   +1 more source

The Scaling Limit of Random Two-Connected Series-Parallel Maps. [PDF]

J Theor Probab
Amankwah D, Björnberg J, Stefánsson SÖ, Stufler B, Turunen J.   +4 more
europepmc   +1 more source

Characterization of Perineural Invasion Parameters for Risk Stratification in Oral Squamous Cell Carcinoma

Head &Neck, EarlyView.
ABSTRACT Background Perineural invasion (PNI) is an established adverse prognostic factor in oral squamous cell carcinoma (OSCC), but the implications of its extent as well as its relationship with surgical margin status and the extent of microscopic tumor spread remain unclear.
Michael A. Müller, Muriel D. Brada, Niels J. Rupp, Cosima E. Riemenschnitter, Simon Müller, Alexander M. Huber, Panagiotis Balermpas, Grégoire B. Morand   +7 more
wiley   +1 more source

Evolution of a trait distributed over a large fragmented population: propagation of chaos meets adaptive dynamics. [PDF]

J Math Biol
Lambert A, Leman H, Morlon H, Tchouanti J.   +3 more
europepmc   +1 more source

Revisiting the Nexus Between Trade Liberalisation and Income Inequality: The Case of Sub‐Saharan African Countries

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper examines the impact of trade liberalisation on income inequality across 24 Sub‐Saharan African (SSA) countries from 2000 to 2020. Using IV‐Tobit and 2SLS models, we consistently find that greater trade openness significantly exacerbates inequality in the region. Critically, we document an inverted U‐shaped relationship between trade
Guivis Zeufack Nkemgha, Le Roi Nso Fils, Ulrich Kevin Kamwa   +2 more
wiley   +1 more source

Coupled SDE-ODE Modeling of Tumor-Immune Dynamics to Infer Biomarker Release. [PDF]

Bull Math Biol
Shrestha P, Fan Y, George JT.
europepmc   +1 more source