Results 101 to 110 of about 105,782 (293)

Time Integrals Under the Black–Scholes–Merton and Margrabe Economies

Journal of Futures Markets, EarlyView.
ABSTRACT The problem of integrating the Black, Scholes, and Merton (BSM) formula with respect to the time variable is paramount for an economist. Inspired by the real options literature, Shackleton and Wojakowski offer analytic formulae for valuing finite maturity (profit) caps and floors that are contingent on continuous flows following a lognormal ...
José Carlos Dias, Mark B. Shackleton, Fernando Correia da Silva, Rafał M. Wojakowski   +3 more
wiley   +1 more source

تطبيق النماذج المركبة في توفيق بيانات مطالبات التأمينات العامة [PDF]

المجلة العلمية للدراسات والبحوث المالية والتجارية
يهدف هذا البحث إلى استخدام النماذج المركبة للتوزيع اللوغاريتمي الطبيعي- باريتو  (Composite Lognormal-Pareto)  والنماذج المركبة لتوزيع وايبل - باريتو(Composite Weibull -Pareto) في نمذجة بيانات المطالبات في شركات التأمين، ثم المقارنة بين هذه النماذج ...
محمد مسعد المعداوي
doaj   +1 more source

Inconsistency of the Capital Asset Pricing Model in a Multi‐Currency Environment

International Journal of Finance &Economics, EarlyView.
ABSTRACT The capital asset pricing model (CAPM) is a widely adopted model in asset pricing theory and portfolio construction because of its intuitive nature. One of its main conclusions is that there exists a global market portfolio that each rational investor should hold in proportion to the risk‐free asset. In this paper, we demonstrate theoretically
Khalifa Al‐Thani, Domenico Mignacca, Gianluca Fusai, Fabio Caccioli, Guido Germano   +4 more
wiley   +1 more source

Bayesian Model Averaging in Causal Instrumental Variable Models

Journal of Applied Econometrics, EarlyView.
ABSTRACT Instrumental variables are a popular tool to infer causal effects under unobserved confounding, but choosing suitable instruments is challenging in practice. We propose gIVBMA, a Bayesian model averaging procedure that addresses this challenge by averaging across different sets of instrumental variables and covariates in a structural equation ...
Gregor Steiner, Mark Steel
wiley   +1 more source

The two states of Sgr A* in the near-infrared: bright episodic flares on top of low-level continuous variability

, 2010
In this paper we examine properties of the variable source Sgr A* in the near-infrared (NIR) using a very extensive Ks-band data set from NACO/VLT observations taken 2004 to 2009.
A. Goldwurm, Baganoff, Chan, D. Porquet, Dexter, Ding, Do, Do, Dodds-Eden, Dodds-Eden, Eisenhauer, F. Eisenhauer, F. Yusef-Zadeh, G. Bower, G. Trap, Ghez, Ghez, Gillessen, Gillessen, Goldston, H. Bartko, Hornstein, Hornstein, K. Dodds-Eden, Lyubarskii, Meyer, Meyer, O. Pfuhl, R. Genzel, Rank, Reid, S. Gillessen, S. Trippe, T. K. Fritz, T. Ott, Tokunaga, Yuan, Yusef-Zadeh, Yusef-Zadeh, Özel   +39 more
core   +3 more sources

Toward Free‐Breathing Renal CEST MRI: Preclinical Evaluation of a Novel Prospective Respiratory Triggering Approach

Magnetic Resonance in Medicine, EarlyView.
ABSTRACT Purpose Endogenous renal chemical exchange saturation transfer (CEST) imaging enables contrast‐agent‐free assessment of renal metabolism but is highly sensitive to respiratory motion. Existing approaches, such as timed breathing, require high patient compliance or preclinical mechanical ventilation, limiting clinical translation.
Patrik Jan Gallinnis, Martin Duša, Julia Stabinska, Pavla Volešák Francová, Ruslan Garipov, Margarita Tkachenko, Karl Ludger Radke, Gerald Antoch, Alexandra Ljimani, Hans‐Jörg Wittsack, Luděk Šefc, Anja Müller‐Lutz, Vít Herynek   +12 more
wiley   +1 more source

Discrimination between the lognormal and Weibull Distributions by using multiple linear regression

Dyna, 2018
In reliability analysis, both the Weibull and the lognormal distributions are analyzed by using the observed data logarithms. While the Weibull data logarithm presents skewness, the lognormal data logarithm is symmetrical. This paper presents a method to
Jesus Francisco Ortiz-Yañez, Manuel Román Piña Monarrez   +1 more
doaj   +1 more source

Distribution under climate change of Anemone coronaria: linking flower colour and seed dispersal

Nordic Journal of Botany, EarlyView.
Flower colour polymorphism is driven by divergent selection regimes on the colour morphs across time and space. Anemone coronaria, a colour‐polymorphic geophyte with red, purple, and white flowers, displays a geographic pattern along Israel's aridity gradient: polymorphic populations are restricted to Mediterranean climates, while monomorphic‐red ...
Tzlil Labin, Jinlei Zhu, Yuval Sapir, Sissi Lozada‐ Gobilard   +3 more
wiley   +1 more source

Distribution of postpartum blood loss: modeling, estimation and application to clinical trials

Reproductive Health, 2018
o Antecedentes La pérdida de grandes cantidades de sangre después del parto puede llevar a morbilidad y mortalidad materna severas. Entender la naturaleza de la pérdida de sangre postparto es crítico para el desarrollo de técnicas de análisis eficientes ...
José Ferreira de Carvalho, Gilda Piaggio, Daniel Wojdyla, Mariana Widmer, A. Metin Gülmezoglu   +4 more
doaj   +1 more source

Proteome Analysis of Corynebacterium diphtheriae–Macrophage Interaction

PROTEOMICS, EarlyView.
ABSTRACT Contact of Corynebacterium diphtheriae with macrophages induces adaptations on both bacterial and cellular sides. The study presented here was aiming to shed light on the simultaneous intracellular adaptation of the bacteria and changes in the proteome of the phagocytes in response to the internalization of C. diphtheriae.
Luca Musella, Jens Möller, Christopher Lischer, Julio Vera‐Gonzalez, Jörg Hofmann, Lisa Ott, Andreas Burkovski   +6 more
wiley   +1 more source