Results 121 to 130 of about 404,944 (276)

Quadratic Hedging of American Options Under GARCH Models

Journal of Futures Markets, EarlyView.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

Towards an intelligent energy conservation approach for context-aware systems in smart environments

Frontiers in Computer Science
A smart personal space is a context-aware system that recognizes situations using contextual data. A user interacts within the personal space using smart devices that are mobile, and run-on batteries that have limited power.
Umar Mahmud, Shariq Hussain, Tehmina Karamat   +2 more
doaj   +1 more source

Analysing the Drivers of Cropland Footprint in Leading Agricultural Nations: Evidence From MMQR Approach

Geological Journal, EarlyView.
ABSTRACT Climate change represents the biggest current challenge for us and for future generations. Its impact on agriculture is undeniable, considering the food security goal. Thus, the cropland footprint has been distinguished as a comprehensive index for assessing the impact of environmental changes in agricultural areas determined by the increased ...
Ibrahim Cutcu, Magdalena Radulescu
wiley   +1 more source

Evolutionary patterns and structural divergence of CENH3 in legumes: Implications for haploid induction breeding

Grassland Research, EarlyView.
From structure to application: evolutionary insights and genome editing strategies for CENH3‐mediated haploid induction in legumes. Abstract Background The centromeric histone variant CENH3 is crucial for chromosome segregation and haploid induction in plants, yet its evolutionary patterns in legumes remain poorly characterized. Methods We investigated
Jialiang Zhou, Kai Wang
wiley   +1 more source

Prognostic Impact of Anterior Commissure Involvement on Treatment Failure in Early‐Stage Glottic Carcinoma Treated With Definitive Radiotherapy: A Univariate and Multivariate Meta‐Analysis

Head &Neck, EarlyView.
ABSTRACT Background Early‐stage glottic carcinoma is characterized by high cure rate, but about 10% of patients still develop local recurrence after radiotherapy (RT). Although advances in local therapies have markedly improved larynx preservation, anterior commissure involvement (ACI) may worsen outcomes yet remains insufficient to fully guide ...
Francesca De Felice, Luca Passalacqua, Giuseppe Sanguineti   +2 more
wiley   +1 more source

Risk Transmission and Co‐Movements Between Financial Markets and Commodity Markets in the COVID‐19 Period

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines risk transmission and co‐movements between financial markets (G7 countries and China) and commodity markets (gold and oil) during the COVID‐19 crisis. Daily closing prices for major equity indices (CAC40, CSI300, DAX30, FTSE100, MIB, NIKKEI, TSX and S&P500) and futures prices for gold, brent and WTI were analysed using DCC ...
V. Moutinho, H. Oliveira, M. Neves, J. Monteiro   +3 more
wiley   +1 more source

Etymologia: Markov Chain Monte Carlo

Emerging Infectious Diseases, 2019
Ronnie Henry
doaj   +1 more source

Technological Evolution in Fintech: A Decadal Scientometric and Systematic Review of Developments and Criticisms

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study aims to classify pivotal fintech innovations and explore the prospects and pitfalls associated with emerging fintech services extensively discussed in the literature. We conducted a multistage systematic review of research published on fintech over the past decade from a technological perspective. Using the Preferred Reporting Items
Muhammad Imran Qureshi, Nohman Khan
wiley   +1 more source

A quantum parallel Markov chain Monte Carlo. [PDF]

J Comput Graph Stat, 2023
Holbrook AJ.
europepmc   +1 more source

Intrinsic Markov Chains [PDF]

Transactions of the American Mathematical Society, 1964
openaire   +1 more source