Results 161 to 170 of about 150,661 (326)

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

Exponential rate of convergence for some Markov operators [PDF]

, 2013
Hanna Wojewódka–Ściążko
openalex   +1 more source

Adherens junction protein expression is associated with poor response to neoadjuvant FLOT chemotherapy and pro‐inflammatory tumor microenvironment in esophageal adenocarcinoma

International Journal of Cancer, EarlyView.
What's New? Esophageal adenocarcinoma (EAC) is an aggressive cancer with poor survival and variable response to perioperative chemotherapy. Although histopathological features correlate with outcomes, the relationship specifically between adherens junction (AJ) protein expression and treatment response in EAC remains uncertain.
Bastian Grothey, Heike Löser, Tillmann Bedau, Wolfgang Schröder, Christiane J. Bruns, Thomas Zander, Max Krämer, Reinhard Büttner, Alexander Quaas   +8 more
wiley   +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

Continuous selections of Borel measures, positive operators and degenerate evolution problems

Journal of Numerical Analysis and Approximation Theory, 2007
In this paper we continue the study of a sequence of positive linear operators which we have introduced in [9] and which are associated with a continuous selection of Borel measures on the unit interval.
Francesco Altomare, Vita Leonessa
doaj  

Industry Portfolio Volatility Connections and Industry Portfolio Returns

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper tracks dynamic connections that form among daily US industry portfolio return volatilities using a Bayesian time‐varying parameter VAR model. Market participants often focus on sectors to filter vast amounts of information, and this focus results in cross‐industry return predictability. We characterise connections that form over the
Michael Ellington, Michalis Stamatogiannis, Yawen Zheng   +2 more
wiley   +1 more source

Trajectory Prediction for Robot Navigation using Flow-Guided Markov Neural Operator [PDF]

, 2023
Rashmi Bhaskara, Hrishikesh Viswanath, Aniket Bera   +2 more
openalex   +1 more source

Arbuscular mycorrhizal fungal community abundance, functions, and symbiotic interactions revealed by root metatranscriptomes

iMetaOmics, EarlyView.
Paradigm shift: PCR‐free methods reveal 6–15‐fold higher arbuscular mycorrhizal (AM) fungal abundance than metabarcoding, exposing systematic underestimation across decades of research. Predictive power: AM fungal abundance serves as a community‐level trait that predicts crop yield under drought conditions.
Peilin Chen, John W. Taylor, Cheng Gao
wiley   +1 more source

Quantum speedup for nonreversible Markov chains. [PDF]

Nat Commun
Claudon B, Piquemal JP, Monmarché P.
europepmc   +1 more source

The ODE Method and Spectral Theory of Markov Operators [PDF]

, 2002
Jianyi Huang, Ioannis Kontoyiannis, Sean Meyn   +2 more
openalex   +1 more source