Results 31 to 40 of about 7,361 (242)

Coherent-Price Systems and Uncertainty-Neutral Valuation

Risks, 2019
This paper considers fundamental questions of arbitrage pricing that arises when the uncertainty model incorporates ambiguity about risk. This additional ambiguity motivates a new principle of risk- and ambiguity-neutral valuation as an extension of the ...
Patrick Beissner
doaj   +1 more source

Martingales-Based ALOHA-Type Grant-Free Access Algorithms for Multi-Channel Networks With mMTC/URLLC Terminals Co-Existence

IEEE Access, 2020
As a simple single-phase transmission strategy, grant-free access is believed to be an effective way to guarantee the stringent quality of service (QoS) requirements for ultra-reliable low-latency communications (URLLCs).
Ruizhe Qi, Xuefen Chi, Linlin Zhao, Wanting Yang   +3 more
doaj   +1 more source

Comparison of Relapse Risk Prediction Models During Active Surveillance in Stage I Seminoma: A Retrospective Multicenter Cohort Study

International Journal of Cancer, EarlyView.
ABSTRACT To improve the prediction of relapse for clinical stage I seminoma, we aimed to validate the Boormans model (incorporating tumor size, rete testis invasion, and lymphovascular invasion) against the conventional classification (tumor size > 4 cm/rete testis invasion).
Andreas Banner, Eveline Daetwyler, Stefanie Fischer, Stephanie Schöpfer‐Schwab, Karl Pemberger, Michael Scholz, Kathrin Olesch, David Oswald, Angelina Strauch, Tim Nestler, Lukas Koren‐Wagner, Robin Zeder, Clemens Mikulits, Sebastian Lenart, Christoph Seidel, Angelika Terbuch   +15 more
wiley   +1 more source

Strong laws of large numbers for arrays of row-wise exchangeable random elements

International Journal of Mathematics and Mathematical Sciences, 1985
Let {Xnk,1≤k≤n,n≤1} be a triangular array of row-wise exchangeable random elements in a separable Banach space.
Robert Lee Taylor, Ronald Frank Patterson   +1 more
doaj   +1 more source

Deepening the real options debate: Real options as dynamic optimization

Strategic Management Journal, EarlyView.
Abstract Research Summary Is real option theory useful for management research? This topic was hotly debated two decades ago. Real options were said to be inapplicable to management research and to lack conceptual distinctiveness. Whereas responses to the claim about the non‐distinctiveness of real options were disparate, the concern about the theory's
Arkadiy V. Sakhartov, Joseph T. Mahoney, Jeffrey J. Reuer   +2 more
wiley   +1 more source

The Heroic Age of Probability: Kolmogorov, Doob, Lévy, Khinchin and Feller

Mathematics
We survey some of the main developments in probability theory during the so-called “heroic age”; that is, the period from the nineteen twenties to the early nineteen fifties.
Andrew J. Heunis
doaj   +1 more source

Subcomputable Schnorr Randomness [PDF]

Logical Methods in Computer Science, 2017
The notion of Schnorr randomness refers to computable reals or computable functions. We propose a version of Schnorr randomness for subcomputable classes and characterize it in different ways: by Martin L\"of tests, martingales or measure computable ...
Claude Sureson
doaj   +1 more source

Who Moves First? Price Discovery by Institutional and Retail Investors

Accounting &Finance, EarlyView.
ABSTRACT This paper uses 77 million Finnish trades, classified as foreign institutional or domestic retail, to examine the drivers of price discovery. The results show that foreign institutional investors dominate price discovery overall, including during the Global Financial Crisis. Their informational advantage is explained by buy‐ and sell‐initiated
Zheng Wu, P. Joakim Westerholm, Shumi Akhtar   +2 more
wiley   +1 more source

Distance from fractional Brownian motion with associated Hurst index $0\mathrm{<}\mathit{H}\mathrm{<}1\mathrm{/}2$ to the subspaces of Gaussian martingales involving power integrands with an arbitrary positive exponent

Modern Stochastics: Theory and Applications, 2020
We find the best approximation of the fractional Brownian motion with the Hurst index $H\in (0,1/2)$ by Gaussian martingales of the form ${\textstyle\int _{0}^{t}}{s^{\gamma }}d{W_{s}}$, where W is a Wiener process, $\gamma >0$.
Oksana Banna, Filipp Buryak, Yuliya Mishura   +2 more
doaj   +1 more source

Idiosyncratic asset return and wage risk of US households

Economic Inquiry, Volume 63, Issue 2, Page 636-657, April 2025.
Abstract This paper documents the degree of idiosyncratic asset return heterogeneity, serial correlation, and correlation with wage heterogeneity for US households. Novel panel‐data measurements for returns on household assets are proposed. Sizable transitory idiosyncratic return heterogeneity is documented to exist concurrently with permanent ...
Stephen Snudden
wiley   +1 more source