Quadratic Hedging of American Options Under GARCH Models
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
Mean-field theory of the general-spin Ising model. [PDF]
Waldorp L, Pham T, van der Maas HLJ.
europepmc +1 more source
Multifactorial Screening for Fine‐Scale Selection of CCS Industrial Clusters and Hubs in Brazil
ABSTRACT As Brazil moves toward implementing its decarbonization commitments, carbon capture and storage (CCS) hubs are emerging as a key pathway for large‐scale CO2 abatement in hard‐to‐abate sectors. This paper presents a multifactorial, data‐driven framework to screen and prioritize potential CCS industrial clusters and hubs across Brazilian regions,
Gustavo P. Oliveira +5 more
wiley +1 more source
Development of health emergency response capability evaluation framework for primary health institutions in metropolis: based on Delphi method and analytic hierarchy process. [PDF]
Li Q +10 more
europepmc +1 more source
Geographic and Institutional Patterns of Transoral Robotic Surgery in Head and Neck Cancer
ABSTRACT Introduction Transoral robotic surgery (TORS) is increasingly used for oropharyngeal squamous cell carcinoma (OPSCC), yet national patterns of TORS availability for Medicare beneficiaries are not well defined. We characterized hospital type, geographic distribution, and market concentration of TORS.
Daniel Gilmore +9 more
wiley +1 more source
Exploring and enhancing community awareness on antimicrobial resistance: perspectives from world antimicrobial resistance awareness week celebration in Ghana. [PDF]
Loglo AD +24 more
europepmc +1 more source
ABSTRACT Background Expiratory muscle strength training (EMST) is a non‐invasive, evidence‐based treatment that is used to improve swallowing in head and neck cancer (HNC) survivors. This prospective, pilot implementation study evaluated the feasibility, acceptability, and potential clinical effectiveness of a novel student‐led tele‐EMST program for ...
Katrina Blyth +4 more
wiley +1 more source
From Mary Shelley to Netflix: a Pan-European perspective on public communication of neuroscience and neurotechnology. [PDF]
Gallar Martínez ÁC +1 more
europepmc +1 more source
Malignant Transformation of Oral Epithelial Dysplasia in Southern Finland
ABSTRACT Background Oral epithelial dysplasia (OED) often precedes oral squamous cell carcinoma (OSCC). The aim was to elucidate the risk and time of malignant transformation (MT) of OED. Methods Patients diagnosed with OED between 2001 and 2011 in Helsinki and Uusimaa, Finland were included.
Katariina Leino +3 more
wiley +1 more source
Exploring the effect of social ties on mental health outcomes among adolescents in selected peri-urban communities in Kumasi Metropolis, Ghana. [PDF]
Sakyi AK, Ofori R, Alhassan J.
europepmc +1 more source

