Results 71 to 80 of about 130,311 (282)
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
Prevention Effects and Possible Molecular Mechanism of Mulberry Leaf Extract and its Formulation on Rats with Insulin-Insensitivity. [PDF]
For centuries, mulberry leaf has been used in traditional Chinese medicine for the treatment of diabetes. This study aims to test the prevention effects of a proprietary mulberry leaf extract (MLE) and a formula consisting of MLE, fenugreek seed extract,
Yan Liu +9 more
doaj +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
In this paper we are interested in the Maximum Likelihood Estimator (MLE) of the vector parameter of an autoregressive process of order $p$ with regular stationary Gaussian noise.
Brouste, Alexandre +2 more
core +1 more source
Imagine a learner L who tries to infer a hidden concept from a collection of observations. Building on the work [4] of Ferri et al., we assume the learner to be parameterized by priors P(c) and by c-conditional likelihoods P(z|c) where c ranges over all concepts in a given class C and z ranges over all observations in an observation set Z.
Simon, Hans Ulrich, Telle, Jan Arne
openaire +4 more sources
Full Dollarisation and Economic Performance Revisited
ABSTRACT This paper examines the economic performance of fully dollarised economies compared to those with alternative monetary regimes. Using an extensive dataset covering 192 countries from 1980 to 2021, we employ a variety of econometric techniques, including joint maximum likelihood and propensity score matching, to address endogeneity and ...
John Thornton, Chrysovalantis Vasilakis
wiley +1 more source
DNA gyrase could be a crucial regulatory factor for growth and survival of Mycobacterium leprae
Leprosy, an important infectious disease in humans caused by Mycobacterium leprae (Mle), remains endemic in many countries. Notably, the pathogen cannot be cultured in vitro, except in mouse footpads in vivo.
Hyun Kim +7 more
doaj +1 more source
Maximum likelihood estimators are used extensively to estimate unknown parameters of stochastic trait evolution models on phylogenetic trees. Although the MLE has been proven to converge to the true value in the independent-sample case, we cannot appeal ...
Dinh, Vu +3 more
core +1 more source
ABSTRACT This paper aimed to comparatively examine the function of three risk‐coping strategies, namely savings, borrowings, and work‐hour adjustments, during two major economic crises in Thailand. Using the Socioeconomic Survey (SES) collected by the National Statistical Office (NSO) in Thailand, we examined data from the 1998 financial crisis and the
Aeggarchat Sirisankanan, Papar Kananurak
wiley +1 more source

