Results 61 to 70 of about 1,937,997 (308)
Detecting Jump Risk and Jump-Diffusion Model for Bitcoin Options Pricing and Hedging
Mathematics, 2021 In this paper, we conduct a fast calibration in the jump-diffusion model to capture the Bitcoin price dynamics, as well as the behavior of some components affecting the price itself, such as the risk of pitfalls and its ambiguous effect on the evolution ...
Kuo-Shing Chen, Yu-Chuan Huang
doaj +1 more source
Referral Patterns and Diagnostic Timeliness in Pediatric Cancer: A Hospital‐Based Study in Indonesia
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Timely diagnosis and treatment are critical for improving survival among children with cancer. In low‐ and middle‐income countries (LMICs), delays are common and may be influenced by fragmented referral pathways and diagnostic limitations.
Nur Melani Sari +5 more
wiley +1 more source
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Latino children are projected to make up nearly one‐third of United States (US) children by 2060, and many of their caregivers speak Spanish. Prior survey research has documented communication difficulties for Spanish‐speaking caregivers of children with cancer, but contemporary qualitative data are limited.
Jenny Ruiz +6 more
wiley +1 more source
Analysis of Option Butterfly Portfolio Models Based on Nonparametric Estimation Deep Learning Method
Journal of Function Spaces, 2023 The option butterfly portfolio is the commonly option arbitrage strategy. In reality, because the distribution of the option state price density (SPD) function is not normal and unknown, so the nonparametric deep learning methods to estimate option ...
Xiangyu Ge +4 more
doaj +1 more source
Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Background Chronic micro‐inflammation in patients with end‐stage renal disease (ESRD) is a significant driver of cardiovascular complications and diminished quality of life. While standard hemodialysis (SHD) effectively manages small‐molecule clearance, its ability to remove medium‐to‐large uremic toxins—the primary catalysts of systemic ...
Hongwei Zuo +5 more
wiley +1 more source
Option Pricing: Classic Results
, 2012 We recall here the basics of the most classic result of option pricing, perhaps the most famous result in mathematical finance: the Black–Scholes theory for the pricing of “European options” in a perfect market, infinitely divisible and liquid, with no “friction” such as transaction costs or information lag.
Bernhard, Pierre +6 more
openaire +1 more source
Option pricing by mathematical programming† [PDF]
Optimization, 2008 Financial options typically incorporate times of exercise. Alternatively, they embody set-up costs or indivisibilities. Such features lead to planning problems with integer decision variables. Provided the sample space be finite, it is shown here that integrality constraints can often be relaxed.
openaire +3 more sources
Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Introduction Peritoneal dialysis (PD) is an established home‐based kidney replacement therapy (KRT), but its uptake remains low in Japan. We evaluated whether individualized education in a dedicated outpatient clinic was associated with the initiation of PD.
Yasuko Ito +7 more
wiley +1 more source
Recovering a time-homogeneous stock price process from perpetual option prices [PDF]
, 2011 It is well known how to determine the price of perpetual American options if the underlying stock price is a time-homogeneous diffusion. In the present paper we consider the inverse problem, that is, given prices of perpetual American options for ...
Hobson, David (David G.) +5 more
core +1 more source
Natural Cubic Spline Approximation of Risk-Neutral Density
International Journal of Financial StudiesThe risk-neutral density is a fundamental concept in pricing financial derivatives, risk management, and assessing financial markets’ perceptions over significant political or economic events.
Shuang Zhou +4 more
doaj +1 more source