Results 41 to 50 of about 30,833 (292)
Options and Options Pricing Models
An option is a contract between two parties, the buyer and seller. The buyer purchases from the seller the right but not the obligation to buy or sell an asset at a fixed price in a given time frame. The buyer has to pay the seller a fee (premium) for the purchase of the option.
Mostafa, F, Dillon, T, Chang, E
openaire +3 more sources
Objective A leading cause of death among scleroderma (SSc) patients, interstitial lung disease (ILD) remains challenging to prognosticate. The discovery of biomarkers that accurately determine which patients would benefit from close monitoring and aggressive therapy would be an essential clinical tool.
Cristina M Padilla+13 more
wiley +1 more source
In this paper, we first investigate the stochastic representation of the modified advection-dispersion equation, which is proved to be a subordinated stochastic process.
Longjin Lv, Luna Wang
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The Sunk Cost and the Real Option Pricing Model
Although the academic literature on real options has grown enormously over the past three decades, hitherto an accurate real option pricing model has not been developed for investment decision analyses.
Songsong Li+2 more
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Objective The aim of this systematic review was to synthesise the economic impact of rheumatoid arthritis (RA) on households, health systems, and society in low‐ and middle‐income countries (LMICs). Methods Electronic databases such as PubMed, Web of Science, and CINAHL were searched using keywords related to RA and cost of illness.
Tadesse Gebrye+6 more
wiley +1 more source
On Cox-Ross-Rubinstein Pricing Formula for Pricing Compound Option
The fundamental objective of this paper is twofold. Firstly, to derive the Cox-Ross-Rubinstein type new formula for risk neutral pricing of European compound call option, where the underlying asset is also a European call option.
Javed Hussain, Bareerah Khan
doaj
This paper proposes an efficient option pricing model that incorporates stochastic interest rate (SIR), stochastic volatility (SV), and double exponential jump into the jump-diffusion settings.
Rongda Chen+5 more
doaj +1 more source
Objectives This study aims to develop hip morphology‐based radiographic hip osteoarthritis (RHOA) risk prediction models and investigates the added predictive value of hip morphology measurements and the generalizability to different populations. Methods We combined data from nine prospective cohort studies participating in the World COACH consortium ...
Myrthe A. van den Berg+26 more
wiley +1 more source
In this paper, stochastic volatility models with asymmetric dependence were presented and applied to pricing options. A dynamic conditional copula approach was proposed to capture this dependence asymmetry.
Brian Wesley Muganda+2 more
doaj +1 more source
Objective The aim of this study was to investigate the cost‐effectiveness of low‐dose colchicine prophylaxis for preventing gout flares when starting allopurinol using the “start‐low go‐slow” approach. Methods Participants with gout, fulfilling the American College of Rheumatology recommendations for starting urate‐lowering therapy and with serum urate
Yana Pryymachenko+4 more
wiley +1 more source