Results 41 to 50 of about 326,715 (285)
Arthritis Care &Research, Accepted Article.Objective Cam morphology, a significant risk factor for hip osteoarthritis, is commonly quantified by the alpha angle (AA). This study aims to explore the potential of the triangular index ratio (TIR) to quantify cam morphology on anteroposterior radiographs by assessing the association between TIR‐defined cam morphology and the development of ...
Jinchi Tang +7 more
wiley +1 more source
On Cox-Ross-Rubinstein Pricing Formula for Pricing Compound Option
International Journal of Analysis and Applications, 2020 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
Discrete Dynamics in Nature and Society, 2020 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
doaj +1 more source
Efficient option pricing with transaction costs [PDF]
, 2002 A fast numerical algorithm is developed to price European options with proportional transaction costs using the utility-maximization framework of Davis (1997).
Monoyios, Michael
core +3 more sources
Arthritis Care &Research, Accepted Article.Over the past 50 years, the science of pediatric rheumatology has grown exponentially due to an expansion in the understanding of complex rheumatic conditions and a surge in novel targeted therapeutics. Physician‐scientists in the field of pediatric rheumatology have played major roles in these advancements that have improved the care of children ...
Ekemini A. Ogbu +2 more
wiley +1 more source
Valuation of Exchange Option with Credit Risk in a Hybrid Model
Mathematics, 2020 In this paper, the valuation of the exchange option with credit risk under a hybrid credit risk model is investigated. In order to build the hybrid model, we consider both the reduced-form model and the structural model.
Geonwoo Kim
doaj +1 more source
A note on intraday option pricing [PDF]
, 2013 Compound renewal processes can be used as an approximate phenomenological model of tick-by-tick price fluctuations. An exact and explicit general formula is derived for the martingale price of a European call option written on a compound renewal process.
Scalas, Enrico, Politi, Mauro
core +3 more sources
Neighborhood Socioeconomic Status and Short‐Term Functional Outcomes in Systemic Lupus Erythematosus
Arthritis Care &Research, Accepted Article.Objective Individuals with SLE can accumulate functional status (FS) impairment. We evaluated the association between neighborhood socioeconomic disadvantage, as measured by the area deprivation index (ADI), and FS in a national SLE sample. Methods Data were derived from RISE, a national electronic health record‐based registry.
Baljeet Rai +7 more
wiley +1 more source
Journal of Management Science and Engineering, 2017 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
Scientific African, 2023 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