CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS [PDF]
Contingent claims with payoffs depending on finitely many asset prices are modeled as elements of a separable Hilbert space. Under fairly general conditions, including market completeness, it is shown that one may change measure to a reference measure ...
Dilip Madan, Frank Milne
core
Stochastics for the worst case: distributions and risk measures for minimal returns [PDF]
Distributions for returns are used to compute the capital charge for portfolios in investment banks. The mainstream definition of returns is based on closing prices and neglects the important effects of intraday trading activity on the losses .
Mihnea-Stefan Mihai
core
Signs on bricks of the Semikarakorsk fortress
Поволжская археология, 2015 The article presents a study of bricks with different signs from Semikarakorsk fortress of the Khazar Khaganate on the Lower Don, dating to the late 8th – early 9th centuries.
Valeriy S. Flerov, +1 more
doaj
UNILIPID, a Methodology for Energetically Accurate Prediction of Protein Insertion into Implicit Membranes of Arbitrary Shape. [PDF]
Membranes (Basel), 2023 Lanrezac A, Baaden M.
europepmc +1 more source
Long-term periodontal changes associated with oral appliance treatment of obstructive sleep apnea. [PDF]
J Clin Sleep Med, 2021 Heda P +5 more
europepmc +1 more source
OPTIMAL CONTRACTS FOR EXPLORATION WITH COST RECOVERY OF AN EXHAUSTIBLE NATURAL RESOURCE UNDER ASYMMETRIC INFORMATION [PDF]
Exploration of an exhaustible resource with cost recovery under asymmetric information about cost is modeled and analyzed employing Principal-Agent theory.
Helal, Uddin, Rahman, Shaikh Mahfuzur
core +1 more source
Use of facial stereophotogrammetry as a screening tool for pediatric obstructive sleep apnea by dental specialists. [PDF]
J Clin Sleep Med, 2022 Fernandes Fagundes NC +10 more
europepmc +1 more source
Mean-Variance Hedging under Additional Market Information [PDF]
In this paper we analyse the mean-variance hedging approach in an incomplete market under the assumption of additional market information, which is represented by a given, finite set of observed prices of non-attainable contingent claims.
Frank Thierbach
core
The Residence of the Bulgarian Khans in Pliska – the mapping of a megasite
ArchéoSciencesGeophysical survey of the largest city of early medieval Europe on an area of 18.42 km2, Localisation and interpretation of more than 51.800 archaeological features, Magnetic prospection helped to define the diversity of the urban area.
Peter Milo +9 more
openaire +1 more source