Results 41 to 50 of about 6,296 (170)
Insertion guides are becoming popular for orthodontic mini-implant positioning. The aim of this study was to evaluate and compare the accuracy of two different mini-implant insertion guides, with or without pre-drilling, in a human cadaveric model ...
Annika Pliska +6 more
doaj +1 more source
Infinitely many securities and the fundamental theorem of asset pricing [PDF]
Several authors have pointed out the possible absence of martingale measures for static arbitrage-free markets with an infinite number of available securities.
Balbás, Alejandro, Downarowicz, Anna
core +1 more source
Blader et al.'s (2025) recent annual review article makes an important contribution to the literature on emotion dysregulation in child and adolescent mental health. In addition to synthesizing the current evidence base, the authors put forth a cogent formalized view of emotion regulatory processes and how they go awry. Much has been written on emotion
Spencer C. Evans, Robert R. Althoff
wiley +1 more source
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II [PDF]
The entry into force of the Solvency II regulatory regime is pushing insurance companies in engaging into market consistence evaluation of their balance sheet, mainly with reference to financial options and guarantees embedded in life with-profit funds ...
Casalini, R. +3 more
core +2 more sources
Revisiting Offspring Maxima in Branching Processes [PDF]
We present a progress report for studies on maxima related to offspring in branching processes. We summarize and discuss the findings on the subject that appeared in the last ten years.
Yanev, George P.
core +2 more sources
ABSTRACT This paper investigates the economic consequences for Bitcoin options' prices of a long memory in conditional volatility and conditional non‐normality of Bitcoin returns. The arbitrage‐free prices of Bitcoin options are determined by market consistent valuation and the conditional Esscher transform. Monte Carlo estimates for option prices from
Tak Kuen Siu
wiley +1 more source
Quantitative Fundamental Theorem of Asset Pricing
ABSTRACT In this paper, we provide a quantitative analysis of the concept of arbitrage, that allows us to deal with model uncertainty without imposing the no‐arbitrage condition. In markets that admit “small arbitrage,” we can still make sense of the problems of pricing and hedging.
Beatrice Acciaio +2 more
wiley +1 more source
Археологическа карта на Плиска. Теренни издирвания на територията на Плиска през 2017 г.
The field surveys of the area of Pliska – the first Bulgarian capital – are part of the “Development of the Archaeological Map of Bulgaria” project.
Andrey Aladzhov +5 more
doaj
Option-pricing in incomplete markets: the hedging portfolio plus a risk premium-based recursive approach [PDF]
Consider a non-spanned security $C_{T}$ in an incomplete market. We study the risk/return tradeoffs generated if this security is sold for an arbitrage-free price $\hat{C_{0}}$ and then hedged. We consider recursive "one-period optimal" self-financing
Ibáñez, Alfredo
core +3 more sources
Life‐cycle planning model with stochastic volatility and recursive preferences
Abstract This study examines the optimal investment, consumption, and life insurance choices faced by a wage earner with recursive preferences within a finite time horizon. We posit that the financial market comprises a risk‐free asset and a risky asset that follows a general stochastic volatility model.
Hao Wang +3 more
wiley +1 more source

