Results 191 to 200 of about 48,781 (279)
Quadratic Hedging of American Options Under GARCH Models
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley +1 more source
The case against smooth null infinity IV: Linearized gravity around Schwarzschild-an overview. [PDF]
Kehrberger L.
europepmc +1 more source
Convergence rates in precise asymptotics
Gut, Allan, Steinebach, Josef
openaire +1 more source
The Impact of Democratization and Globalization on Environmental Sustainability in Brazil
Fossil fuel, economic globalisation, and economic growth drive environmental degradation while democratisation positively influences environmental quality. ABSTRACT Although Brazil still possesses significant ecological reserves, the surplus in its biocapacity has been rapidly declining in recent years.
Mustafa Naimoğlu +3 more
wiley +1 more source
Asymptotic Enumeration of Normal and Hybridization Networks via Tree Decoration. [PDF]
Fuchs M, Steel M, Zhang Q.
europepmc +1 more source
Energy security risk has a positive impact on material footprint. Renewable energy consumption reduces material footprint. ABSTRACT Following a high economic growth path, the group of G7 economies is found to be utilising more and more material, causing a material footprint (MF), which in turn contributes to pollution.
Serhat Çamkaya +4 more
wiley +1 more source
Combined P-Value Functions for Compatible Effect Estimation and Hypothesis Testing in Drug Regulation. [PDF]
Pawel S, Roos M, Held L.
europepmc +1 more source
Effect of Austerity Measures on Infant Mortality: Evidence From Greece
ABSTRACT Governments frequently adopt austerity policies when facing economic crises, yet their long‐term consequences for population health remain incompletely understood. This paper examines the impact of large‐scale fiscal austerity on infant mortality by exploiting the Troika‐led economic adjustment program implemented in Greece beginning in 2010 ...
Robert J. Kolesar, Rok Spruk
wiley +1 more source
Experimental Factors and Techniques for Pool Boiling Heat Transfer Enhancement: A Critical Review
ABSTRACT This review presents a comprehensive assessment of active strategies for enhancing pool boiling heat transfer, with a focus on techniques that do not rely solely on the boiling surface modification. It examines a broad range of methodologies including fluid additives, external fields, mechanical interventions, and thermal‐geometric tuning that
José E. Pereira +2 more
wiley +1 more source

