Results 141 to 150 of about 206,316 (302)
Risk, Return and Dividends [PDF]
We characterize the joint dynamics of dividends, expected returns, stochastic volatility, and prices. In particular, with a given dividend process, one of the processes of the expected return, the stock volatility, or the price-dividend ratio fully ...
Andrew Ang, Jun Liu
core
Abstract This study describes the process of developing a high‐impact, low‐cost, and low‐maintenance air ventilation system for anatomy facilities. It employed the strategic application of Value Engineering (VE), assuring that the air ventilation system meets contemporary threshold limit values (TLVs) for formaldehyde in the working zone of dissection ...
Jürgen Russ, Niels Hammer
wiley +1 more source
Convertible Bonds: Default Risk and Uncertain Volatility [PDF]
Within a default intensity approach we discuss the optimal exercise of the callable and convertible bonds. Pricing bounds for convertible bonds are derived in an uncertain volatility model, i.e. when the volatility of the stock price process lies between
Haishi Huang
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Falling pupil numbers and school closures: Setting a research agenda for a new era of precarity
Abstract This paper explores the significant phenomenon of decreasing pupil numbers in England due to lower birth rates and the impact of a school closure on a school community. It then discusses how the sociology of education might research this major issue.
Eleanor Fagan, Alice Bradbury
wiley +1 more source
Valuing options in Heston's stochastic volatility model: Another analytical approach [PDF]
We are concerned with the valuation of European options in Heston's stochastic volatility model with correlation. Based on Mellin transforms we present new closed-form solutions for the price of European options and hedging parameters.
Frontczak, Robert
core
Nicotinamide Reverses the Warburg Effect in CHO Cell Culture
Abstract The Warburg effect, the preferential conversion of glucose‐derived pyruvate to lactate despite available oxygen, is a key feature of Chinese hamster ovary (CHO) cell culture. Lactate accumulation in recombinant protein‐producing cell culture is an inefficient usage of glucose, as well as being deleterious to cells.
James Morrissey +7 more
wiley +1 more source
Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary [PDF]
This paper presents a new numerical method for pricing American call options when the volatility of the price of the underlying stock is stochastic.
Elias Tzavalis, Shijun Wang
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The spread of non‐native species
ABSTRACT The global redistribution of species through human agency is one of the defining ecological signatures of the Anthropocene, with biological invasions reshaping biodiversity patterns, ecosystem processes and services, and species interactions globally.
Phillip J. Haubrock +16 more
wiley +1 more source

