A Pure Dual Approach for Hedging Bermudan Options
Mathematical Finance, EarlyView.ABSTRACT This paper develops a new dual approach to compute the hedging portfolio of a Bermudan option and its initial value. It gives a “purely dual” algorithm following the spirit of Rogers in the sense that it only relies on the dual pricing formula.
Aurélien Alfonsi +2 more
wiley +1 more source
Visual simulation of intraocular lenses: technologies and applications [Invited]. [PDF]
Biomed Opt ExpressMarcos S, Artal P, Lundström L, Yoon G.
europepmc +1 more source
Meteoritics &Planetary Science, Volume 60, Issue 3, Page 544-569, March 2025.Abstract Refractory inclusions (RIs) in chondrites are widely used as tracers of early solar system formation conditions. In the context of sample‐return missions, a non‐destructive and non‐invasive analytical tool that can rapidly detect and characterize RIs in space samples during their early phase of study is highly needed.
Jean Charlier +4 more
wiley +1 more source
Computer-Aided Civil and Infrastructure Engineering, EarlyView.Abstract For existing bridge weigh‐in‐motion technologies, the main challenge in accurate weight estimation is to overcome the difficulty of identifying the closely spaced axles. To do so, many field test data are generally required for each bridge in application. To address such a challenge, a novel two‐level sequential artificial neural network (ANN)
Wangchen Yan +3 more
wiley +1 more source
The TELEhealth Shared decision-making COaching and navigation in Primary carE (TELESCOPE) intervention: a study protocol for delivering shared decision-making for lung cancer screening by patient navigators. [PDF]
BMC Prim CareTan NQP +15 more
europepmc +1 more source
The evolutionary psychology of syntax
Mind &Language, EarlyView.Linguists often characterize syntax in terms of combinatorial rules. But there is also a pragmatics to syntax in which communicators choose and tailor syntactic constructions for different communicative contexts. Great apes exposed to “language” combine elements creatively, but they show no skills in the pragmatics of syntax.
Michael Tomasello
wiley +1 more source
Risk of Ulnar Nerve Injury Following Caudo-Medial Arthroscopic Portal Creation in the Canine Elbow-A Cadaveric Study. [PDF]
Animals (Basel)Trębacz P +6 more
europepmc +1 more source
Marine Mammal Science, EarlyView.ABSTRACT The Australian fur seal (Arctocephalus pusillus doriferus, AUFS) population, currently less than 47% of its pre‐harvest size, represents the largest resident marine predator biomass in south‐eastern Australia. This region, characterized by low marine productivity and rapid warming, is home to Kanowna Island, the third‐largest AUFS colony ...
Johanna J. Geeson +2 more
wiley +1 more source
Measurement Campaign of Radio Frequency Interference in a Portion of the C-Band (4-5.8 GHz) for the Sardinia Radio Telescope. [PDF]
Sensors (Basel)Schirru L, Gaudiomonte F.
europepmc +1 more source
The influence of prosthetic treatments and implant-supported prostheses on posterior mandibular ridge atrophy: a retrospective cohort study. [PDF]
BMC Oral HealthSokolowski A +5 more
europepmc +1 more source