Results 81 to 90 of about 188,093 (295)

Investigating homogeneity of variance in normal, skewed-normal, and gamma distributions: A simulation study

open access: yesInternational Journal of Assessment Tools in Education
It is an important point to test the homogeneity of variances in statistical methods such as the t-test or F-test used to make comparisons between groups.
Ayşenur Erdemir   +3 more
doaj   +1 more source

Pricing path dependent options under variance gamma dynamics

open access: yes, 2007
Word processed copy. Includes bibliographical references (leaves 82-83)
Anderson, Craig
core  

Malformin A1–mediated cytotoxicity in ovarian cancer cells occurs through pyroptosis and autophagy

open access: yesFEBS Open Bio, EarlyView.
This study investigated the effects of the natural compound Malformin A1 (MA1) on the cytoskeleton that regulates cell proliferation and migration. Disruption of the cytoskeleton can impair these processes and promote cancer cell death. MA1 disrupted cytoskeletal organization, induced DNA damage, inflammation, activated autophagy, and pyroptosis ...
Nada Abdullah Hassan   +11 more
wiley   +1 more source

Variance Gamma (non-local) equations

open access: yes, 2022
We provide some equations for the Variance Gamma process due to the fact that we do not consider only the definition as a time-changed Brownian motion. This brings us to a new non-local equation, even true in the drifted case, involving generalized Weyl derivatives.
openaire   +2 more sources

Simple Variance Swaps [PDF]

open access: yes
The large asset price jumps that took place during 2008 and 2009 disrupted volatility derivatives markets and caused the single-name variance swap market to dry up completely.
Ian Martin
core  

Optimal Variance Swaps Portfolios and Estimating Greeks for Variance-Gamma [PDF]

open access: yes, 2011
In this dissertation, we investigate two problems: constructing optimal variance swaps portfolios and estimating Greeks for options with underlying assets following a Variance Gamma process.
Cao, Lingyan
core  

Evaluating the effect of γ‐oryzanol on MASLD pathology using a medaka fish model

open access: yesFEBS Open Bio, EarlyView.
This study explores a liver disease called MASLD, which is increasing worldwide and can lead to serious damage. Researchers used medaka fish instead of rodents to test a food compound, γ‐oryzanol. Fish fed this compound had less liver fat and healthier gut bacteria.
Yukako Ito   +7 more
wiley   +1 more source

Variance gamma process simulation and it's parameters estimation

open access: yes, 2010
Variance gamma process is a three parameter process. Variance gamma process is simulated as a gamma time-change Brownian motion and as a difference of two independent gamma processes.
Kuzmina, A. V.
core   +1 more source

Multivariate Variance Gamma and Gaussian dependence: a study with copulas [PDF]

open access: yes
This paper explores the dynamic dependence properties of a Levy process, the Variance Gamma, which has non Gaussian marginal features and non Gaussian dependence.
Elisa Luciano, Patrizia Semeraro
core  

Spinal Cord Infarction Versus Idiopathic Transverse Myelitis: Clinical, Radiological, and Functional Insights From a Retrospective Cohort Study

open access: yesAnnals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Introduction Spinal cord infarction (SCI) is a rare but devastating myelopathy, characterized by a high disability rate and an unfavorable prognosis. It has often been underdiagnosed and misdiagnosed as idiopathic transverse myelitis (ITM). This study aimed to describe the clinical features, radiological biomarkers, treatments, and functional ...
Zeqiang Ji   +13 more
wiley   +1 more source

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