Results 51 to 60 of about 183,836 (261)
Likelihood-based risk estimation for variance-gamma models [PDF]
Statistical Methods & Applications, 2017 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bee, Marco +2 more
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Asymptotic Normality in Linear Regression with Approximately Sparse Structure
Mathematics, 2022 In this paper, we study the asymptotic normality in high-dimensional linear regression. We focus on the case where the covariance matrix of the regression variables has a KMS structure, in asymptotic settings where the number of predictors, p, is ...
Saulius Jokubaitis, Remigijus Leipus
doaj +1 more source
LOCAL VARIANCE GAMMA AND EXPLICIT CALIBRATION TO OPTION PRICES [PDF]
Mathematical Finance, 2014 In some options markets (e.g., commodities), options are listed with only a single maturity for each underlying. In others (e.g., equities, currencies), options are listed with multiple maturities. In this paper, we analyze a special class of pure jump Markov martingale models and provide an algorithm for calibrating such models to match the market ...
Carr, Peter, Nadtochiy, Sergey
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Multivariate Downside Risk: Normal Versus Variance Gamma [PDF]
SSRN Electronic Journal, 2010 AbstractAlthough several types of options on multiple assets are popular in today's financial markets, valuing multiasset options is still a challenge in finance. The standard framework of multivariate normality is often inappropriate, since it ignores fat tails and other stylized facts of asset returns.
Wallmeier, Martin, Diethelm, Martin
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Pediatric radiation therapy presents unique challenges compared to adult treatments, including those of immobilization, potential need for sedation, and the critical importance of accurate, reproducible positioning. Additionally, heightened attention to imaging doses is necessary to minimize long‐term toxicity in survivors.
Parham Alaei +17 more
wiley +1 more source
The Downside and Upside Beta Valuation in the Variance-Gamma Model
International Journal of Analysis and Applications, 2021 The paper is aimed to assess the risks and gains of investment portfolio which relate to the impact of a particular asset. We consider the investment portfolios which consist of assets with variance-gamma, gamma distributed and deterministic returns. The
Roman V. Ivanov
doaj
Solid Pseudopapillary Neoplasm of the Pancreas in Children and Adolescents: Expert Recommendations
Pediatric Blood &Cancer, EarlyView.ABSTRACT Solid pseudopapillary neoplasm of the pancreas (SPN) is a rare low‐grade malignant exocrine pancreatic tumor, mostly discovered during the second decade of life in females, with a very good prognosis, provided microscopically complete surgical excision is achieved.
Sabine Irtan +18 more
wiley +1 more source
Reciprocal control of viral infection and phosphoinositide dynamics
FEBS Letters, EarlyView.Phosphoinositides, although scarce, regulate key cellular processes, including membrane dynamics and signaling. Viruses exploit these lipids to support their entry, replication, assembly, and egress. The central role of phosphoinositides in infection highlights phosphoinositide metabolism as a promising antiviral target.
Marie Déborah Bancilhon, Bruno Mesmin
wiley +1 more source
On the number of series parallel and outerplanar graphs [PDF]
Discrete Mathematics & Theoretical Computer Science, 2005 We show that the number $g_n$ of labelled series-parallel graphs on $n$ vertices is asymptotically $g_n \sim g \cdot n^{-5/2} \gamma^n n!$, where $\gamma$ and $g$ are explicit computable constants.
Manuel Bodirsky +3 more
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FEBS Letters, EarlyView.The physical dimensions and shape of bacterial cells define the surface area available to acquire nutrients and the volume available for synthesizing proteins and DNA. Here, we use computational systems biology to decode the importance of cell geometry as a major determinant of prokaryotic phenotype, including growth rate and metabolic efficiency. This
Ross P. Carlson +6 more
wiley +1 more source