Results 21 to 30 of about 11,771,558 (147)
Reliability, Validity and Responsiveness to Change of Persian Version of “Children-Scale for Hostility and Aggression: Reactive and Proactive (C-SHARP)” in Children with Autism Spectrum Disorders [PDF]
Journal of Health Sciences and Surveillance System, 2023 Background: Aggressive behaviors are the most critical and common challenges shown by children with autism spectrum disorders (ASD) through their life.
Sasan Ghorbani Kalkhajeh +3 more
doaj +1 more source
Medicina, 2023 Background and Objectives: Attentional dysfunction has long been viewed as one of the fundamental underlying cognitive deficits in schizophrenia. There is an urgent need to understand its neural underpinning and develop effective treatments.
Ta-Chuan Yeh +8 more
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The Variance Gamma++ Process and Applications to Energy Markets [PDF]
, 2021 The purpose of this article is to introduce a new L\'evy process, termed Variance Gamma++ process, to model the dynamic of assets in illiquid markets. Such a process has the mathematical tractability of the Variance Gamma process and is obtained applying
Gardini, M., Sasso, E., Sabino, P.
core +1 more source
Option pricing in time-changed Lévy models with compound Poisson jumps
Modern Stochastics: Theory and Applications, 2018 The problem of European-style option pricing in time-changed Lévy models in the presence of compound Poisson jumps is considered. These jumps relate to sudden large drops in stock prices induced by political or economical hits.
Roman V. Ivanov, Katsunori Ano
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Journal of Traffic and Transportation Engineering (English ed. Online), 2022 Existing structures may suffer from resistance deterioration due to repeated attacks. The modeling of resistance deterioration is a critical ingredient in the reliability assessment and service life prediction of these degraded structures. In this paper,
Cao Wang
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Pricing path dependent options under variance gamma dynamics [PDF]
, 2007 Word processed copy. Includes bibliographical references (leaves 82-83)
Anderson, Craig
core +1 more source
Power calibration methodology at the CROCUS reactor [PDF]
EPJ Web of Conferences, 2020 In the present article, we detail the method used to experimentally determine the power of the CROCUS zero-power reactor, and to subsequently calibrate its ex-core monitor fission chambers.
Lamirand Vincent +4 more
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Efficient pricing of barrier options with the variance-gamma model
, 2004 We develop an efficient Monte Carlo algorithm for pricing barrier options with the variance gamma model [fMAD98a]. After generalizing the double-gamma bridge sampling algorithm of [fAVR03a], we develop conditional bounds on the process paths and exploit ...
Avramidis, Athanassios.N.
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Path dependent option pricing under Lévy processes applied to Bermudan options [PDF]
, 2004 A model is developed that can price path dependent options when the underlying process is an exponential Lévy process with closed form conditional characteristic function. The model is an extension of a recent quadrature option pricing model so that it
O'Sullivan, Conall
core +1 more source
Stochastic Modeling of Wind Derivatives with Application to the Alberta Energy Market
RisksWind-power generators around the world face two risks, one due to changes in wind intensity impacting energy production, and the second due to changes in electricity retail prices.
Sudeesha Warunasinghe +1 more
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