Discounted-likelihood valuation of variance and volatility swaps
Napat Rujeerapaiboon+2 more
openalex +1 more source
Variance swap payoffs, risk premia and extreme market conditions
Jeroen V.K. Rombouts+2 more
openalex +2 more sources
Discretely sampled variance and volatility swaps versus their continuous approximations [PDF]
Robert A. Jarrow+3 more
openalex +1 more source
The joint distribution of years lived in good and poor health. [PDF]
Riffe T+3 more
europepmc +1 more source
Signals of global symmetry are important for abnormality detection in mammograms. [PDF]
Kyle-Davidson C+4 more
europepmc +1 more source
Confidence maps for reliable estimation of proton density fat fraction and R 2 * in the liver. [PDF]
Tamada D+4 more
europepmc +1 more source
Dealing with Induced Fit, Conformational Selection, and Secondary Poses in Molecular Dynamics Simulations for Reliable Free Energy Predictions. [PDF]
Procacci P.
europepmc +1 more source
A multi-omics dataset for the analysis of frontotemporal dementia genetic subtypes. [PDF]
Menden K+19 more
europepmc +1 more source
Variance Swaps, Non-Normality and Macroeconomic and Financial Risks [PDF]
openalex +1 more source
A tutorial for estimating Bayesian hierarchical mixture models for visual working memory tasks: Introducing the Bayesian Measurement Modeling (bmm) package for R. [PDF]
Frischkorn GT, Popov V.
europepmc +1 more source