A moment matching method for option pricing under stochastic interest rates
Sign Up to like & getrecommendations! Published in 2021 at "Applied Stochastic Models in Business and Industry"
DOI: 10.1002/asmb.2624
Abstract: In this paper we present a simple, but new, approximation methodology for pricing a call option in a Black \& Scholes market characterized by stochastic interest rates. The method, based on a straightforward Gaussian moment… read more here.
Keywords: pricing; moment matching; interest; option ... See more keywords
Alternative option labeling impacts decision‐making in noninvasive prenatal screening
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DOI: 10.1002/jgc4.1191
Abstract: Prenatal genetic screening should be an informed, autonomous patient choice. Extrinsic factors which influence patient decision‐making threaten the ethical basis of prenatal genetic screening. Prior research in the area of medical decision‐making has identified that… read more here.
Keywords: decision; prenatal screening; option; option labeling ... See more keywords
A front‐fixing method for American option pricing on zero‐coupon bond under the Hull and White model
Sign Up to like & getrecommendations! Published in 2021 at "Mathematical Methods in the Applied Sciences"
DOI: 10.1002/mma.7505
Abstract: A new efficient numerical method is proposed for valuation of American option on zero‐coupon bond using Hull and White model. By applying the front‐fixing transformation suggested by Holmes and Yang, the original free boundary problem… read more here.
Keywords: white model; zero coupon; hull white; coupon bond ... See more keywords
A Five‐Year Study of the Efficacy of Purified CD34+ Cell Therapy for Angiitis‐Induced No‐Option Critical Limb Ischemia
Sign Up to like & getrecommendations! Published in 2018 at "Stem Cells Translational Medicine"
DOI: 10.1002/sctm.17-0252
Abstract: Angiitis‐induced critical limb ischemia (AICLI) patients constitute a remarkable proportion of no‐option critical limb ischemia (CLI) patients. Stem cell therapy has become an innovative and promising option for no‐option CLI patients. As one of these… read more here.
Keywords: medicine; option; limb; efficacy ... See more keywords
Toward a Behavioral Theory of Real Options: Noisy Signals, Bias, and Learning
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DOI: 10.1002/smj.2757
Abstract: Research Summary: We develop a behavioral theory of real options that relaxes the informational and behavioral assumptions underlying applications of financial options theory to real assets. To do so, we augment real option theory's focus… read more here.
Keywords: uncertainty; behavioral theory; option; real options ... See more keywords
Stock market undervaluation of resource redeployability
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DOI: 10.1002/smj.2775
Abstract: Research Summary: Stock market undervaluation of resources was often assumed to have strategic implications. Such undervaluation lets firms buy resources relatively cheaply, but it can also constrain resource deployment. This article shows that the option… read more here.
Keywords: option; undervaluation; stock market; redeployability ... See more keywords
Option Game Model of Low-Carbon Residential Investment Decision-Making Under Imperfect Competition
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DOI: 10.1007/978-981-10-0855-9_74
Abstract: The low-carbon residential project is of great uncertainty and always in long-term, the investment on these projects requires flexible decision basis and long-term decision strategy. According to the variation of the influencing factors in a… read more here.
Keywords: decision; investment decision; option; investment ... See more keywords
Cost effective measures to standardize serum 25(OH)D values from completed studies
Sign Up to like & getrecommendations! Published in 2017 at "Osteoporosis International"
DOI: 10.1007/s00198-017-3978-3
Abstract: 25-Hydroxyvitamin D [25(OH)D] assay variation is thwarting attempts to develop evidenced-based criteria for defining clinical states of vitamin D status, i.e., deficiency, insufficiency, sufficiency, and toxicity. Since 1968 when 25(OH)D was discovered through 2016, some… read more here.
Keywords: option; nist ghent; cdc; equation ... See more keywords
Bicortical facet screws as a new option for posterior C2 fixation: anatomical study and clinical experience
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DOI: 10.1007/s00586-017-4997-7
Abstract: PurposeC2 fixation is a demanding procedure, particularly in patients with variants of C1–C2 anatomy. The inferior articular process (IAP) of the axis can be an alternative for screw placement. We report the results of a… read more here.
Keywords: fixation; option; study; clinical experience ... See more keywords
Synthetic vascular grafts as a new treatment option for space-occupying tumor bed cysts
Sign Up to like & getrecommendations! Published in 2022 at "Acta Neurochirurgica"
DOI: 10.1007/s00701-022-05123-y
Abstract: Several authors have reported the formation of slit valves as the underlying pathomechanism of space-occupying tumor bed cysts. Iatrogenic slit valves following the resection of high-grade gliomas have been linked to certain risk factors such… read more here.
Keywords: vascular grafts; treatment; tumor bed; bed cysts ... See more keywords
Additive logistic processes in option pricing
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DOI: 10.1007/s00780-021-00461-8
Abstract: In option pricing, it is customary to first specify a stochastic underlying model and then extract valuation equations from it. However, it is possible to reverse this paradigm: starting from an arbitrage-free option valuation formula,… read more here.
Keywords: logistic processes; option; additive logistic; option pricing ... See more keywords