In this paper we consider the pricing of an American call option whose underlying asset dynamics evolve under the influence of two independent stochastic volatility processes as proposed in Christoffersen, Heston and Jacobs ...
"As a result of lessons learnt from the 1991 [U.K.] census, a research programme was set up to seek improvements in census methodology. Underenumeration has been placed top of the agenda in this programme, and every effort ...
Goetghebeur, E; Ryan, LM(Oxford University Press, 1990-01)
We propose a modified log rank test for the analysis of competing risks survival data, when failure type is missing for some individuals. The proposed test reduces to a standard log rank test when all failure types are ...
Deutsch-Jozsa algorithm has been implemented via a quantum adiabatic evolution by S. Das et al. [S. Das, R. Kobes, G. Kunstatter, Phys. Rev. A 65 (2002) 062310]. This adiabatic algorithm gives rise to a quadratic speed up ...
Historically, the Chinese government's family planning (FP) policy has emphasized post-partum IUD use after first birth and sterilization after subsequent births. Was the influence of this policy-driven programme on women's ...
A multilevel genetic algorithm (MLGA) is proposed in this paper for solving the kind of optimization problems which are multilevel structures in nature and have features of mixed-discrete design variables, multi-modal and ...
Chiarella, C; Szidarovsky, F(Universidad de la Frontera, 2009-01)
It is assumed that in an n-firm single-product oligopoly without product differentiation the firms face an uncertain price function, which is considered random by the firms. At each time period each firm simultaneously ...
Melham, R(State University of West Georgia, 2010-01)
Jacobi's two-square theorem states that the number of representations of a positive integer k as a sum of two squares, counting order and sign, is 4 times the surplus of positive divisors of k congruent to 1 modulo 4 over ...
The Average Run Length (ARL) is a performance measure that is frequently used in control charts. Cumulative Sum (CUSUM) is a popular procedure in quality control as it is a sensitive detector of small shifts in values of ...
Many authors in recent years have proposed extensions of familiar survival analysis methodologies to apply in dependent data settings, for example, when data are clustered or subject to repeated measures. However, these ...
Goetghebeur, E; Ryan, LM(Oxford University Press, 1995-01)
We propose a method to analyse competing risks survival data when failure types are missing for some individuals. Our approach is based on a standard proportional hazards structure for each of the failure types, and involves ...
Community intervention trials are becoming increasingly popular as a tool for evaluating the effectiveness of health education and intervention strategies. Typically, units such as households, schools, towns, counties, are ...
Assuminga smooth trendp lus independente rrorm odel fort he environmentael ffects in the yields of a fieldp lot experiment,le ast squares smoothingm ethodsa re developed to estimate both the treatmente ffectsa nd the unknown ...
The number of in vitro fertilization (IVF) cycles in the United States increased from fewer than 46,000 in 1995 to more than 120,000 in 2005. IVF and other assisted reproductive technology (ART) data are routinely collected ...
Women tend to repeat reproductive outcomes, with past history of an adverse outcome being associated with an approximate two-fold increase in subsequent risk. These observations support the need for statistical designs and ...
Suriyakat, W; Areepong, Y; Sukparungsee, S; Mititelu, G(International Association of Engineers, 2012-01)
The Exponentially Weighted Moving Average (EWMA) procedure are used for monitoring and detecting small shifts in the process mean which performs quicker than the Shewhart control chart. Usually, the common assumption of ...