This paper considers a modified constant elasticity of variance (MCEV) model. This model uses the familiar constant elasticity of variance form for the volatility of the growth optimal portfolio (GOP) in a continuous market. ...
Shannon, AG(Bulgarska Akademiya na NaukiteBulgaria, 2011-01)
This is an expository paper which explores a variety of epidemiological and other quantitative approaches to research in endocrinology. It is a sample of some of the projects in which the author and his colleagues, including ...
Semiparametric regression is a fusion between parametric regression and nonparametric regression that integrates low-rank penalized splines, mixed model and hierarchical Bayesian methodology - thus allowing more streamlined ...
Many business situations such as events, products and services, are often described in a hierarchical structure. When we use case-based reasoning (CBR) techniques to support business decision-making, we require a ...
This paper contains observations, conjectures and open questions concerning two finite sums that involve Fibonacci and Lucas numbers. Certain authors have become aware of the contents of this 9hitherto unpublished) manuscript ...
Unlike derivatives of financial contracts, commodity options exhibit distinct particularities owing to physical aspects of the underlying. An adaptation of no-arbitrage pricing to this kind of derivative turns out to be a ...