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 Certain authors have become aware of the contents of this 9hitherto unpublished) manuscript ...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 ...
Hogan, W(ANU College of Business & Economics, 2009-01)
The Australian Government's guarantee of funds lodged with deposit-taking entities in Australia, and of security issues by Australian banks, has fostered support for smaller and less well-placed financial entities compared ...
Glover, K; Peskir, G; Samee, F(Taylor and Francis, 2011-01)
Following the economic rationale of the British put and call option, we present a new class of lookback options (by first studying the canonical 'Russian' variant) where the holder enjoys the early exercise feature of ...
This paper uses Lie symmetry methods to calculate certain expectations for a large class of Ito diffusions. We show that if the problem has sufficient symmetry, then the problem of computing functionals of the form ...
This paper deals with the well-posedness of the global solution of a small initial value problem for a generalized Boussinesq equation. The conditions for the existence and uniqueness of the solution to the problem are ...