187,281 research outputs found
Avram Iancu : crâmpeie din vieaţa şi din vremea lui
No full textAvram Iancu : crâmpeie din vieaţa şi din vremea lui / de Ioan Georgescu. - Sibiiu : Editura "Asociaţiunii", 1922. - 96 p. : il. ; 17 cm. - (Biblioteca poporală a "Asociaţiunii" ; Nr. 105
On the valuation ofconstant barrier options under spectrally one-sided exponential L&evy models and Carr’s approximation for American puts.
No full textThis paper provides a general framework for pricing options with a constant barrier under spectrally one-sided exponential L&evy model, and uses it to implement ofCarr’s approximation for the value of the American put under this model. Simple analytic approximations for the exercise boundary and option value are obtained. c 2002 Elsevier Science B.V. All rights reservedAmerican options; Perpetual approximation; Spectrally negative exponential L&evy process;
Marginal social cost auctions for congested airport facilities
No full textThesis (M.Eng.)--Massachusetts Institute of Technology, Dept. of Civil and Environmental Engineering; and, (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2002."September 2002."Includes bibliographical references (p. 96-97).by Raphael Avram Schorr.S.M.M.Eng
Some remarks on first passage of Lévy processes, the American put and pasting principles
No full textThe purpose of this article is to provide, with the help of a fluctuation identity, a generic link between a number of known identities for the first passage time and overshoot above/below a fixed level of a Lévy process and the solution of Gerber and Shiu [Astin Bull. 24 (1994) 195–220], Boyarchenko and Levendorskii [Working paper series EERS 98/02 (1998), Unpublished manuscript (1999), SIAM J. Control Optim. 40 (2002) 1663–1696], Chan [Original unpublished manuscript (2000)], Avram, Chan and Usabel [Stochastic Process. Appl. 100 (2002) 75–107], Mordecki [Finance Stoch. 6 (2002) 473–493], Asmussen, Avram and Pistorius [Stochastic Process. Appl. 109 (2004) 79–111] and Chesney and Jeanblanc [Appl. Math. Fin. 11 (2004) 207–225] to the American perpetual put optimal stopping problem. Furthermore, we make folklore precise and give necessary and sufficient conditions for smooth pasting to occur in the considered problem
SOME ARGUMENTS THAT JUSTIFY THE AUDIT TRINITY’S APPROACH IN THE CONTEXT OF CORPORATE GOVERNANCE
No full textThe purpose of this paper is to develop a synthesis of the main arguments that could justify the necessity of audit trinity’s approach (internal audit, external audit, audit committee) in assuring good corporate governance. The aim of the paper is also to synthesize relevant theoretical and empirical latest literature that argues the significance of audit functions as an important mechanism in the effective functioning of corporate governance system. From methodological point of view, the construction of this paper has adopted a normative approach, the research being primarily, based on a examination of relevant literature, with a focus on developments that have more or less implications over the progress of corporate governance issues, especially in these difficult economic context that requires urgently the adopting of effective solutions. By presenting on overview over the latest literature ad discussing the shifting demands with respect to the audit’s contribution to ensuring good corporate governance, the author of this paper hopes to stimulate further research and constructive debates in the field.Internal audit, external audit, audit committee, corporate governance, audit trinity
"Encystation": Containment and Control in Israeli Ideology and Practice
No full textThe radical closure of Gaza serves here as an extreme example of a process of
isolation and immiseration of national enemies that is deeply rooted in Israeli
ideology and practices of state formation. I use encystation to reveal the dual
meaning of the term—that of radical isolation of diseased elements and that of
protecting a fetus within a womb—and to show how the two meanings connect
with respective Israeli policies toward Palestinians and Jews. I suggest in closing
that the Oslo Accords have put in place mechanisms for the future imposition
on West Bank Palestinians of the same containment currently afflicting Gaz
Fathers high in psychopathy invest more in offspring who resemble them
No full textOver ancestral time, men had more paternity uncertainty than women. If the father and his offspring have similar facial features, the former is more confident of his paternity and he, therefore, tends to invest more resources in the child. In 158 dyads of adolescents (i.e., teenagers) and their fathers, we tested—using actor-partner interdependence modeling (APIM)—the relationship between facial resemblance and personality similarity on the one hand and paternal investment (i.e., emotional and financial) on the other hand. We also examined how important personality (i.e., emotionality, psychopathy, narcissism, and Machiavellianism) similarity is in predicting paternal investment controlling for facial resemblance. Both facial and personality resemblance were associated with paternal investment. We also found that personality similarity accounts for incrementally more variance in paternal investment over facial resemblance. Additionally, we found that psychopathy moderated the relationship between facial resemblance and paternal investment
Author-wise bibliometric analysis based on entropy.
No full textAuthor-wise bibliometric analysis based on entropy.</p
Going Beyond Counting First Authors in Author Co-citation Analysis
No full textThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Appropriate Similarity Measures for Author Cocitation Analysis
No full textWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
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