177,912 research outputs found
Применение одного метода моделирования ЭВМ при помощи универсальной ЭВМ
No full text[Kirkova Rumjana; Kirkova R.; Киркова Румяна]; [Eskenazi Avram; Eskenazi A.; Ескенази Аврам]Bulgarian. Russian, English summar
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;
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
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
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
"Closing the R&D Gap, Evaluating the Sources of R&D Spending"
No full textBoth spending and tax policies have been implemented in the United States with the goal of stimulating private sector research and development (R&D). Karier questions whether current R&D policy, especially the research and experimentation tax credit, can contribute to closing the gap between nondefense expenditures on R&D in the United States and such expenditures in other countries, such as Japan and Germany. He also explores possible changes to our current R&D policy to make it more effective.
In memoriam Prof. Avram Bar-Cohen
No full textThe outpouring of emotion and appreciation for Prof. Avram (Avi) Bar-Cohen from his students and colleagues in the academic, industrial, and government communities in Heat Transfer and Electronics Packaging is a testament to the truly profound impact that he had on our professional and personal lives. Awards are being renamed in his honor, tributes are pouring in [1], special issues of the IEEE Transactions on Components, Packaging, and Manufacturing Technology (TCPMT) and the ASME Journal of Electronic Packaging are appearing, and articles have been crafted to honor his legacy [2], [3]
'In Glasgow but not quite of it’? Eastern European Jewish Immigrants in a Provincial Jewish Community from c.1890 to c.1945
No full textThis article makes use of autobiographies and oral interviews in order to explore the lifestyles of the first generation of immigrants within one particular provincial Jewish community – the Gorbals in Glasgow – between 1890 and 1945. The experience of this generation of immigrants was characterised by diversity to an extent that was not true of the second generation. Thus, the community cannot be described in terms of either ‘assimilation’ or ‘separation’. Instead, an alternative description has been coined: ‘variegated acculturation’ in order to encompass the complexity of the lives of the immigrants
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
In memoriam Prof. Avram Bar-Cohen
No full textIt has been a little over a year since the passing of Prof. Avram, Avi as he is popularly known, Bar-Cohen. Eulogies from his students and colleagues in the academic, industrial, and government communities in Heat Transfer and Electronics Packaging still continue to come in. His impact on the electronic packaging community in general and thermal management community, in particular, is profound. The IEEE ITherm Conference renamed Best Paper awards in his honor. The ASME InterPACK Conference renamed its Achievement Award to honor him and is working diligently to elevate it from a Divisional Award to a Society-Level Award. The ASME Journal of Electronic Packaging will be publishing a Special Issue, edited mostly by his former students, in December 2021
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