1,720,980 research outputs found
On a lemma by Ansel and Stricker
No full textWe provide a different proof of the Ansel and Stricker's lemma, which also allows us to give a formulation of this result for the
stochastic integral of measure-valued processes with respect to a family of semimartingales, indexed by a
continuous parameter
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe 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
Optimal stopping and American Options with discrete dividens and exogenous risk
No full textIn this paper we analyze some problems arising in the evaluation of American options when the underlying security pays discrete dividends. To this aim, we study the problem of maximizing the expected gain process over stopping times taking values in the union of disjoint, real compact sets. The results we obtain can be applied to evaluate options with restrictions on exercise periods, but are also useful for the evaluation of American options on assets that pay discrete dividends. In particular, we generalize the evaluation formula for American call options due to Whaley [Journal of Financial Economics 9 (1981) 207], allowing for a stochastic jump of the underlying security at the ex-dividend date and discuss the existence of the optimal stopping time. In the same framework, we analyze American put options, justifying the procedure used in Meyer [Journal of Computational Finance 5 (2) (2002)] to account for the presence of discrete dividends in the free boundary formulation from the perspective of optimal stopping theory
A Theory of Stochastic Integration for Bond Markets
No full textWe introduce a theory of stochastic integration with respect to a family of semimartingales depending on a continuous parameter, as a mathematical background to the theory of bond markets.
We apply our results to the problem of super-replication and utility maximization from terminal wealth in a bond market. Finally, we compare our approach to those already existing in literature
TETRABUTYLAMMONIUM DIHYDROGENTRIFLUORIDE - AN EFFECTIVE SOURCE OF FLUORIDE-ION FOR HALOFLUORINATION OF ALKENES
No full textVicinal halofluorides have been prepared from the corresponding alkenes by reaction with a stoicheiometric amount of Bu4N+H2F3- as a source of fluoride anion and an excess of an N-halosuccinimide (NXS). The reaction products are obtained in good yields, with a prevalent Markownikoff regiochemistry. Olefins containing hydroxy, epoxy, acetoxy and alkoxy groups do not undergo side reactions under these reaction conditions
Variations on the Author
Full text link“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Full text linkWe 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
Dispelling the Myths Behind First-author Citation Counts
Full text linkWe conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
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