1,721,007 research outputs found
A note on the numerical resolution of Heston PDEs
No full textIn this paper we aim to compare a popular numerical method with a new, recently proposed meshless approach for Heston PDE resolution. In finance, most famous models can be reformulated as PDEs, which are solved by finite difference and Monte Carlo methods. In particular, we focus on Heston model PDE and we solve it via radial basis functions (RBF) methods and alternating direction implicit. RBFs have become quite popular in engineering as meshless methods: they are less computationally heavy than finite differences and can be applied for high-order problems
La letteratura comparata
No full textIl saggio descrive lo statuto, i metodi, i problemi e le prospettive della letteratura comparata, in un contesto di riflessione interdisciplinare. Dopo un inquadramento generale, particolare attenzione viene dedicata alla storia della disciplina in Italia e ai problemi dell'attuale quadro politico-normativo
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
Capsaicin‐sensitive mechanisms and experimentally induced duodenal ulcers in rats
No full textThe incidence and degree of cysteamine‐ or dulcerozine‐induced duodenal ulcers are increased by systemic capsaicin desensitization (50 mg kg−1 s.c. 4 days before) in adult rats. Acute administration of capsaicin, but not neurokinins or CGRP, produced a small but distinct plasma extravasation (Evans blue leakage) in the rat proximal duodenum which was absent in capsaicin‐pretreated rats. These findings indicate the existence of a capsaicin‐sensitive ‘duodenal defence mechanism’ in rats. 1987 Royal Pharmaceutical Society of Great Britai
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
A probabilistic approach for financial IoT data
No full textThe extraction of information from the Internet of Things (IoT) plays a fundamental role in many research fields. In this work we focus our attention on financial data, used to describe self-financing portfolios in a complete market. Here, the absence of the arbitrage principle, the existence and the uniqueness of no arbitrage price are valid. With these hypotheses we can resort to the Black-Scholes model in order to determine the expression of no arbitrage price. In this model, frictional costs are avoided. Moreover, selling and buying of every amount of the assets and short sellings are allowed. In other words, traders can sell amount of assets even if they do not own them. Finally, this model is composed by a risk-free and a Geometric Brownian motion risk assets. © 2016, CEUR-WS. All rights reserved
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
A sequential Monte Carlo approach for the pricing of barrier option under a stochastic volatility model
No full textIn this paper we propose a numerical scheme to estimate the price of a barrier option in a general framework. More precisely, we extend a classical Sequential Monte Carlo approach, developed under the hypothesis of deter-ministic volatility, to Stochastic Volatility models, in order to improve the efficiency of Standard Monte Carlo techniques in the case of barrier options whose underlying approaches the barriers. The paper concludes with the application of our procedure to two case studies under a SABR model
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