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1.
Generally, the semiclosed-form option pricing formula for complex financial models depends on unobservable factors such as stochastic volatility and jump intensity. A popular practice is to use an estimate of these latent factors to compute the option price. However, in many situations this plug-and-play approximation does not yield the appropriate price. This article examines this bias and quantifies its impacts. We decompose the bias into terms that are related to the bias on the unobservable factors and to the precision of their point estimators. The approximated price is found to be highly biased when only the history of the stock price is used to recover the latent states. This bias is corrected when option prices are added to the sample used to recover the states' best estimate. We also show numerically that such a bias is propagated on calibrated parameters, leading to erroneous values. The Canadian Journal of Statistics 48: 8–35; 2020 © 2019 Statistical Society of Canada 相似文献
2.
Aging in the Era of Regenerative Medicine: Analysis of Aging‐Related Representations among Canadian Researchers
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Céline Lafontaine 《The Sociological quarterly》2015,56(1):62-79
Explicitly aimed at understanding and controlling molecular and cellular processes at the root of senescence and biological aging, regenerative medicine aspires to artificially reproduce the biological processes that enable the body to regenerate itself. This no longer involves conserving the body's state of balance by combating disease, as in clinical medicine, but rather fighting degeneration itself. From stem cell research to gene therapy to the production of replacement tissues, regenerative medicine perfectly corresponds to the logic of biomedicalization specific to postmodern society. Based on a series of 18 interviews conducted with Canadian researchers and clinicians in the field of regenerative medicine, this article seeks to understand representations of the aging body among researchers in this field. Seen from a strictly negative angle, aging is assimilated by researchers to an inevitable catastrophe that nevertheless must be combated. More closely observing the theoretical model of regenerative biology and the types of treatments developed, it can be observed, however, that this medicine of the future does not target the elderly, but rather promises youth the ability to regenerate themselves to avoid aging. 相似文献
3.
Laurent Gardes Stéphane Girard Gilles Stupfler 《Scandinavian Journal of Statistics》2020,47(3):922-949
The conditional tail expectation (CTE) is an indicator of tail behavior that takes into account both the frequency and magnitude of a tail event. However, the asymptotic normality of its empirical estimator requires that the underlying distribution possess a finite variance; this can be a strong restriction in actuarial and financial applications. A valuable alternative is the median shortfall (MS), although it only gives information about the frequency of a tail event. We construct a class of tail Lp-medians encompassing the MS and CTE. For p in (1,2), a tail Lp-median depends on both the frequency and magnitude of tail events, and its empirical estimator is, within the range of the data, asymptotically normal under a condition weaker than a finite variance. We extrapolate this estimator and another technique to extreme levels using the heavy-tailed framework. The estimators are showcased on a simulation study and on real fire insurance data. 相似文献
4.
María del Carmen Méndez García 《Intercultural Education》2005,16(1):57-68
The sociocultural content of foreign language textbooks has become a concern of scholars and practitioners owing to the fact that the traditional emphasis on purely linguistic issues has been expanded to embrace a language in context approach. This paper studies the English‐speaking communities that are described in English language teaching textbooks marketed in Spain. It examines to what extent an international and/or intercultural approach is a constituent element in their design. 相似文献
5.
Conservation biology aims at assessing the status of a population, based on information which is often incomplete. Integrated population modelling based on state‐space models appears to be a powerful and relevant way of combining into a single likelihood several types of information such as capture‐recapture data and population surveys. In this paper, the authors describe the principles of integrated population modelling and they evaluate its performance for conservation biology based on a case study, that of the black‐footed albatross, a northern Pacific albatross species suspected to be impacted by longline fishing 相似文献
6.
Irving Louis Horowitz 《The American Sociologist》2003,34(1-2):10-16
Let me preface my remarks by saying that we are here to honor a living, breathing colleague. My great concern, and in this
I am sure that I speak for my colleagues as well, is that any imputation of a postmortem be avoided. Indeed, I would like
to believe that Marty will review these various contributions and make his own assessments-critical or approvingly. The fact
that he is not present in this conference hall should not deter us from speaking frankly and forthrightly. Marty merits nothing
less. What binds us all is the sure knowledge that the work of Lipset speaks to us in personal as well as professional ways.
That he has touched so many of us in both the private and public realms is itself a testimonial of the magnitude of his contribution
to the field of political sociology. So it is in that spirit of a collégial dialogue that I offer these remarks. Let us hope
that a year from now a session of one person can be held, at which S. M. Lipset will provide rebuttals and responses to those
of us herein gathered.
His most recent work in the field is Behemoth: Main Currents in the History and Theory of Political Sociology.
The two major sources for traching the written works of Seymour Lipset are contained in Reexamining Democracy: Essays in Honor
of Seymour Martin Lipset, edited by Gary Marx and Martin Diamond. Newberry Park, California: Sage Publishers. 1992, especially
pp. 332–355. For work done by Lipset after 1991; as embodied in his later work, see Lipset's essay on “Steady Work: An Academic
Memoir,” Annual Review of Socialogy: Greenwich, CT: JAI Press, 1996, pp. 1–27. My reference to works mentioned in the narrative can
be found in either of these bibliography sources. 相似文献
7.
Andrée Coulombe M.Ps. Robert Ladouceur Ph.D. Raymond Desharnais Ph.D. Jean Jobin Ph.D. 《Journal of gambling studies / co-sponsored by the National Council on Problem Gambling and Institute for the Study of Gambling and Commercial Gaming》1992,8(3):235-244
This study investigated the relationship between the level of arousal (Heart Rate) and the number of erroneous perceptions among video poker players. Twelve regular and twelve occasional gamblers participated in a gambling session conducted in a natural environment. It was hypothesised that 1) a significant positive correlation would be observed between arousal and the number of erroneous verbalizations, 2) regular players would show a higher level of arousal than occasional players, and 3) they would emit more erroneous verbalizations. Results showed that hypotheses one and three were confirmed. Theoretical and practical implications of these results for the psychology of gambling are discussed.This study was supported by a grant from Loto-Québec. 相似文献
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