Titlebook: Operator Theory and Harmonic Analysis; OTHA 2020, Part II – Alexey N. Karapetyants,Igor V. Pavlov,Albert N. Sh Conference proceedings 2021

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A Simple Wiener-Hopf Factorization Approach for Pricing Double-Barrier Options,ea behind the method is to represent the process under consideration as a difference between two subordinators. We use such a splitting rule to the Lévy process at exponentially distributed randomized time points. Then, we obtain the double-barrier option price by solving recurrent simple Wiener-Hop

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,New Procedure for Applying the Cramér–von Mises Test for Parametric Families of Distributions,ion to a given parametric family of distributions. The limiting distribution of the considered criteria statistic does not depend on the sample distribution in cases where such a distribution is specified exactly. However, for parametric families, the distribution of classical statistics can depend

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财产

Out-of-Sample Utility Bounds for Empirically Optimal Portfolios in a Single-Period Investment Problfolios are selected after . observations of stock returns. The cases of Lipschitz, Hölder, and linear utilities are considered separately. It is assumed that the returns are independent and identically distributed and belong to an .. or an Orlicz . space. For concave utilities we give estimation err

FRAUD

A Guaranteed Deterministic Approach to Superhedging: Optimal Mixed Strategies of the Market and Thentingent claim under the option contract for all admissible scenarios. These scenarios are given by means of a priori given compacts, depending on the prehistory of prices; the increments of the price at every point in time must lie in the corresponding compacts. We assume that there are no transact

chondromalacia

to address vaccine concerns from their patients ?.Comprehen.Vaccinophobia and Vaccine Controversies of the 21st Century.Archana Chatterjee, editor. Once hailed as a medical miracle, vaccination has come under attack from multiple fronts, including occasionally from within medicine. And while the ra

cortex

maintenance

Ya. I. Belopolskayapplied to very small cells such as chromaffin cells (9). The suction-pipette method has been applied to spherical cells such as snail neurons between 50 and 100 .m in diameter (19) and to cylindrical cells such as mammalian ventricular myocytes with diameters, ≥10 .m and lengths ≤200 .m (1). There a

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