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SUBORDINATED BINOMIAL OPTION PRICING.
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- Journal of Financial Research, 2006, v. 29, n. 4, p. 559, doi. 10.1111/j.1475-6803.2006.00194.x
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- Article
OPTIMAL FUTURES HEDGE WITH MARKING-TO-MARKET AND STOCHASTIC INTEREST RATES.
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- Journal of Financial Research, 1996, v. 19, n. 3, p. 309, doi. 10.1111/j.1475-6803.1996.tb00216.x
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- Article
A NO-ARBITRAGE MARTINGALE ANALYSIS FOR JUMP-DIFFUSION VALUATION.
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- Journal of Financial Research, 1995, v. 18, n. 3, p. 351, doi. 10.1111/j.1475-6803.1995.tb00571.x
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- Article
AN IMPLICIT MEASURE OF THE EFFECTIVE BID-ASK SPREAD: A NOTE.
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- Journal of Financial Research, 1993, v. 16, n. 1, p. 71, doi. 10.1111/j.1475-6803.1993.tb00128.x
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- Article
THE PRICING OF FUTURES CONTRACTS AND THE ARBITRAGE PRICING THEORY.
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- Journal of Financial Research, 1990, v. 13, n. 4, p. 297, doi. 10.1111/j.1475-6803.1990.tb00634.x
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- Article
Portfolio optimization in the catastrophe space.
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- European Financial Management, 2020, v. 26, n. 5, p. 1414, doi. 10.1111/eufm.12265
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- Article
Sarcopenia in Patients With Rectal Adenocarcinoma: An Opportunity for Preoperative Rehabilitation.
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- American Surgeon, 2023, v. 89, n. 12, p. 5631, doi. 10.1177/00031348231160849
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- Article
Not All Patients With Locally Advanced Rectal Cancer Benefit From Neoadjuvant Therapy.
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- American Surgeon, 2023, v. 89, n. 11, p. 4327, doi. 10.1177/00031348221109476
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- Article
Application of a life table approach to assess duration of BNT162b2 vaccine-derived immunity by age using COVID-19 case surveillance data during the Omicron variant period.
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- PLoS ONE, 2023, v. 18, n. 9, p. 1, doi. 10.1371/journal.pone.0291678
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- Article
Optimum Hurricane Futures Hedge in a Warming Environment: A Risk-Return Jump-Diffusion Approach.
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- Journal of Risk & Insurance, 2014, v. 81, n. 1, p. 199, doi. 10.1111/j.1539-6975.2012.01492.x
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- Article
Pricing Catastrophe Insurance Futures Call Spreads: A Randomized Operational Time Approach.
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- Journal of Risk & Insurance, 1996, v. 63, n. 4, p. 599, doi. 10.2307/253473
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- Article
Activity of Antibiotics against Mycobacterium Species Commonly Found in Laboratory Zebrafish.
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- Journal of Aquatic Animal Health, 2015, v. 27, n. 2, p. 88, doi. 10.1080/08997659.2015.1007176
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- Article
Structure-Activity for uptake and toxicity of DDT-type insecticides utilizing an NMR method for estimating σ*.
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- Environmental Toxicology & Chemistry, 1989, v. 8, n. 1, p. 45, doi. 10.1002/etc.5620080106
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- Article
Pricing Options with Physically Based Exercise and Random Maturity.
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- Journal of Insurance Issues, 2020, v. 43, n. 1, p. 59
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- Article
An Integrated Approach to Pricing Catastrophe Reinsurance.
- Published in:
- Risks, 2017, v. 5, n. 3, p. 51, doi. 10.3390/risks5030051
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- Article
Forward and Futures Prices: Evidence from the Foreign Exchange Markets.
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- Journal of Finance (Wiley-Blackwell), 1990, v. 45, n. 4, p. 1333, doi. 10.1111/j.1540-6261.1990.tb02442.x
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- Article
Hurricane Bond Price Dependency on Underlying Hurricane Parameters.
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- Asia-Pacific Journal of Risk & Insurance, 2021, v. 15, n. 1, p. 1, doi. 10.1515/apjri-2020-0017
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- Article
Viruses and esophageal cancer.
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- Diseases of the Esophagus, 2020, v. 33, n. 12, p. 1, doi. 10.1093/dote/doaa036
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- Article
Transmission of Mycobacterium chelonae and Mycobacterium marinum in laboratory zebrafish through live feeds.
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- Journal of Fish Diseases, 2019, v. 42, n. 10, p. 1425, doi. 10.1111/jfd.13071
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- Article
Trends in Laboratory-Confirmed SARS-CoV-2 Reinfections and Associated Hospitalizations and Deaths Among Adults Aged ≥18 Years -- 18 U.S. Jurisdictions, September 2021-December 2022.
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- MMWR: Morbidity & Mortality Weekly Report, 2023, v. 72, n. 25, p. 683, doi. 10.15585/mmwr.mm7225a3
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- Article
Comparison of COVID-19 Mortality Rates Among Adults Aged ≥65 Years Who Were Unvaccinated and Those Who Received a Bivalent Booster Dose Within the Preceding 6 Months — 20 U.S. Jurisdictions, September 18, 2022–April 1, 2023.
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- MMWR: Morbidity & Mortality Weekly Report, 2023, v. 72, n. 24, p. 667, doi. 10.15585/mmwr.mm7224a6
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- Article
Epidemiologic Characteristics of SARS-CoV-2 Recombinant Variant XBB.1.5 -- New York City, November 1, 2022-January 4, 2023.
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- MMWR: Morbidity & Mortality Weekly Report, 2023, v. 72, n. 8, p. 212, doi. 10.15585/mmwr.mm7208a4
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- Article
COVID-19 Incidence and Death Rates Among Unvaccinated and Fully Vaccinated Adults with and Without Booster Doses During Periods of Delta and Omicron Variant Emergence -- 25 U.S. Jurisdictions, April 4-December 25, 2021.
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- MMWR: Morbidity & Mortality Weekly Report, 2022, v. 71, n. 4, p. 132
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- Article
OPTIMUM FUTURES HEDGE IN THE PRESENCE OF CLUSTERED SUPPLY AND DEMAND SHOCKS, STOCHASTIC BASIS, AND FIRM'S COSTS OF HEDGING.
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- Journal of Futures Markets, 2003, v. 23, n. 12, p. 1209, doi. 10.1002/fut.10106
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- Article
OPTIMUM FUTURES HEDGES WITH JUMP RISK AND STOCHASTIC BASIS.
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- Journal of Futures Markets, 1996, v. 16, n. 4, p. 441, doi. 10.1002/(SICI)1096-9934(199606)16:4<441::AID-FUT5>3.0.CO;2-I
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- Article
Assessment of various standard fish diets on gut microbiome of platyfish Xiphophorus maculatus.
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- Journal of Experimental Zoology Part B: Molecular & Developmental Evolution, 2024, v. 342, n. 3, p. 271, doi. 10.1002/jez.b.23218
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- Article
Leverage Strategies of Real Estate Investment Trusts and Real Estate Operating Companies.
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- International Real Estate Review, 2024, v. 27, n. 1, p. 80, doi. 10.53383/100377
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- Article
Hedging the impact of climate change in the catastrophe space.
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- Journal of Risk Management in Financial Institutions, 2017, v. 10, n. 4, p. 341, doi. 10.69554/cuvo3113
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- Article
Cord blood versus age 5 mononuclear cell proliferation on IgE and asthma.
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- Clinical & Molecular Allergy, 2010, v. 8, p. 11, doi. 10.1186/1476-7961-8-11
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- Article
Option Pricing with Stochastic Volatility: Information-Time vs. Calendar-Time.
- Published in:
- Management Science, 1996, v. 42, n. 7, p. 974, doi. 10.1287/mnsc.42.7.974
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- Article
Doubly-Binomial Option Pricing with Application to Insurance Derivatives.
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- Review of Pacific Basin Financial Markets & Policies, 2005, v. 8, n. 3, p. 501, doi. 10.1142/S0219091505000439
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- Article
Perturbing the developing skull: using laser ablation to investigate the robustness of the infraorbital bones in zebrafish (Danio rerio).
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- BMC Developmental Biology, 2014, v. 14, n. 1, p. 51, doi. 10.1186/s12861-014-0044-7
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- Article