On the Rational Pricing of the “Russian Option” for the Symmetrical Binomial Model of a $(B,S)$-Market

1995 ◽  
Vol 39 (1) ◽  
pp. 153-162 ◽  
Author(s):  
D. O. Kramkov ◽  
A. N. Shiryaev
Asian Survey ◽  
1978 ◽  
Vol 18 (7) ◽  
pp. 751-766 ◽  
Author(s):  
John W. Garver
Keyword(s):  

2019 ◽  
Vol 47 (2) ◽  
pp. 287-305 ◽  
Author(s):  
Eghbal Zandkarimi ◽  
Abbas Moghimbeigi ◽  
Hossein Mahjub ◽  
Reza Majdzadeh

2021 ◽  
Vol 31 (1) ◽  
pp. 19-41
Author(s):  
D. A. Kravtsov ◽  
N. E. Krokhmal ◽  
D. A. Shabanov

Abstract We study the threshold probability for the existence of a panchromatic coloring with r colors for a random k-homogeneous hypergraph in the binomial model H(n, k, p), that is, a coloring such that each edge of the hypergraph contains the vertices of all r colors. It is shown that this threshold probability for fixed r < k and increasing n corresponds to the sparse case, i. e. the case p = c n / ( n k ) $p = cn/{n \choose k}$ for positive fixed c. Estimates of the form c 1(r, k) < c < c 2(r, k) for the parameter c are found such that the difference c 2(r, k) − c 1(r, k) converges exponentially fast to zero if r is fixed and k tends to infinity.


2021 ◽  
Author(s):  
Evren Hincal ◽  
Bilgen Kaymakamzade ◽  
Fatma Nese Suren ◽  
Nezihal Gokbulut
Keyword(s):  

Author(s):  
Hayley A Thompson ◽  
Andria Mousa ◽  
Amy Dighe ◽  
Han Fu ◽  
Alberto Arnedo-Pena ◽  
...  

Abstract Background Understanding the drivers of severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) transmission is crucial for control policies, but evidence of transmission rates in different settings remains limited. Methods We conducted a systematic review to estimate secondary attack rates (SARs) and observed reproduction numbers (Robs) in different settings exploring differences by age, symptom status, and duration of exposure. To account for additional study heterogeneity, we employed a beta-binomial model to pool SARs across studies and a negative-binomial model to estimate Robs. Results Households showed the highest transmission rates, with a pooled SAR of 21.1% (95% confidence interval [CI]:17.4–24.8). SARs were significantly higher where the duration of household exposure exceeded 5 days compared with exposure of ≤5 days. SARs related to contacts at social events with family and friends were higher than those for low-risk casual contacts (5.9% vs 1.2%). Estimates of SARs and Robs for asymptomatic index cases were approximately one-seventh, and for presymptomatic two-thirds of those for symptomatic index cases. We found some evidence for reduced transmission potential both from and to individuals younger than 20 years of age in the household context, which is more limited when examining all settings. Conclusions Our results suggest that exposure in settings with familiar contacts increases SARS-CoV-2 transmission potential. Additionally, the differences observed in transmissibility by index case symptom status and duration of exposure have important implications for control strategies, such as contact tracing, testing, and rapid isolation of cases. There were limited data to explore transmission patterns in workplaces, schools, and care homes, highlighting the need for further research in such settings.


2021 ◽  
Vol 300 ◽  
pp. 113919
Author(s):  
Narimasa Kumagai ◽  
Aran Tajika ◽  
Akio Hasegawa ◽  
Nao Kawanishi ◽  
Hirokazu Fujita ◽  
...  

2017 ◽  
Vol 12 (1) ◽  
pp. 23-48 ◽  
Author(s):  
David C.M. Dickson ◽  
Marjan Qazvini

AbstractChen et al. (2014), studied a discrete semi-Markov risk model that covers existing risk models such as the compound binomial model and the compound Markov binomial model. We consider their model and build numerical algorithms that provide approximations to the probability of ultimate ruin and the probability and severity of ruin in a continuous time two-state Markov-modulated risk model. We then study the finite time ruin probability for a discrete m-state model and show how we can approximate the density of the time of ruin in a continuous time Markov-modulated model with more than two states.


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