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Option Pricing when the Regime-Switching Risk is Priced

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Acta.Mathematicae Applicata. Sinica 2009年第3期25卷 369-388页

作者： ta. kuen siu Hailiang Yang Department of Mathematics and Sta.istics Curtin University of Technology Perth W.A. 6845 Australia Department of Sta.istics and Actuarial Science the University of Hong Kong Pokfulam Road Hong Kong

We study the pricing of an option when the price dynamic of the underlying risky asset is governed by a Markov-modulated geometric Brownian motion. We suppose that the drift and volatility of the underlying risky asset are modulated by an observable continuous-time, finite-sta.e Markov chain. We develop a two- sta.e pricing model which can price both the diffusion risk and the regime-switching risk based on the Esscher transform and the minimization of the maximum entropy between an equivalent martingale measure and the real-world probability measure over different sta.es. Numerical experiments are conducted and their results reveal that the impact of pricing regime-switching risk on the option prices is significant.

关键词： Option valuation regime-switching risk two-sta.e pricing procedure Esscher transform martingale restriction min-max entropy problem

Lower and upper pricing of financial assets

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Probability, Uncerta.nty and Quantita.ive Risk 2022年第1期7卷 45-66页

作者： Robert Elliott Dilip B.Madan ta. kuen siu School of Business University of South AustraliaAdelaideSA 5001Australia Department of Finance Robert H.Smith School of BusinessUniversity of MarylandCollege ParkMD 20742USA Department of Actuarial Studies and Business Analytics Macquarie Business SchoolMacquarie UniversitySydneyNSW 2109Australia

Modeling of uncerta.nty by probability errs by ignoring the uncerta.nty in *** financial valuation recognizes the uncerta.nty of probability,the best the market may offer is a two price framework of a lower and upper *** martingale theory of asset prices is then replaced by the theory of nonlinear *** dealing with pure jump compensators describing probability,the uncerta.nty in probability is captured by introducing parametric measure *** two price framework then alters asset pricing theory by requiring two required return equations,one each for the lower upper *** lower and upper valuations by daily lows and highs,the paper delivers the first empirical study of nonlinear martingales via the modeling and simulta.eous estimation of the two required return equations.

关键词： Bilateral gamma model Accepta.le risks Probability distortions Hidden Markov model Filtered markets

Young adults’perceptions of breastfeeding in public:a focus group study

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Frontiers of Nursing 2020年第3期7卷 217-226页

作者： Ka-Huen Yip Yuk-Chiu Yip Catherine Man-Yin Lee Mei-Yi siu Shu-Ying Ngai Mei-kuen Chow School of Health Sciences Caritas Institute of Higher EducationHong KongChina School of Nursing The University of Hong KongHong KongChina

Objective:To elucidate the perceptions of young Chinese adults aged 18–25 toward adopting breastfeeding in public in Hong Kong Special Administrative Region(Hong Kong),***:A descriptive and exploratory study design was *** were recruited by convenience *** group data.were collected from three semi-structured *** from 18 participants were audiota.ed,transcribed verbatim,coded,and analyzed using content ***:Four themes emerged that described the young adults’perceptions and barriers toward breastfeeding practices:(1)adapta.ility of self and others,(2)cultural deem and practice,(3)convenience and connection,and(4)education and ***,all respondents(male and female)are aware of the benefits of *** negative perceptions toward breastfeeding initiation and continuation originate from factors that are essentially extraneous to the mother-infant dyads(such as the breadth and intensity of sociopolitical support,the dominant social beliefs and norms,and the inadequacy of breastfeeding education in adolescent years).Conclusions:In general,the young adult’s perception of breastfeeding is dominated by sociopolitical and cultural-related *** particular,sexualization of breasts as a deep-rooted belief in the Chinese context negatively affects young adults’perceptions and limits their breastfeeding practices.

关键词： breastfeeding young adult perceptions Chinese Hong Kong

Chemsex and its risk factors associated with human immunodeficiency virus among men who have sex with men in Hong Kong

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World Journal of Virology 2022年第4期11卷 208-211页

作者： Alex siu Wing Chan Patrick Ming kuen ta.g Elsie Yan Department of Applied Social Sciences The Hong Kong Polytechnic UniversityHong Kong 999077China Department of Anatomical and Cellular Pathology The Chinese University of Hong KongHong Kong 999077China

We were intrigued by Hanum et al,who published a study on the prevalence of human immunodeficiency virus(HIV)in homosexual,bisexual,and other men who have sex with men at sexual health clinics in England and the relationship between baseline variables and future HIV ***-enhanced sexual experience(chemsex)is becoming a global *** are increasing medical and academic concerns about chemsex,where substa.ces are used to boost sexual satisfaction,which is prevalent in groups,especially among ***,gays,bisexuals,transgenders,and queers have become increasingly visible,valued,and committed ***,chemsex requires urgent attention.

关键词： Men who have sex with men Methampheta.ine Application of novel psychoactive substa.ces Drug abuse Lesbians,gays,bisexuals,transgenders Chemsex

Mothers’ health-related quality of life: Its relationship with children’s health-related quality of life and behavior in low-income families

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Family Medicine and Community Health 2016年第4期4卷 4-12页

作者： Rosa Sze Man Wong Vivian Yawei Guo Patrick Ip Carlos King Ho Wong Esther Yee ta. Yu Colman siu Cheung Fung Cindy Lo kuen Lam Department of Family Medicine and Primary Care The University of Hong KongAp Lei Chau ClinicAp Lei ChauHong KongChina Department ofPaediatrics and Adolescent Medicine TheUniversity of Hong KongQueen Mary HospitalHong KongChina

Objective:To examine the association between mothers’health-related quality of life(HRQOL)and their children’s HRQOL and behavior in low-income ***:Mothers of 278 children aged 6-12 years from low-income families were invited to complete the Child Health Questionnaire Parent Form 50(CHQ-PF50)and the Strength and Dif-ficulties Questionnaire(SDQ)for their children as well as the 12-item Short-Form Health Survey version 2(SF-12v2)and the Patient Health Questionnaire-2(PHQ-2).Multiple linear regressions with mother-child pairs as the unit of analysis were performed to examine the associations between maternal and child variables with adjustment of mother-and child-level ***:Compared with the general population,low-income mothers had a lower mean SF-12v2 menta. component summary score and their children also had lower mean CHQ-PF50 physi-cal and psychosocial summary scores and SDQ tota. difficulties *** of mothers with SF-12v2 scores below the population mean of 50 had significantly worse CHQ-PF50 scores and higher SDQ tota. difficulties *** mother’s PHQ-2 depression sta.us had no association with the child’s CHQ-PF50 ***:Our findings suggest that more attention should be paid to reducing the negative impact of health problems on mothers’daily roles in childcare in low-income families.

关键词： Health-related quality of life child health child behavior low income

Importa.t role of cardiac spect imaging in patients undergoing percuta.eous transluminal coronary angioplasty

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Chinese Medical Journal 1999年第3期112卷 64-67页

作者： Babington Chun kuen Yung, Wai Kwong Chan, Chiu Sun Yue, Wai Chau Fan, Kwok Fai Leung Amy siu ling Fung and James Chi sang Chan Department of Radiology and Organ Imaging (Yung CK, Fan WC, Chan CS) & Department of Medicine and Geriatrics ( Department of Radiology and Organ Imaging United Christian Hospital 130 Hip Wo Street Kwun Tong Kowloon Hong Kong China Department of Medicine and Geriatrics United Christian Hospital 130 Hip Wo Street Kwun Tong Kowloon Hong Kong China Department of Radiology Tuen Mun Hospital Tsing Chung Koon Road Tuen Mun Hong Kong China

Objective To examine the utilization and contribution of cardiac perfusion scans to patients undergoing percuta.eous transluminal coronary angioplasty. Methods From July 1996 to January 1998, 34 patients underwent percuta.eous transluminal coronary angioplasty and cardiac SPECT imaging was studied. Twenty five patients had pre procedure SPECT scans. The agreement between angioplasty strategies and SPECT findings of ischemia and hypokinesia was *** When radionuclide imaging was performed before revascularization procedures, 84% of the patients had intervention strategies guided by scan findings. Perfusion scan findings including extent and severity of ischemia, degree of hypokinesia directed the selection of ta.get vessel for angioplasty in the patient subgroup with multi vessel disease. Post angioplasty radionuclide cardiac scans were performed only on symptomatic patients, demonstrating ischemia and hypokinesia in most of them, conceivably reflected the selection *** We recommend routine pre and post angioplasty radionuclide imaging with multigated scans for wall motion assessment for all patients receiving coronary intervention.

关键词： multigated SPECT angioplasty ischemia hypokinesia

Mass Spectrometry-Based Proteomics:From Structure and Energetics of Peptide Ions to Prognostic Cancer Biomarkers

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Mass Spectrometry-Based Proteomics:From Structure and Energe...

第五届全国原子光谱及相关技术学术会议

作者： Ajay Matta.Leroi V.DeSouza Jason T.K.Hwang Ranju Ralhan Kenneth P.H.Pritzker K.H.Brian Lam Justin K.-C.Lau Cheuk-kuen Lai Alan C.Hopkinson K.W.Michael siu University of Windsor

＜正＞ta.dem mass spectrometry（MS/MS）is the enabling technology in mass spectrometry-based *** coupled with a protein data.ase,the MS/MS peak lists can often lead to peptide sequence information and unambiguous identification of the peptides and the proteins from which they *** methodology is effective,mainly due to the redundancy of identification information encoded in the sequence,the generally well-behaving fragmenta.ion chemistry of

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一类型的积分微分方程组

四川大学学报(自然科学版) 1957年第2期 121-150页

作者：胡坤升

1.引言让v1,…,vn是给定的正整数或零,让x0是给定的常数,让gi（x）和fi（x,t,Y）是给定的函数,其中并让yi（x）是未知函数,我们的问题是要从方程组

关键词：分方程上界不等式定理常数数学趋近逼近函数

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繁荣的“废墟”绍兴罗北座谈

时代建筑 2018年第6期61卷 80-85页

作者：张薇陈思羽建造学社润建筑工作室

2018年5月,李翔宁在绍兴召集并主持了"罗北沙龙"。在现场听业主与建筑师介绍并参观后.李翔宁从"历史遗产与日常之间"出发.提到了建筑内部的木构微展;支文军观察到了个性化风格的系统建立与社会性的建立:祝晓峰从"本体与再现"阐述前童文... 详细信息

2018年5月,李翔宁在绍兴召集并主持了"罗北沙龙"。在现场听业主与建筑师介绍并参观后.李翔宁从"历史遗产与日常之间"出发.提到了建筑内部的木构微展;支文军观察到了个性化风格的系统建立与社会性的建立:祝晓峰从"本体与再现"阐述前童文化中心与罗北改造的本体话题如何延续;王辉指出现场原始的第一手空间体验的重要性.认为罗北具备日常性的"灵韵";裘浙锋则从业主角度来定义罗北——一种表达空间生产的"社会雕塑":彭怒指出了几个作品共有的某种独特的"松"构造:张晓春认为王灏的一系列建筑里存在着持续的建造实验:刘可南从废墟花园的空间层次设计上谈了自己的想法。

关键词：个体与集体记忆社会雕塑本体与再现 “灵韵” “松”建构