We study a discrete time hedging and pricing problem in a market with liquidity costs. Using Leland’s discrete time replication scheme [Leland, H.E., 1985. Journal of Finance, 1283–1301], we consider a discrete time version of the Black–Scholes model and a delta hedging strategy. We derive a partial differential equation for the option price in the presence of liquidity costs and develop a modi...

This study assessed the psychometric properties of the Mother and Father Compulsive Caregiving Scales (MFCC). Exploratory (N = 1283, 71.5% Caucasian) and confirmatory (N = 2203, 76.6% Caucasian) factor analyses revealed two-factor structures for each parent: burden and autonomy. Correlational analyses with retrospective self-reports of parent-child relationship quality, family risk indicators, ...

University of North Carolina at Chapel Hill. All rights reserved. For permissions, please e-mail: [email protected]. Social Forces 92(4) 1259–1283, June 2014 doi: 10.1093/sf/sot156 Advance Access publication on 28 February 2014 This research project received the support of the Luxembourg Fonds National de la Recherche (FNR), FNR/P11/05 & FNR/P11/05bis. The authors would also like to ...

INTRODUCTION The STOP TB Partnership aims to improve global tuberculosis (TB) control through expanding access to the directly observed treatment short course (DOTS) strategy. One approach to this is 'Engaging all Care Providers', which evolved from 'Public-Private Mix (PPM) DOTS'. The overall aim of this study was to systematically assess whether and to what degree the STOP TB Partnership's fo...

INTRODUCTION Inhaled nitric oxide (iNO) improves outcomes when given post systemic ischemia/reperfusion injury. iNO given during cardiopulmonary resuscitation (CPR) may therefore improve return of spontaneous circulation (ROSC) rates and functional outcome after cardiac arrest (CA). METHODS Thirty male Sprague-Dawley rats were subjected to 10 minutes of CA and at least 3 minutes of CPR. Anima...

An experiment of 10 weeks duration was conducted on 48 weaned female rats (285.2 ± 1.95 g) of strain Sprague Dawley to study the effect of replacing dietary Zn (12 ppm) supplementation from inorganic (ZnCO3) to organic (Zn nicotinate; Zn-nic) source at lower (6 or 9 ppm) or equal (12 ppm) levels on Zn retention and ovarian follicular population. Higher Zn concentration (on day 42) in serum (P<0...

This paper throws light on household cooking related exposures and level of indoor air pollutants (particulate matter and gaseous pollutants CO, CO2, SO2, NO, NO2) in different exposure area from the different types of cooking fuels used. Still the prevalence of biomass fuels exists in Indian households, combustion of which releases higher levels of solid and gaseous pollutants during the cooki...

Effects of chemical fertilizers (urea, super phosphate and potash) on toxicities of two carbamate insecticides, carbaryl and carbofuran, individually to the N2-fixing cyanobacterium, Cylindrospermum sp. were studied in vitro at partially lethal levels (below highest permissive concentrations) of each insecticide. The average number of vegetative cells between two polar heterocysts was 16.3 in c...

This study aims to characterize salmonid manures and to determine their potential use in agricultural soils. Sampling was carried out below salmon and trout cages in farms located in lakes and in the sea in the South of Chile during 2002-2003. Manure was analyzed for macronutrients, micronutrients and heavy metals. Results showed a high variability between samples and differences between sea an...

BACKGROUND Prosthesis-patient mismatch (PPM) may affect the clinical outcomes of patients undergoing aortic valve replacement (AVR). We aimed to determine the incidence of PPM, its effect on short-term mortality, and the factors contributing to PPM in China. METHODS We retrospectively examined all consecutive patients with isolated or concomitant AVR at our hospital between January 1, 2013 an...