A new proposition on the martingale representation theorem and on the approximate hedging of contingent claim in mean-variance criterion

In this work we revisit the problem of the hedging of contingent claim using mean-square criterion. We prove that in incomplete market, some probability measure can be identified so that becomes -martingale under .This is in fact a new proposition on the martingale representation theorem. The new results also identify a weight function that serves to be an approximation to the Radon-Nikodým derivative of the unique neutral martingale measure.

A regularized iterative algorithm for limited-angle inverse Radon transform

The tomography problem is investigated when the available projections are restricted to a limited angular domain. It is shown that a previous algorithm proposed for extrapolating the data to the missing cone in Fourier space is unstable in the presence of noise because of the ill-posedness of the problem. A regularized algorithm is proposed, which converges to stable solutions. The efficiency of both algorithms is tested by means of numerical simulations. © 1983 Taylor and Francis Group, LLC.

Assessing segmentation processes by click detection: online measure of statistical learning, or simple interference?

Statistical learning can be used to extract the words from continuous speech. Gómez, Bion, and Mehler (Language and Cognitive Processes, 26, 212–223, 2011) proposed an online measure of statistical learning: They superimposed auditory clicks on a continuous artificial speech stream made up of a random succession of trisyllabic nonwords. Participants were instructed to detect these clicks, which could be located either within or between words. The results showed that, over the length of exposure, reaction times (RTs) increased more for within-word than for between-word clicks. This result has been accounted for by means of statistical learning of the between-word boundaries. However, even though statistical learning occurs without an intention to learn, it nevertheless requires attentional resources. Therefore, this process could be affected by a concurrent task such as click detection. In the present study, we evaluated the extent to which the click detection task indeed reflects successful statistical learning. Our results suggest that the emergence of RT differences between within- and between-word click detection is neither systematic nor related to the successful segmentation of the artificial language. Therefore, instead of being an online measure of learning, the click detection task seems to interfere with the extraction of statistical regularities.