2 resultados para variance function

em DI-fusion - The institutional repository of Université Libre de Bruxelles


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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.

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Treatment regimens for solid tumours have been extensively investigated for their physical toxic effects, but far less is known about the potential impairment of cognitive function by anticancer treatment regimens. Here, we review published studies that examined cognitive function in adult patients receiving systemic therapy for solid tumours. Our review suggests that patients can experience cognitive changes related to their treatment. However, several studies had methodological limitations, such as use of a limited sample size, lack of baseline assessment, and lack of control for potential confounding factors. Better designed clinical trials are required so that the difficulties patients face in terms of reduced cognitive function as a result of anticancer treatment can be fully elucidated. These trials should have sufficient statistical power and, importantly, should also be prospective.