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This paper formally analyses two exotic options with lookback features, referred to as extreme spread lookback options and look‐barrier options, first introduced by Bermin. The holder of such options receives partial protection from large price movements in the underlying, but at roughly the cost of a plain vanilla contract. This is achieved by increasing the leverage through either floating the s
There exists a non-closed formula for the American put option price and non-trivial computations are required to solve it. Strong efforts have been made to propose efficient numerical techniques but few have strong mathematical reasoning to ascertain why they work well. We present an extension of the American put price aiming to catch weaknesses of the numerical methods based on their non-fulfillm
In this paper, we show how to construct dynamic forward rate models in terms of exogenously specified eigenfunctions (or factor loadings). We also show how to link forward rate models with different number of driving Brownian motions to each other in a way consistent with the implied eigenfunctions. Finally, we discuss how to best parameterize the models in the sense of maximizing the number of fr
Coincidence and time-of-flight measurement techniques are employed to tag fission neutrons emitted from a 252Cf source sealed on one side with a very thin layer of Au. The source is positioned within a gaseous 4He scintillator detector. Together with α particles, both light and heavy fission fragments pass through the thin layer of Au and are detected. The fragments enable the corresponding fissio
Untagged gamma-ray and tagged-neutron yields from 241AmBe and 238PuBe mixed-field sources have been measured. Gamma-ray spectroscopy measurements from 1 to 5 MeV were performed in an open environment using a CeBr3 detector and the same experimental conditions for both sources. The shapes of the distributions are very similar and agree well with previous data. Tagged-neutron measurements from 2 to
The objective of this study was to investigate the correlation between local myocardial function estimates from CT and myocardial strain from tagged MRI in the same heart. Accurate detection of regional myocardial dysfunction can be an important finding in the diagnosis of functionally significant coronary artery disease. Tagged MRI is currently a reference standard for noninvasive regional myocar
Background Purified α1 proteinase inhibitor (A1PI) slowed emphysema progression in patients with severe α1 antitrypsin deficiency in a randomised controlled trial (RAPID-RCT), which was followed by an open-label extension trial (RAPID-OLE). The aim was to investigate the prolonged treatment effect of A1PI on the progression of emphysema as assessed by the loss of lung density in relation to RAPID-
Purpose of review Severe asthma is a heterogeneous syndrome that can be classified into distinct phenotypes and endotypes. In the type 2 (T2)-high endotype, multiple cytokines are produced that lead to eosinophilic inflammation. These cytokines and their receptors are targets for biologic therapies in patients with severe asthma who do not respond well to standard therapy with inhaled corticostero
Steroid refractory acute graft-versus-host-disease of the gut is a serious complication associated with high mortality after allogeneic stem cell transplantation. Treatment options are limited and not predictably effective. We describe the treatment of steroid-refractory acute graft-versus-host-disease with vedolizumab, an antibody directed against integrin α4β7, in 6 patients. All patients respon
Electrical machines in electrified vehicles are subjected to dynamic loadings at different driving conditions, which results in dynamic temperatures. The aging of the Electrical Insulation System (EIS) in electrical machines is caused by these dynamic temperatures, namely high average temperatures and temperature cycles. In addition, the degradation of EIS affects the lifetime of the electrical ma
Bokanmälan Miriam Kullmanns doktorsavhandling Enforcement of Labour Law in Cross-Border Situations från 2015.
Introduction: Hypothyroidism is a common disorder, appearing mainly in women although less frequently found in women with polycystic ovary syndrome (PCOS). The objective was to test the hypothesis that hyperandrogenism might protect against hypothyroidism. Material and methods: The data from three prospective follow-up studies (up to 21 years) and one register study were compared: women with PCOS
Sensitive skin is a frequent complaint in the general population, in patients, and among subjects suffering from itch. The International Forum for the Study of Itch (IFSI) decided to initiate a special interest group (SIG) on sensitive skin. Using the Delphi method, sensitive skin was defined as “A syndrome defined by the occurrence of unpleasant sensations (stinging, burning, pain, pruritus, and
Islet transplantation is a minimally invasive β-cell replacement strategy. Islet transplantation is a reimbursed treatment in Norway. Here, we summarize the cost and clinical outcome of 31 islet transplantations performed at Oslo University Hospital (OUS) from January 2010 to June 2015. Patients were retrospectively divided into three groups. Thirteen patients received either one or two islet tran
Background and objective: Large clinical trials have confirmed the long-term efficacy of inhaled corticosteroid/long-acting β2-agonist combinations in patients with chronic obstructive pulmonary disease (COPD). It was hypothesized that significant treatment effects would already be present within 3 months after the initiation of treatment across a range of clinical outcomes, irrespective of COPD s
