Quanto pricing with copulas

MN Bennett, J Kennedy - University of Warwick Statistics …, 2003 - papers.ssrn.com
We study the practical problem of pricing a particular multi-asset option, a quanto FX option.
The Black model, which corresponds to a jointly lognormal distribution of asset prices at …

[PDF][PDF] A comparison of Markov-functional and market models: The one-dimensional case

MN Bennett, JE Kennedy - The Journal of Derivatives, 2005 - wrap.warwick.ac.uk
The LIBOR Markov-functional model is an efficient arbitrage-free pricing model suitable for
callable interest rate derivatives. We demonstrate that the one-dimensional LIBOR Markov-…

[HTML][HTML] A recombinant vesicular stomatitis virus Ebola vaccine

…, JE Moon, RC Ruck, JW Bennett… - … England Journal of …, 2017 - Mass Medical Soc
Background The worst Ebola virus disease (EVD) outbreak in history has resulted in more
than 28,000 cases and 11,000 deaths. We present the final results of two phase 1 trials of an …

[HTML][HTML] Conservation social science: Understanding and integrating human dimensions to improve conservation

NJ Bennett, R Roth, SC Klain, K Chan, P Christie… - biological …, 2017 - Elsevier
It has long been claimed that a better understanding of human or social dimensions of
environmental issues will improve conservation. The social sciences are one important means …

Risk factors for coronavirus disease 2019 (COVID-19)–associated hospitalization: COVID-19–associated hospitalization surveillance network and behavioral risk …

…, SM Torres, GR Barney, NM Bennett… - Clinical Infectious …, 2021 - academic.oup.com
Background Data on risk factors for coronavirus disease 2019 (COVID-19)–associated
hospitalization are needed to guide prevention efforts and clinical care. We sought to identify …

[HTML][HTML] Postoperative infections traced to contamination of an intravenous anesthetic, propofol

SN Bennett, MM McNeil, LA Bland… - … England Journal of …, 1995 - Mass Medical Soc
Background Between June 1990 and February 1993, the Centers for Disease Control and
Prevention conducted investigations at seven hospitals because of unusual outbreaks of …

Mainstreaming the social sciences in conservation

NJ Bennett, R Roth, SC Klain, KMA Chan… - Conservation …, 2017 - Wiley Online Library
Despite broad recognition of the value of social sciences and increasingly vocal calls for
better engagement with the human element of conservation, the conservation social sciences …

Protective efficacy of multiple vaccine platforms against Zika virus challenge in rhesus monkeys

…, K Modjarrad, RG Jarman, KH Eckels, NL Michael… - Science, 2016 - science.org
Zika virus (ZIKV) is responsible for a major ongoing epidemic in the Americas and has been
causally associated with fetal microcephaly. The development of a safe and effective ZIKV …

Commitment and the modern union: Assessing the link between premarital cohabitation and subsequent marital stability

NG Bennett, AK Blanc, DE Bloom - American Sociological Review, 1988 - JSTOR
In recent years, the incidence of premarital cohabitation has increased dramatically in many
countries of Western Europe and in the United States. Analyzing data from the 1981 Women …

[PDF][PDF] Hypofunctional TrkA accounts for the absence of pain sensitization in the African naked mole-rat

…, M Moroni, J Homfeld, O Eigenbrod, NC Bennett… - Cell reports, 2016 - cell.com
The naked mole-rat is a subterranean rodent lacking several pain behaviors found in humans,
rats, and mice. For example, nerve growth factor (NGF), an important mediator of pain …