Search Results - "Ball, Clifford"

Use of del Nido Cardioplegia for Adult Cardiac Surgery at the Cleveland Clinic: Perfusion Implications by Kim, Kuna, Ball, Clifford, Grady, Patrick, Mick, Stephanie

“…Cardiac arrest by cardioplegia provides a reproducible and safe method to induce and maintain electromechanical cardiac quiescence. Techniques of…”
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Microplegia vs 4:1 Blood Cardioplegia: Effectiveness and Cost Savings in Complex Cardiac Operations by Borden, Robert A., Ball, Clifford, Grady, Patrick M., Toth, Andrew J., Lober, Cheryl, Bakaeen, Faisal G., Tong, Michael Zhen-Yu, Soltesz, Edward G., Blackstone, Eugene H., Roselli, Eric E.

“…Microplegia has been studied during isolated coronary artery bypass grafting and valve surgery but not in more complex operations. Objectives of this study…”
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The Stochastic Volatility of Short-Term Interest Rates: Some International Evidence by Ball, Clifford A., Torous, Walter N.

“…This paper estimates a stochastic volatility model of short-term riskless interest rate dynamics. Estimated interest rate dynamics are broadly similar across a…”
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Stochastic Volatility Option Pricing by Ball, Clifford A., Roma, Antonio

“…This paper examines alternative methods for pricing options when the underlying security volatility is stochastic. We show that when there is no correlation…”
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True Spreads and Equilibrium Prices by Ball, Clifford A., Chordia, Tarun

“…Stocks and other financial assets are traded at prices that lie on a fixed grid determined by the minimum tick size. Observed prices and quoted spreads do not…”
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Stochastic correlation across international stock markets by Ball, Clifford A, Torous, Walter N

“…This paper examines the correlation across a number of international stock market indices. As correlation is not observable, we assume it to be a latent…”
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Pu, U, and Hf Incorporation in Gd Silicate Apatite by Vance, Eric R., Ball, Clifford J., Begg, Bruce D., Carter, Melody L., Day, R. Arthur, Thorogood, Gordon J.

“…Trivalent Pu can be incorporated in the silicate apatite structure to form Ca2Pu8(SiO4)6O2 by sintering under reducing conditions, while the incorporation of…”
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Association of Conventional Ultrafiltration on Postoperative Pulmonary Complications by Alfirevic, Andrej, Li, Yufei, Kelava, Marta, Grady, Patrick, Ball, Clifford, Wittenauer, Matthew, Soltesz, Edward G., Duncan, Andra E.

“…Postoperative pulmonary complications increase mortality after cardiac surgery. Conventional ultrafiltration may reduce pulmonary complications by removing…”
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On Jumps in Common Stock Prices and Their Impact on Call Option Pricing by BALL, CLIFFORD A., TOROUS, WALTER N.

“…The Black-Scholes call option pricing model exhibits systematic empirical biases. The Merton call option pricing model, which explicitly admits jumps in the…”
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Unit roots and the estimation of interest rate dynamics by Ball, Clifford A., Torous, Walter N.

“…This paper investigates the time series estimation of Cox, Ingersoll, and Ross's square-root, mean-reverting specification for interest rate dynamics. For a…”
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Estimation Bias Induced by Discrete Security Prices by BALL, CLIFFORD A.

“…Commonly, equilibrium security prices are modeled by continuous-state stochastic processes, while observed prices are rounded into discrete units. This paper…”
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Detecting mean reversion within reflecting barriers: application to the European Exchange Rate Mechanism by BALL, CLIFFORD A., ROMA, ANTONIO

“…This paper derives a statistical test, based on the first-order autocorrelation, to ascertain whether a stochastic process evolving within reflecting barriers…”
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Regulatory Capital of Financial Institutions: A Comparative Analysis by Ball, Clifford A., Stoll, Hans R.

“…This study analyzes regulatory capital requirements of banks, thrifts and securities firms. Regulatory capital has traditionally guarded against credit risk…”
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A Simplified Jump Process for Common Stock Returns by Ball, Clifford A., Torous, Walter N.

“…The specification of a statistical distribution which accurately models the behavior of stock returns continues to be a salient issue in financial economics…”
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Futures Options and the Volatility of Futures Prices by BALL, CLIFFORD A., TOROUS, WALTER N.

“…Assuming nonstochastic interest rates, European futures options are shown to be European options written on a particular asset referred to as a futures bond…”
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The Decision to Establish a Foreign Bank Branch or Subsidiary: An Application of Binary Classification Procedures by Ball, Clifford A., Tschoegl, Adrian E.

“…This paper has two purposes. First, we model a key decision for international banks using data on the foreign direct investment (FDI) behavior of foreign banks…”
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Bond Price Dynamics and Options by Ball, Clifford A., Torous, Walter N.

“…This paper provides a closed-form, preference-free means of valuing a European call option written on a default-free pure discount bond. Investors may not…”
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The Maximum Likelihood Estimation of Security Price Volatility: Theory, Evidence, and Application to Option Pricing by Ball, Clifford A., Torous, Walter N.

“…Assuming security price dynamics are governed by a diffusion process and given the publicly most available form of data, this paper provides the maximum…”
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The construction of local road safety issues: when lay and professional discourses collide by Ball, Stephen Clifford

“…Highway Authorities in the United Kingdom have jurisdiction to control, maintain and improve the local highway network, and the Road Traffic Act 1988 places a…”
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ON JUMPS IN COMMON STOCK PRICES AND THEIR IMPACT ON CALL PRICING by Ball, Clifford A, Torous, Walter N

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