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Deformable Image Registration in the Analysis of Multiple Sclerosis
In medical image analysis, image registration is the task of finding corresponding features in two or more images, and using them to solve for the transformation that best aligns the images. Knowing the alignment allows ...
Capturing Volatility Smiles with a Perpetual Leverage Model, and its Implications to Fund Overlay Designs
(Johns Hopkins University, 2016-06-09)
Structural modeling of leveraged firms treats a firm's equity as a derivative whose underlying instrument is the firm's asset. For example, Merton (1974) modeled the firm's equity as a vanilla call option, and Leland (1994) ...