Antonio Mele
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View article: Cross-section without factors: a string model for expected returns
Cross-section without factors: a string model for expected returns Open
Many asset pricing models assume that expected returns are driven by common factors. We formulate a model where returns are driven by a string, and no-arbitrage restricts each expected return to capture the asset's granular exposure to all…
View article: Closed-form approximations of moments and densities of continuous-time Markov models
Closed-form approximations of moments and densities of continuous-time Markov models Open
This paper develops power series expansions of a general class of moment functions, including transition densities and option prices, of continuous-time Markov processes, including jump--diffusions. The proposed expansions extend the ones …
View article: EFFECT OF THE RADIOCHEMICAL IMPURITIES OF99mTC-MIBI ON THEDIAGNOSTIC QUALITY OF THE IMAGES IN NUCLEAR MEDICINE
EFFECT OF THE RADIOCHEMICAL IMPURITIES OF99mTC-MIBI ON THEDIAGNOSTIC QUALITY OF THE IMAGES IN NUCLEAR MEDICINE Open
This work analyzes the reliability of the radiochemical purity control method of99mTc-MIBI used in nuclear medicine services and the influence of the greater presence of radiochemical impurities in the diagnostic quality of the obtained im…
View article: The Term Structure of Government Debt Uncertainty
The Term Structure of Government Debt Uncertainty Open
How valuable would it be to mitigate government debt volatility? This paper introduces a model that accounts for the complex structure of government bond volatility and provides predictions on the fair value of government bond variance swa…