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Search Results: 1 - 10 of 11116 matches for " Pablo Padilla "
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 Open Journal of Statistics (OJS) , 2015, DOI: 10.4236/ojs.2015.56056 Abstract: We give a new way to price American options by using Samuelson’s formula. We first obtain the option price corresponding to a European option at time t, weighing it by the probability that the underlying asset takes the value S at time t. We then use Samuelson’s formula with this factor which is given by the solution of the Fokker-Planck (Kolmogorov) equation for the transition probability density. The main advantage of this approach is that we can systematically introduce the effect of macroeconomic factors. If a macroeconomic framework is given by a dynamical system in the form of a set of ordinary differential equations we only have to solve a partial differential equation for the transition probability density. In this context, we verify, for the sake of consistency, that this formula coincides with the Black-Scholes model and compare several numerical implementations.
 Biomédica , 2012, Abstract: introduction. in colombia, malaria represents a serious public health problem. it is estimated that approximately 60% of the population is at risk of the disease. objective. to describe the mortality trends for malaria in colombia, from 1979 to 2008. materials and methods. a descriptive study to determine the trends of the malaria mortality was carried out. the information sources used were databases of registered deaths and population projections from 1979 to 2008 of the national statistics department. the indicator used was the mortality rate. the trend was analyzed by join point regression. results. six thousands nine hundred and sixty five deaths caused by malaria were certified for an age-adjusted rate of 0.74 deaths/100.000 inhabitants for the study period. in 74.3% of the deaths, the parasite species was not mentioned. the trend in the mortality rate showed a statistically significant decreasing behavior, which was lower from the second half of the nineties as compared with that presented in the eighties. conclusions. the magnitude of mortality by malaria in colombia is not high, in spite of the evident underreporting. a marked downward trend was observed between 1979 and 2008. the information obtained from death certificates, along with that of the public health surveillance system will allow to modify the recommendations and improve the implementation of preventive and control measures to further reduce the mortality caused by malaria.