The purpose of this study was to assess the impact of asthma Self Management Training on the health status and resource use of patients with chronic asthma. The study consisted of a randomized control design of chronic asthmatic patients in a tertiary care center in India. The intervention group...

We study the simulation of range accrual coupons when valuing callable range accruals in the displaced-diffusion LIBOR market model (DDLMM). We introduce a number of new improvements that lead to significant efficiency improvements, and explain how to apply the adjoint-improved pathwise method...

In the framework of the displaced-diffusion LIBOR market model, we derive the pathwise adjoint method for the iterative predictor-corrector and one of the Glasserman–Zhao drift approximations in the spot measure. This allows us to compute fast deltas and vegas under these schemes. We compare...