<section xml:id="fut21602-sec-0001"> Haley and Walker [Haley, M.R., & Walker, T. (2010). Journal of Futures Markets, 30, 983–1006] present the Euclidean and Empirical Likelihood nonparametric option pricing models as alternative tilts to Stutzer's [Stutzer, M. (1996). Journal of Finance, 51, 1633–1652] Canonical pricing...</section>

We test the accuracy and hedging performance of the deltas given by a range of nonparametric measure changes. The nonparametric models accurately estimate deltas across a number of asset price dynamics. The optimal nonparametric measure change displays superior estimation bias, which depends on...

<br><b>Anecdote is the singular of data</b> Danny Dorling<br> <b>Do we care about area effects?</b> George Smith, Michael Noble, Gemma Wright<br> <b>Evidence-based policy and practice</b> Roger Burrows, Jonathan Bradshaw<br> <b>Is there a place for area-based initiatives?</b> Heather Joshi<br> <b>On reinvented wheels</b> Charles Pattie<br> <b>Multilevel...</b>

Indices to measure deprivation at a small-area level have been used in the United Kingdom to target regeneration policy for over thirty years. The development of the Indices of Deprivation 2000 for England and comparable indices for Northern Ireland, Wales, and Scotland, involved a fundamental...