In agreement with the results of other studies, our empirically derived discount rates are higher than the rates featured in national guidelines for health care economic assessment. Our empirical study adds to the evidence for differential discounting, both with regards to money and health, as...

We extend the model in [Korn, R., Rogers, L.C.G., 2005. Stock paying discrete dividends: modelling and option pricing. Journal of Derivatives 13, 44-49] for (discrete) dividend processes to incorporate the dependence of assets on the market mode or the state of the economy, where the latter is...

This paper studies some links between the characteristics of a Gaussian process indexed by a compact subset in an infinite-dimensional Hilbert space and the limiting behaviour of Gaussian processes indexed by subsets associated with a finite-dimensional approximation to the index set in the...

We construct triplets of killed Brownian motions to obtain inequalities relating the solutions of the Schrodinger equation , with non-negative boundary conditions, on three interrelated compact sets in Euclidean space. These, in particular, include inequalities relating harmonic functions on the...