this paper is a translation of a chapter of the hook written by jonathan e. ingersoll jr. the farsi translation will he of great help to iranian students studying option pricing models.

the present research was planned to evaluate the skill of linear stochastic models known as arima and multiplicative seasonal autoregressive integrated moving average (sarima) model in the quantitative forecasting of the standard runoff index (sri) in karkheh basin. to this end, sri was computed in monthly and seasonal time scales in 10 hydrometric stations in 1974-75 to 2012-13 period of time ...

b a c k g r o u n d & aim: the excess hazard rate proposed by andersen and vaeth may underestimate the long-term excess hazard rate for cancer survival. zahl explained the phenomenon by continuous selection of the most robust individuals after diagnosis. he applied correlated inverse gaussian and gamma  frailty  models  to estimate  excess  intensity  and reached  a better  estimate  of the rat...

although the majority of the patients with traumatic brain injury presents with injuries involving the extremities, there was a clear paucity of adequate experimental polytrauma models. to close this gap, we conducted several studies to establish two different polytrauma mice models including both closed and open traumatic brain injury. male c57bl mices with a mean weight of 23g were anesthetiz...

the impact of climatic variations on basal area growth of basswood (ba) (tilia americana l.), american beech (be) (fagus grandifolia enrh.), bitternut hickory (bh) (caria cordiformis (wang.) k. koch), largetooth aspen (la) (populus grandidentata michx.), red maple (rm) (acer rubrum l.), red oak (ro) (quercus rubra l.), sugar maple (sm) (acer saccharum marsh.), and white ash (wa) (fraxinus a...

precipitation and air temperature data, only, are often recorded at meteorological stations, with radiation beingmeasured at very few weather stations, especially in developing countries. therefore there arises a need for suitablemodels to estimate solar radiation for a completion of data sets. this paper is about an evaluation of eight models foran estimation of daily solar radiation (q) from ...

normal 0 false false false en-us x-none ar-sa microsoftinternetexplorer4 background: ischemic heart diseases are the most common cardiovascular diseases. this study aimed to assess the effects of video training about risk factors based on health belief model on knowledge and attitude of myocardial infarction patients after discharge. methods: this was a quasi-experimental study conducted in 201...

patients and methods this was a historical cohort study. a total of 1396 patients admitted between march 2011 and march 2012 in 16 mmt clinics (13 private and 3 state clinics) in rafsanjan, entered the study and their retention rate was examined for one year. the patients’ data abstracted from their medical records using checklists and collected by clinics’ staff. data analyses were performed u...

background and aims: diabetes type ii (non-insulin dependent) which is one of the most prevalent diabetes types in the world emerges in people with the age of above 55 and genetic and environmental factors interfere in this disease. the aim of this study was to determine the factors affecting diabetes type ii with generalized mixed linear model. methods: population of this study included 2820 p...

based on spi and rdi indices, changes in droughts in the semi-arid areas of west golestan province was assessed in the gis environment by incorporating data from hashemabad synoptic station and 11 climatic stations. after evaluating the ability of lars-wg5 in the simulation period (1984-2010), downscaling of hadcm3, ipcm, and gfc models was done as a group under scenarios of a1b, a2 and b1 to e...