For the CIR equation dXt = (θ − kXt) dt + σ √ Xt dBt, we propose positive weak firstand second-order approximations that use, at each step, generation of discrete (respectively twoand three-valued) random variables (Theorems 3 and 4). The equation is split into deterministic part dDt = (θ − kDt) dt, which is solved exactly, and stochastic part dSt = σ √ St dBt, which is actually approximated in...

This note derives the shapes of the yield curve as a function of the current spot rate under Cox, Ingersoll, and Ross (CIR) (1985b) single factor model. Corresponding results reported in CIR are shown to be incorrect.

A vast literature has focused on sexual boundary violations in professional practice. Much of this analysis has focused on the intersection between gender and professional authority in cases of misconduct committed by male professionals against female clients and patients. Although certainly of importance, such power-based gender analysis may overlook instances of misconduct in which a female p...

For positive diffusions, we construct split-step second-order weak approximations preserving the positivity property. For illustration, we apply the construction to some popular stochastic differential equations such as Verhulst, CIR, and CKLS equations.

The proper evaluation of a theory’s virtues seems to require taking into account what the theory is indirectly or implicitly committed to, in addition to what it explicitly says. Most extant proposals for criteria of theory choice in the literature spell out the relevant notion of implicit commitment via some notion of entailment. I show that such criteria behave implausibly in application to t...

Acceptance and Commitment Training (ACTraining) aims to improve performance and reduce stress for workers by supporting the development of psychological flexibility at the jobsite. Psychological flexibility is the ability to be in the current moment, mindfully aware of thoughts and emotions, and committed to valued goals. ACTraining is based on the six interactive processes highlighted in Accep...

We go beyond simple propositional meaning extraction and present experiments in determining which propositions in text the author believes. We show that deep syntactic parsing helps for this task. Our best feature combination achieves an Fmeasure of 64%, a relative reduction in Fmeasure error of 21% over not using syntactic features.