Rafina Khateeb, MD, Tejal Gandhi, MD, Gurpreet Dhaliwal, MD Division of General Medicine, Department of Internal Medicine, University of Michigan Health System, Ann Arbor, Michigan; Division of Infectious Diseases, Department of Internal Medicine, University of Michigan Health System, Ann Arbor, Michigan; Medical Service, San Francisco Veterans Affairs Medical Center, University of California S...

We present a two-scale finite element method for solving Brinkman’s and Darcy’s equations. These systems of equations model fluid flows in highly porous and porous media, respectively. The method uses a recently proposed discontinuous Galerkin FEM for Stokes’ equations by Wang and Ye and the concept of subgrid approximation developed by Arbogast for Darcy’s equations. In order to reduce the “re...

The term ‘no-good-deal pricing’ in this paper encompasses pricing techniques based on the absence of attractive investment opportunities – good deals – in equilibrium. We borrowed the term from [8] who pioneered the calculation of price bands conditional on the absence of high Sharpe Ratios. Alternative methodologies for calculating tighter-than-no-arbitrage price bounds have been suggested by ...

Risk arbitrage is one of the investment strategies commonly employed by hedge funds and financial investment firms. In essence, it constitutes a bet on whether a merger deal is consummated. Several academic studies have found that risk arbitrage trading strategies are able to generate sustainable positive returns. However, these studies have been largely confined to risk arbitrage investments i...