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Träfflista för sökning "WFRF:(Tysk Johan) srt2:(2010-2014)"

Sökning: WFRF:(Tysk Johan) > (2010-2014)

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  • Bohr, Johan, 1957-, et al. (författare)
  • Diagnosis and management of microscopic colitis : Current perspectives
  • 2014
  • Ingår i: Clinical and Experimental Gastroenterology. - Macclesfield, United Kingdom : Dove Medical Press Ltd.(Dovepress). - 1178-7023. ; 7, s. 273-284
  • Forskningsöversikt (refereegranskat)abstract
    • Collagenous colitis and lymphocytic colitis, together constituting microscopic colitis, are common causes of chronic diarrhea. They are characterized clinically by chronic nonbloody diarrhea and a macroscopically normal colonic mucosa where characteristic histopathological findings are seen. Previously considered rare, they now have emerged as common disorders that need to be considered in the investigation of the patient with chronic diarrhea. The annual incidence of each disorder is five to ten per 100,000 inhabitants, with a peak incidence in 60- to 70-year-old individuals and a predominance of female patients in collagenous colitis. The etiology and pathophysiology are not well understood, and the current view suggests an uncontrolled mucosal immune reaction to various luminal agents in predisposed individuals. Clinical symptoms comprise chronic diarrhea, abdominal pain, fatigue, weight loss, and fecal incontinence that may impair the patient's health-related quality of life. An association is reported with other autoimmune disorders, such as celiac disease, thyroid disorders, diabetes mellitus, and arthritis. The best-documented treatment, both short-term and long-term, is budesonide, which induces clinical remission in up to 80% of patients after 8 weeks' treatment. However, after successful budesonide therapy is ended, recurrence of clinical symptoms is common, and the best possible long-term management deserves further study. The long-term prognosis is good, and the risk of complications, including colonic cancer, is low. We present an update of the epidemiology, pathogenesis, diagnosis, and management of microscopic colitis.
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  • Dyrssen, Hannah, et al. (författare)
  • Pricing equations in jump-to-default models
  • 2014
  • Ingår i: International Journal of Theoretical and Applied Finance. - 0219-0249.
  • Tidskriftsartikel (refereegranskat)abstract
    • We study pricing equations in jump-to-default models, and we provide conditions under which the option price is the unique classical solution, with a special focus on boundary conditions. In particular, we find precise conditions ensuring that the option price at the default boundary coincides with the recovery payment. We also study spatial convexity of the option price, and we explore the connection between preservation of convexity and parameter monotonicity.
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  • Ekström, Erik, 1977-, et al. (författare)
  • Boundary conditions for the single-factor term structure equation
  • 2011
  • Ingår i: The Annals of Applied Probability. - 1050-5164 .- 2168-8737. ; 21:1, s. 332-350
  • Tidskriftsartikel (refereegranskat)abstract
    • We study the term structure equation for single-factor models that predict nonnegative short rates. In particular, we show that the price of a bond or a bond option is the unique classical solution to a parabolic differential equation with a certain boundary behavior for vanishing values of the short rate. If the boundary is attainable then this boundary behavior serves as a boundary condition and guarantees uniqueness of solutions. On the other hand, if the boundary is nonattainable then the boundary behavior is not needed to guarantee uniqueness but it is nevertheless very useful, for instance, from a numerical perspective.
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  • Ekström, Erik, et al. (författare)
  • Can time-homogeneous diffusions produce any distribution?
  • 2013
  • Ingår i: Probability theory and related fields. - : Springer Science and Business Media LLC. - 0178-8051 .- 1432-2064. ; 155:3-4, s. 493-520
  • Tidskriftsartikel (refereegranskat)abstract
    • Given a centred distribution, can one find a time-homogeneous martingale diffusion starting at zero which has the given law at time 1? We answer the question affirmatively if generalized diffusions are allowed.
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  • Ekström, Erik, et al. (författare)
  • Dupire's equation for bubbles
  • 2012
  • Ingår i: International Journal of Theoretical and Applied Finance. - 0219-0249.
  • Tidskriftsartikel (refereegranskat)
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