Selective Attention and Locus of Control in Learning Disabled and Normal Children

A growing body of literature clearly shows typical LD children have trouble directing their attention to the central features of an externally-provided task. Further, LD children perceive the consequences surrounding their behavior to be more externally-controlled than does the average learner. This inactive, externally-controlled learning style is well documented. Further research needs now to isolate the subgroups which may exist within the broader characterization and examine the effectiveness of remedial techniques with the various subgroups. - G.M.S.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/68875/2/10.1177_002221947801100407.pd

An Optimal Execution Problem with Market Impact

We study an optimal execution problem in a continuous-time market model that considers market impact. We formulate the problem as a stochastic control problem and investigate properties of the corresponding value function. We find that right-continuity at the time origin is associated with the strength of market impact for large sales, otherwise the value function is continuous. Moreover, we show the semi-group property (Bellman principle) and characterise the value function as a viscosity solution of the corresponding Hamilton-Jacobi-Bellman equation. We introduce some examples where the forms of the optimal strategies change completely, depending on the amount of the trader's security holdings and where optimal strategies in the Black-Scholes type market with nonlinear market impact are not block liquidation but gradual liquidation, even when the trader is risk-neutral.Comment: 36 pages, 8 figures, a modified version of the article "An optimal execution problem with market impact" in Finance and Stochastics (2014

Nonlinear Parabolic Equations arising in Mathematical Finance

This survey paper is focused on qualitative and numerical analyses of fully nonlinear partial differential equations of parabolic type arising in financial mathematics. The main purpose is to review various non-linear extensions of the classical Black-Scholes theory for pricing financial instruments, as well as models of stochastic dynamic portfolio optimization leading to the Hamilton-Jacobi-Bellman (HJB) equation. After suitable transformations, both problems can be represented by solutions to nonlinear parabolic equations. Qualitative analysis will be focused on issues concerning the existence and uniqueness of solutions. In the numerical part we discuss a stable finite-volume and finite difference schemes for solving fully nonlinear parabolic equations.Comment: arXiv admin note: substantial text overlap with arXiv:1603.0387

The OvaHimba of Namibia A study of dual descent and values

SIGLEAvailable from British Library Document Supply Centre- DSC:D176346 / BLDSC - British Library Document Supply CentreGBUnited Kingdo