Probability Commons^™

Image Quality Of Energy-Dependent Approaches For X-Ray Angiography, Jesse Evan Tanguay

Electronic Thesis and Dissertation Repository

Digital subtraction angiography (DSA) is an x-ray-based imaging method widely used for diagnosis and treatment of patients with vascular disease. This technique uses subtraction of images acquired before and after injection of an iodinated contrast agent to generate iodine-specific images. While it is extremely successful at imaging structures that are near-stationary over a period of several seconds, motion artifacts can result in poor image quality with uncooperative patients and DSA is rarely used for coronary applications.

Alternative methods of generating iodine-specific images with reduced motion artifacts might exploit the energy-dependence of x-ray attenuation in a patient. This could be performed …

Pricing And Hedging Index Options With A Dominant Constituent Stock, Helen Cheyne

Electronic Thesis and Dissertation Repository

In this paper, we examine the pricing and hedging of an index option where one constituents stock plays an overly dominant role in the index. Under a Geometric Brownian Motion assumption we compare the distribution of the relative value of the index if the dominant stock is modeled separately from the rest of the index, or not. The former is equivalent to the relative index value being distributed as the sum of two lognormal random variables and the latter is distributed as a single lognormal random variable. Since these are not equal in distribution, we compare the two models. The …