bluuebunny/crossref_metadata_2025_split huggingface dataset:
Pricing and hedging American fixed‐income derivatives with implied volatility structures in the two‐factor Heath–Jarrow–Morton model
Authors: Zeto Samuel Yau Man 
Published: October 2002

AbstractMost previous empirical studies using the Heath–Jarrow–Morton model (hereafter referred to

as the HJM model) have focused on the one‐factor model. In contrast, this study implements the Das

(1999) two‐factor Poisson–Gaussian version of the HJM model that

incorporates a jump component as the second‐state variable. This study aims at examining the performance

of the two‐factor model through comparing it with the one‐factor model in pricing and hedging the

Eurodollar futures option. The degree of impact arising from the jump factor also is examined. In addition,

three new volatility specifications are constructed to enhance further the pricing performance of the model.

Their performances are compared according to three performance yardsticks—in‐sample fitting,

out‐of‐sample pricing, and the hedging test. The result indicates that the two‐factor model

outperforms the one‐factor model in both the in‐sample and out‐sample price fitting, but

the one‐factor model performs better in the hedging test. In addition, the HJM model, coupled with the

proposed volatility specification, leads to good fitting results that will be of considerable use to

practitioners and academics in guiding model choice for interest‐rate derivatives. © 2002 Wiley

Periodicals, Inc. Jrl Fut Mark 22:839–875, 2002
Transcriptional profiling reveals that several common fragile‐site genes are downregulated in ovarian cancer
Authors: Denison Stacy R. , Becker Nicole A. , Ferber Matthew J. , Phillips Leslie A. , Kalli Kimberly R. , Lee John , Lillie Jim , Smith David I. , Shridhar Viji 
Published: October 2002

AbstractPrevious transcriptional profiling analysis of 14 primary ovarian tumors identified approximately 12,000 genes as decreased in expression by at least twofold in one or more of the tumors sampled. Among those genes were several known to be mapped to common fragile sites (CFSs), some of which had previously been shown to exhibit a loss of expression in ovarian carcinoma. Therefore, we selected a subset of genes to determine whether they localized within CFSs. Of the 262 genes that were downregulated at least twofold in 13 of 14 tumors, 10 genes were selected based on the following criteria: localization to a CFS band; documented aberrations in at least one malignancy; and feasibility of scoring breakage at the specific CFS. Fluorescence in situ hybridization analysis was performed using bacterial artificial chromosome clones encompassing portions of the genes to determine the position of the genes relative to their corresponding CFSs. Nine genes were determined to localize within seven previously uncloned CFSs. Semiquantitative reverse‐transcription/polymerase chain reaction analysis of the cell lines and primary ovarian tumors validated the downregulation of seven of the 10 genes. We identified portions of seven uncloned CFSs and provide data to suggest that several of the genes mapping within CFSs may be inactivated in ovarian cancer. © 2002 Wiley‐Liss, Inc.
Improved mRNA electroporation method for Xenopus neurula embryos
Authors: Sasagawa Satoru , Takabatake Takashi , Takabatake Yuka , Muramatsu Tatsuo , Takeshima Kazuhito 
Published: October 2002

AbstractSummary: Electroporation has led to new approaches to the analysis of gene regulation of the chick embryonic system. However, application of this method to Xenopus, another model organism of embryology, has left many difficulties to be overcome. The specially devised electrodes, the examination of luciferase activities expressed, and the direct visualization of green fluorescence protein allow us to optimize the conditions of electroporation for Xenopusembryos. The use of mRNA rather than DNA improved the expression efficiency 120 times more than for the case of plasmid DNA, and the effect emerged more immediately after electroporation. The noncontact electroporation adopted here caused less damage to cells and tissues than with the needle type electrode, making it practical for efficient application to early embryos. Furthermore, the mRNA electroporation technique is applicable for other systems in which the DNA electroporation has not had any significant effect because of its low expression efficiency. genesis 33:81–85, 2002. © 2002 Wiley‐Liss, Inc.
The vascular prepattern enhancer trap marks early vascular development in arabidopsis
Authors: Holding David R. , Springer Patricia S. 
Published: October 2002

AbstractSummary: Vascular development is a fundamental component of leaf morphogenesis, and the mechanisms that control vascular patterning are poorly understood. We report here the identification of an enhancer trap line, Vascular Prepattern (VPP), that acts as a marker for early vascular development. GUS reporter gene expression in VPP was detected in provascular cells from the earliest stages of primary midvein formation in leaf primordia and subsequently coincided with the early specification of higher order veins. GUS expression in VPP also marks the quiescent center cells of the root apical meristem at all stages of root development. VPP provides a marker for early vascular development and will be a useful tool for studying vascular patterning. genesis 33:155–159, 2002. © 2002 Wiley‐Liss, Inc.
An examination of the attitudes and practice of general practitioners in the diagnosis and treatment of depression in older people
Authors: Rothera Ian , Jones Rob , Gordon Catherine 
Published: October 2002

AbstractBackgroundMost depression in older people is managed in primary care settings but can be difficult to diagnose and is often under‐treated. This study examined the attitudes and practice of general practitioners in the treatment of late‐life depression using antidepressant medication.MethodThree hundred and thirty general practitioners in 116 general practices within the Nottingham Health Authority were surveyed. Their responses to a series of attitude statements and clinical vignettes regarding antidepressant prescribing were assessed.ResultsAnalysis of vignettes showed newer antidepressants to be prescribed much more frequently than older antidepressants, with a substantial increase in the use of SSRIs compared to the results of previous research. Older general practitioners and those who had been in practice for longer were more likely to prescribe tricyclic antidepressants. They were also more likely to identify a need for extra training in treating old age depression, as were those GPs without previous psychiatric training. However, most GPs were confident in treating depression in the elderly although younger GPs were the most confident.ConclusionsSelective Serotonin Re‐Uptake Inhibitors are the preferred drugs in treating certain problematic cases of late‐life depression. These results suggest there may be a greater propensity for GPs to prescribe SSRIs although further research is needed to clarify whether this finding can be generalised beyond this study. Most general practitioners felt confident in treating late‐life depression, but older doctors, those who had been practising for longer and those without previous psychiatric training, may benefit most from further training. Copyright © 2002 John Wiley & Sons, Ltd.
Hippocampal volume and antidepressant response in geriatric depression
Authors: Hsieh Ming‐Hong , McQuoid Douglas R. , Levy Robert M. , Payne Martha E. , MacFall James R. , Steffens David C. 
Published: October 2002

AbstractBackgroundBiological markers of treatment response may include structural brain changes seen on neuroimaging. While most imaging studies have focused on cerebrovascular disease, evidence is growing that the hippocampus may play a role in depression, particularly geriatric depression.MethodWe studied 60 depressed elderly patients enrolled in a longitudinal study who were treated with antidepressant medications using a treatment guideline‐based approach. Baseline and 12‐week Montgomery‐Asberg Depression Rating Scale (MADRS) scores were obtained via interview with a geriatric psychiatrist. All subjects had a baseline magnetic resonance imaging (MRI) brain scan. MRI scans were processed using standard protocols to determine total cerebral volume and right and left hippocampal volumes. Hippocampal volumes were standardized for total cerebral volume. MADRS scores less than 10 were used to define remission.ResultsWhen the group with the lowest quartile of standardized hippocampal volumes was compared to those above the first quartile, those with small right and total hippocampal volumes were less likely to achieve remission. In a subsequent logistic regression model controlling for age small standardized right hippocampal volumes remained significantly associated with remission.ConclusionFurther studies with larger sample are needed to determine if left‐right hippocampal volume differences do exist in depression, and basic neuroscience studies will need to elucidate the role of the hippocampus in geriatric depression. Copyright © 2002 John Wiley & Sons, Ltd.
Factor structure of the Cornell Scale for Depression in Dementia among Japanese poststroke patients
Authors: Schreiner Andrea S. , Morimoto Tomoko 
Published: October 2002

AbstractBackgroundThe present study reports on the first translation and use of the Cornell Scale for Depression in Dementia (CSDD) (Alexopoulos, Abrams, Young, & Shamoian, 1988) among poststroke patients (n = 101) in Japan.ObjectivesThe study had three main purposes: 1. To examine the factor structure of the CSDD among Japanese poststroke patients; 2. To compare this with the factor structure identified for Anglo‐American Alzheimer's (AD) patients; and 3. To examine the prevalence and covariates of depressive symptoms among the Japanese stroke survivors.MethodsPoststroke patients and their caregivers (n = 202), at a random sample of neurological hospitals in western Japan, were interviewed using the study instruments. Data was also collected from patient charts. All subjects at each site who met the study criteria participated in the study.ResultsThe four‐factor solution for poststroke subjects was analogous to that found among AD patients with 2 main exceptions. In contrast to AD patients: 1. Physical complaints were unrelated to depressed mood in stroke patients; and 2. Agitation and psychosis loaded with depressed mood in stroke patients rather than as a separate unique factor as in AD patients. However, in the exploratory 5‐factor model, agitation and suicidal ideation comprised a unique factor. Using standard cutoff scores for the CSDD, 58.2% of poststroke patients had scores suggesting possible depression. CSDD scores were not related to functional ability, or stroke characteristics such as aphasia or right or left‐sided paralysis. However, scores were significantly higher among subjects≤2 years poststroke. Feelings of irritability, anxiety, sadness, and sleep problems were most prevalent.DiscussionDespite the prevalence of depressive symptoms, none of the subjects were currently receiving any mental health treatment. Findings suggest that symptoms differ by poststroke duration, which may necessitate different treatment approaches. Copyright © 2002 John Wiley & Sons, Ltd.
Relationship between depressive symptomatology and the subcortical brain syndrome in dementia
Authors: Lind K. , Edman Å. , Karlsson I. , Sjögren M. , Wallin A. 
Published: October 2002

AbstractObjectivesThe aim of the present study was to elucidate a possible relationship between depressive symptomatology and regional brain symptomatology in demented patients.Methods170 consecutive inpatients were studied. They suffered from Alzheimer's disease (103 patients), vascular dementia (48 patients), or frontotemporal dementia (19 patients). The patients underwent a neuropsychiatric investigation, which included assessments of (1) depression, and (2) regional brain symptomatology. Depressive symptomatology was assessed as presence of (a) depressed mood, and (b) anxiety. In the further statistical analysis, the presence of depressed mood and/or anxiety was also evaluated. The principle of the regional symptom analysis was the successive aggregation of observable symptom variables, leading to the final determination of four possible regional brain syndromes (frontal, subcortical, parietal and global), by way of the Stepwise comparative status analysis (STEP). The possible correlations between regional brain symptomatology and depressive symptomatology were analysed by means of (a) χ2 statistics, and (b) a logistic regression analysis in which confounding factors were included (age, degree of dementia, duration).ResultsThe subcortical syndrome correlated with depressed mood (χ2, p = 0.002; logistic regression, p = 0.002). A negative correlation was noted between the parietal syndrome and depressed mood (p = 0.010 and p = 0.013, respectively). No other significant correlations between presence of regional brain syndrome and presence of depressive symptomatology could be seen.ConclusionsDemented patients with a clinically established subcortical dysfunction appear to be more susceptible to depressive symptomatology. The results of this study also suggest that posterior brain dysfunction in dementia is not correlated with depressive symptomatology. Copyright © 2002 John Wiley & Sons, Ltd.
A study of premorbid personality and behavioural and psychological symptoms of dementia in nursing home residents
Authors: Low Lee‐Fay , Brodaty Henry , Draper Brian 
Published: October 2002

AbstractObjectiveTo investigate the relationship between pre‐morbid personality and behavioural and psychological symptoms of dementia (BPSD).MethodsWe studied 58 subjects with dementia and depression and/or psychosis residing in 11 Sydney nursing homes cross‐sectionally. Informal caregivers completed ratings of residents' pre‐morbid personality on the NEP Five‐Factor Inventory (NEO‐FFI). Information on BPSD was obtained using the BEHAVE‐AD.ResultsHigher neuroticism was predictive of delusions; higher agreeableness of hallucinations, aggressiveness, affective disturbance and overall behavioural disturbance; and higher openness of affective disorder.ConclusionOur findings are inconsistent with previous research and clinical experience. Prospective studies are needed to clarify the association between personality and behavioural disturbance in dementia. Copyright © 2002 John Wiley & Sons, Ltd.
Telluronium ylides in cyclopropanation and catalytic olefination
Authors: Tang Yong , Ye Song , Huang Zheng‐Zheng , Huang Yao‐Zeng 
Published: October 2002

AbstractTelluronium ylides are versatile reagents for cyclopropanation reaction and Wittig‐type olefination. This review outlines the recent development in stereoselectivity of ylide cyclopropanation and catalytic olefination in our group. © 2002 Wiley Periodicals, Inc. Heteroatom Chem 13:463–466, 2002; Published online in Wiley Interscience (www.interscience.wiley.com). DOI 10.1002/hc.10076
Does prospective payment reduce inpatient length of stay?
Authors: Norton Edward C. , Van Houtven Courtney Harold , Lindrooth Richard C. , Normand Sharon‐Lise T. , Dickey Barbara 
Published: October 2002

AbstractA change in payment mechanism for inpatient care from per diem to per episode creates two incentives – a marginal and an average price effect – to change length of stay. The decrease in marginal price per day to zero should reduce the length of stay, while an increase in average price per inpatient stay should increase the length of stay. This study uses data from a natural experiment to estimate both marginal and average price elasticities, and to test whether the length of stay falls after the introduction of prospective payment in a sample of 8509 severely mentally ill patients. We estimate that the marginal price elasticity is zero, but the average price elasticity is between 0.16 and 0.20. The results were generally robust for short‐ and long stayers, and for persons admitted early and late after the change in payment mechanism. The model controlled for hospital fixed effects and individual random effects. Copyright © 2002 John Wiley & Sons, Ltd.
Chemotherapy with or without radiotherapy in patients with locoregionally recurrent nasopharyngeal carcinoma
Authors: Wong Zee‐Wan , Tan Eng‐Huat , Yap Swee‐Peng , Tan Terence , Leong Swan‐Swan , Fong Kam‐Weng , Wee Joseph 
Published: October 2002

AbstractBackgroundTreatment of locoregionally recurrent nasopharyngeal carcinoma (NPC) is challenging because of prior radiotherapy, morbidities from disease recurrence, and limited therapeutic options available.MethodsA retrospective study of patients with locoregionally recurrent NPC.ResultBetween March 1994 and December 1999, there were 42 patients; most were Chinese (98%) men (81%) with undifferentiated NPC (86%). A repeat course of radiotherapy was feasible in 20 patients and given concurrently with cisplatin followed by adjuvant cisplatin/5‐fluorouracil (PF) (group 1). The remaining 22 (group 2) received palliative chemotherapy (PF) with a response rate of 50%. Significant morbidities resulted from cranial nerve palsies. The 2‐year progression‐free survival of patients in group 1 was expectedly better (58% vs 38%). Six (14%) developed systemic metastases at 12 months (median) from first recurrence.ConclusionConcurrent chemoradiotherapy for locoregional recurrent NPC seems promising. The morbidity experienced resulted from locoregional disease with few progressing to develop systemic involvement. © 2002 Wiley Periodicals, Inc. Head Neck 24: 549–554, 2002
Computer assisted analysis of the microvasculature in metastasized and nonmetastasized squamous cell carcinomas of the tongue
Authors: Hannen Egied J. M. , van der Laak Jeroen A. W. M. , Manni Johannes J. , Freihofer Hans Peter M. , Slootweg Piet J. , Koole Ronald , de Wilde Peter C. M. 
Published: October 2002

AbstractBackgroundQuantification of microvessels in solid malignancies is regarded as a potential test to predict their clinicobiologic behavior. However, discordant results have been reported for head and neck cancer that may be explained by varying methods.MethodsIn this retrospective study, we therefore quantified the microvasculature in 20 nonmetastasized and 20 metastasized squamous cell carcinomas of the tongue, using recently developed methods. For immunohistochemical visualization of the vessels, we used anti‐CD34 with a signal amplification step based on the catalyzed deposition of biotinylated tyramine. This protocol results in enhanced staining quality compared with standard protocols. For each tumor, a representative tissue section was systematically sampled with 40 to 60 standardized test fields. True color image analysis system was used to measure microvessel density (MVD) and to obtain additional information with regard to size categories of vessels.ResultsRemarkably, in the group of nonmetastasized tumors, the MVD was greater than in the metastasized tumors (p = .007). However, the microvessels with a diameter in the range of 10 to 15 μm predominated in the group of metastasized tongue carcinomas (p = .03). A logistic regression model based on the percentage of vessels smaller than 5 μm, classified 85% of patients with a metastasized tumor correctly and 75% of patients with a nonmetastasized tumor, independently of the clinical stage of the tumor.ConclusionsThese results suggest that only vessels with a diameter larger than 10 μm, consistent with functional vessels, play a role in the process of metastasis. Further research more specifically into structural and functional characterization of blood and lymphatic vessels might help provide more insight into the relationship between microvasculature and the pathogenesis of metastasis in tongue carcinomas. © 2002 Wiley Periodicals, Inc. Head Neck 24: 643–650, 2002
Performance of a polymer electrolyte fuel cell for automotive applications
Authors: Yoshikawa Hiroo , Hishinuma Yukio , Chikahisa Takemi 
Published: October 2002

AbstractThe objectives of this study were to fabricate a self‐humidifying fuel cell stack of 10 cells with 104 cm2 cell areas humidified with water recovered at cathodes, and to measure and simulate the performance of the stack. This involves the simulation of a three‐dimensional model of the heat and mass transfer of the water and the gaseous reactants in the fuel cell components with a water‐cooling system. The results of the stack experiments indicated a maximum power of 250 kW at a current density of 0.5 A/cm2. The simulation showed good agreement with the actual performance of the stack. The performance of the self‐humidifying stack with a vapor‐permeating membrane is comparable to a conventional stack with external humidifiers, and it appears very effective in simplifying stack systems. The modeling analysis indicated that for the gas flow directions, at anode and cathode, a parallel flow is superior to a cross flow, and that one cooling cell is necessary for two to three generating cells in order to maintain the fuel cell temperature below 100 °C. © 2002 Wiley Periodicals, Inc. Heat Trans Asian Res, 31(6): 421–429, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/htj.10041
Optical measurement of thermal contact conductance between thin, waferlike solid samples by using laser AC heating and reflectance thermometry: Reconsideration of the loading method for the samples
Authors: Ohsone Yasuo 
Published: October 2002

AbstractA noncontact optical technique for measuring the thermal contact conductance between two thin, waferlike solid samples was developed. In this technique, one solid surface is heated with a modulated laser beam; the corresponding temperature modulation of the other solid surface across their interface is monitored by using the reflectance of a probe laser beam. Each sample can become slightly bent if its edge is compressed by the sample holder, so the contact pressure between the samples (in the range of 0.8 to 10 MPa) was calculated by elastic and plastic numerical analyses. By using the calculated contact pressure, the correlation between contact pressure and thermal contact conductance could be determined more accurately. Also, the appropriate thickness of the glass plates used to fix the samples was derived by calculating the thickness where the local contact pressure is almost the same as the averaged pressure. © 2002 Wiley Periodicals, Inc. Heat Trans Asian Res, 31(6): 498–512, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/htj.10049
Verbal fluency facilitated by the cholinergic blocker, scopolamine
Authors: Pompéia S. , Rusted J. M. , Curran H. V. 
Published: October 2002

AbstractThis study was designed to explore putative facilitatory effects of low doses of scopolamine (SP) on phonemic (letter) and semantic (category) verbal fluency. A double‐blind, parallel‐group design was used with 36 subjects who completed a test battery before and 2 h after 0.6 mg or 1.2 mg of SP or placebo. Fluency measures included total number of words generated, clustering (the production of words within semantic or phonemic subcategories) and switching (the ability to shift efficiently to new subcategories). Low doses of scopolamine increased phonemic fluency, as has been shown previously. Semantic fluency was not increased by SP, although subjects treated with 1.2 mg of SP generated higher‐frequency words. SP did not affect clustering or switching. It is suggested that phonemic and semantic fluency reflect distinct cognitive processes. Copyright © 2002 John Wiley & Sons, Ltd.