wanyu/IteraTeR_full_sent huggingface dataset:
Original: We propose an iterated Azema-Yor type embedding in the spirit of Azema and Yor, 1979%DIFDELCMD < ] %%% and Brown et al., 2001%DIFDELCMD < ] %%% for any given finite number n of probability measures  which are in convex order and satisfy an additional technical assumption.
Revised: We Azema and Yor, 1979%DIFDELCMD < ] %%% and Brown et al., 2001%DIFDELCMD < ] %%% for any given finite number n of probability measures which are in convex order and satisfy an additional technical assumption.
Edit intent: coherence
Original: We propose an iterated Azema-Yor type embedding in the spirit of Azema and Yor, 1979%DIFDELCMD < ] %%% and Brown et al., 2001%DIFDELCMD < ] %%% for any given finite number n of probability measures  which are in convex order and satisfy an additional technical assumption.
Revised: We propose an iterated Azema-Yor type embedding in the spirit of %DIFDELCMD < ] %%% and Brown et al., 2001%DIFDELCMD < ] %%% for any given finite number n of probability measures which are in convex order and satisfy an additional technical assumption.
Edit intent: coherence
Original: We propose an iterated Azema-Yor type embedding in the spirit of Azema and Yor, 1979%DIFDELCMD < ] %%% and Brown et al., 2001%DIFDELCMD < ] %%% for any given finite number n of probability measures  which are in convex order and satisfy an additional technical assumption.
Revised: We propose an iterated Azema-Yor type embedding in the spirit of Azema and Yor, 1979%DIFDELCMD < ] %%% Brown et al., 2001%DIFDELCMD < ] %%% for any given finite number n of probability measures which are in convex order and satisfy an additional technical assumption.
Edit intent: coherence
Original: We propose an iterated Azema-Yor type embedding in the spirit of Azema and Yor, 1979%DIFDELCMD < ] %%% and Brown et al., 2001%DIFDELCMD < ] %%% for any given finite number n of probability measures  which are in convex order and satisfy an additional technical assumption.
Revised: We propose an iterated Azema-Yor type embedding in the spirit of Azema and Yor, 1979%DIFDELCMD < ] %%% and %DIFDELCMD < ] %%% for any given finite number n of probability measures which are in convex order and satisfy an additional technical assumption.
Edit intent: meaning-changed
Original: We propose an iterated Azema-Yor type embedding in the spirit of Azema and Yor, 1979%DIFDELCMD < ] %%% and Brown et al., 2001%DIFDELCMD < ] %%% for any given finite number n of probability measures  which are in convex order and satisfy an additional technical assumption.
Revised: We propose an iterated Azema-Yor type embedding in the spirit of Azema and Yor, 1979%DIFDELCMD < ] %%% and Brown et al., 2001%DIFDELCMD < ] %%% solve the n-marginal Skorokhod embedding problem for a continuous local martingale and a sequence of probability measures which are in convex order and satisfy an additional technical assumption.
Edit intent: meaning-changed
Original: We propose an iterated Azema-Yor type embedding in the spirit of Azema and Yor, 1979%DIFDELCMD < ] %%% and Brown et al., 2001%DIFDELCMD < ] %%% for any given finite number n of probability measures  which are in convex order and satisfy an additional technical assumption.
Revised: We propose an iterated Azema-Yor type embedding in the spirit of Azema and Yor, 1979%DIFDELCMD < ] %%% and Brown et al., 2001%DIFDELCMD < ] %%% for any given finite number n of probability measures \mu_1,...,\mu_n which are in convex order and satisfy an additional technical assumption.
Edit intent: meaning-changed
Original:   In particular, our construction reproduces the stopping boundaries obtained in Madan and Yor , 2002 and Brown et al. , 2001a%DIFDELCMD < ]%%% . We demonstrate with a counterexample that our technical assumption is necessary and propose an extended embedding for n=3.
Revised:  Our construction is explicit and is a multiple marginal generalisation of the Azema and Yor (1979) solution. In particular, our construction reproduces the stopping boundaries obtained in Madan and Yor , 2002 and Brown et al. , 2001a%DIFDELCMD < ]%%% . We demonstrate with a counterexample that our technical assumption is necessary and propose an extended embedding for n=3.
Edit intent: meaning-changed
Original:   In particular, our construction reproduces the stopping boundaries obtained in Madan and Yor , 2002 and Brown et al. , 2001a%DIFDELCMD < ]%%% . We demonstrate with a counterexample that our technical assumption is necessary and propose an extended embedding for n=3.
Revised:  In particular, we recover the stopping boundaries obtained in Madan and Yor , 2002 and Brown et al. , 2001a%DIFDELCMD < ]%%% . We demonstrate with a counterexample that our technical assumption is necessary and propose an extended embedding for n=3.
Edit intent: clarity
Original:   In particular, our construction reproduces the stopping boundaries obtained in Madan and Yor , 2002 and Brown et al. , 2001a%DIFDELCMD < ]%%% . We demonstrate with a counterexample that our technical assumption is necessary and propose an extended embedding for n=3.
Revised:  In particular, our construction reproduces the stopping boundaries obtained by Brown et al. (2001) and Madan and Yor , 2002 and Brown et al. , 2001a%DIFDELCMD < ]%%% . We demonstrate with a counterexample that our technical assumption is necessary and propose an extended embedding for n=3.
Edit intent: meaning-changed
Original:   In particular, our construction reproduces the stopping boundaries obtained in Madan and Yor , 2002 and Brown et al. , 2001a%DIFDELCMD < ]%%% . We demonstrate with a counterexample that our technical assumption is necessary and propose an extended embedding for n=3.
Revised:  In particular, our construction reproduces the stopping boundaries obtained in Madan and Yor ( 2002 and Brown et al. , 2001a%DIFDELCMD < ]%%% . We demonstrate with a counterexample that our technical assumption is necessary and propose an extended embedding for n=3.
Edit intent: fluency
Original:   In particular, our construction reproduces the stopping boundaries obtained in Madan and Yor , 2002 and Brown et al. , 2001a%DIFDELCMD < ]%%% . We demonstrate with a counterexample that our technical assumption is necessary and propose an extended embedding for n=3.
Revised:  In particular, our construction reproduces the stopping boundaries obtained in Madan and Yor , 2002 Brown et al. , 2001a%DIFDELCMD < ]%%% . We demonstrate with a counterexample that our technical assumption is necessary and propose an extended embedding for n=3.
Edit intent: coherence
Original:   In particular, our construction reproduces the stopping boundaries obtained in Madan and Yor , 2002 and Brown et al. , 2001a%DIFDELCMD < ]%%% . We demonstrate with a counterexample that our technical assumption is necessary and propose an extended embedding for n=3.
Revised:  In particular, our construction reproduces the stopping boundaries obtained in Madan and Yor , 2002 and %DIFDELCMD < ]%%% . We demonstrate with a counterexample that our technical assumption is necessary and propose an extended embedding for n=3.
Edit intent: coherence
Original:   In particular, our construction reproduces the stopping boundaries obtained in Madan and Yor , 2002 and Brown et al. , 2001a%DIFDELCMD < ]%%% . We demonstrate with a counterexample that our technical assumption is necessary and propose an extended embedding for n=3.
Revised:  In particular, our construction reproduces the stopping boundaries obtained in Madan and Yor , 2002 and Brown et al. , 2001a%DIFDELCMD < ]%%% ). Our technical assumption is necessary and propose an extended embedding for n=3.
Edit intent: coherence
Original:   In particular, our construction reproduces the stopping boundaries obtained in Madan and Yor , 2002 and Brown et al. , 2001a%DIFDELCMD < ]%%% . We demonstrate with a counterexample that our technical assumption is necessary and propose an extended embedding for n=3.
Revised:  In particular, our construction reproduces the stopping boundaries obtained in Madan and Yor , 2002 and Brown et al. , 2001a%DIFDELCMD < ]%%% . We demonstrate with a counterexample that our technical assumption is necessary for the explicit embedding, as demonstrated with a counterexample. We discuss extensions to the general case giving details when n=3.
Edit intent: meaning-changed
Original:  This is used in our parallel work Henry-Labordere et al. , 2013 to establish extremal properties of our embedding and develop robust pricing and hedging of Lookback options given prices of call options with multiple intermediate maturities .
Revised:  This is used in Henry-Labordere et al. , 2013 to establish extremal properties of our embedding and develop robust pricing and hedging of Lookback options given prices of call options with multiple intermediate maturities .
Edit intent: clarity
Original:  This is used in our parallel work Henry-Labordere et al. , 2013 to establish extremal properties of our embedding and develop robust pricing and hedging of Lookback options given prices of call options with multiple intermediate maturities .
Revised:  This is used in our parallel work Henry-Labordere et al. ( 2013 to establish extremal properties of our embedding and develop robust pricing and hedging of Lookback options given prices of call options with multiple intermediate maturities .
Edit intent: fluency
Original:  This is used in our parallel work Henry-Labordere et al. , 2013 to establish extremal properties of our embedding and develop robust pricing and hedging of Lookback options given prices of call options with multiple intermediate maturities .
Revised:  This is used in our parallel work Henry-Labordere et al. , 2013 ) to show that the construction maximises the distribution of the maximum among all solutions to the n-marginal Skorokhod embedding problem. The result has direct implications for robust pricing and hedging of Lookback options given prices of call options with multiple intermediate maturities .
Edit intent: meaning-changed
Original:  This is used in our parallel work Henry-Labordere et al. , 2013 to establish extremal properties of our embedding and develop robust pricing and hedging of Lookback options given prices of call options with multiple intermediate maturities .
Revised:  This is used in our parallel work Henry-Labordere et al. , 2013 to establish extremal properties of our embedding and develop robust pricing and hedging of Lookback options .
Edit intent: clarity
Original:  In this direction, the  sensitivity analysis of the reaction network's parameters is a crucial mathematical and computational tool since it allows to infer information about the robustness and the identifiability of the model 's parameters.
Revised:  In this direction, the parameter sensitivity analysis of the reaction network's parameters is a crucial mathematical and computational tool since it allows to infer information about the robustness and the identifiability of the model 's parameters.
Edit intent: meaning-changed
Original:  In this direction, the  sensitivity analysis of the reaction network's parameters is a crucial mathematical and computational tool since it allows to infer information about the robustness and the identifiability of the model 's parameters.
Revised:  In this direction, the sensitivity analysis of the reaction network's parameters is a crucial mathematical and computational tool since it allows to infer information about the robustness and the identifiability of model parameters. However, existing sensitivity analysis approaches such as variants of the finite difference method can have an overwhelming computational cost in models with a high-dimensional parameter space.
Edit intent: meaning-changed
Original:  The proposed approach is based on Information Theory  and relies on the quantification of information loss due to parameter perturbations between time-series distributions , hence referred to as "pathwise".
Revised:  The proposed approach is based on Information Theory and relies on the quantification of information loss due to parameter perturbations between time-series distributions . For this reason, we need to work on path-space, i.e., the set consisting of all stochastic trajectories, hence the proposed approach is referred to as "pathwise".
Edit intent: meaning-changed
Original:  The study of the structure of the FIM which turns out to be block-diagonal reveals hidden parameter dependencies and sensitivities in reaction networks . The proposed method is tested and validated on two biochemical systems, namely: (a) the p53 reaction network where quasi-steady stochastic oscillations of the concentrations are observed and (b) an Epidermal Growth Factor Receptor (EGFR) model which is an example of a high-dimensional stochastic reaction network with more than 200 reactions and a corresponding number of parameters .
Revised:  The study of the structure of the FIM which turns out to be block-diagonal reveals hidden parameter dependencies and sensitivities in reaction networks .
Edit intent: coherence
Original: The embedding of the stock price return modeling problem in Le Cam's statistical experiments framework suggests strategies-probabilities, obtained from the traded stock prices in the time interval t0,T%DIFDELCMD < ]%%% , for the agent selling the stock 's European call option at  t_0 and for the buyer who may exercise it at  T .
Revised: A new method is proposed to obtain the risk neutral probability of share prices without stochastic calculus and price modeling, via an embedding of the stock price return modeling problem in Le Cam's statistical experiments framework suggests strategies-probabilities, obtained from the traded stock prices in the time interval t0,T%DIFDELCMD < ]%%% , for the agent selling the stock 's European call option at t_0 and for the buyer who may exercise it at T .
Edit intent: meaning-changed
Original: The embedding of the stock price return modeling problem in Le Cam's statistical experiments framework suggests strategies-probabilities, obtained from the traded stock prices in the time interval t0,T%DIFDELCMD < ]%%% , for the agent selling the stock 's European call option at  t_0 and for the buyer who may exercise it at  T .
Revised: The embedding of the price return modeling problem in Le Cam's statistical experiments framework suggests strategies-probabilities, obtained from the traded stock prices in the time interval t0,T%DIFDELCMD < ]%%% , for the agent selling the stock 's European call option at t_0 and for the buyer who may exercise it at T .
Edit intent: fluency
Original: The embedding of the stock price return modeling problem in Le Cam's statistical experiments framework suggests strategies-probabilities, obtained from the traded stock prices in the time interval t0,T%DIFDELCMD < ]%%% , for the agent selling the stock 's European call option at  t_0 and for the buyer who may exercise it at  T .
Revised: The embedding of the stock price return modeling problem in Le Cam's statistical experiments framework t0,T%DIFDELCMD < ]%%% , for the agent selling the stock 's European call option at t_0 and for the buyer who may exercise it at T .
Edit intent: clarity
Original: The embedding of the stock price return modeling problem in Le Cam's statistical experiments framework suggests strategies-probabilities, obtained from the traded stock prices in the time interval t0,T%DIFDELCMD < ]%%% , for the agent selling the stock 's European call option at  t_0 and for the buyer who may exercise it at  T .
Revised: The embedding of the stock price return modeling problem in Le Cam's statistical experiments framework suggests strategies-probabilities, obtained from the traded stock prices in the time interval %DIFDELCMD < ]%%% , for the agent selling the stock 's European call option at t_0 and for the buyer who may exercise it at T .
Edit intent: clarity
Original: The embedding of the stock price return modeling problem in Le Cam's statistical experiments framework suggests strategies-probabilities, obtained from the traded stock prices in the time interval t0,T%DIFDELCMD < ]%%% , for the agent selling the stock 's European call option at  t_0 and for the buyer who may exercise it at  T .
Revised: The embedding of the stock price return modeling problem in Le Cam's statistical experiments framework suggests strategies-probabilities, obtained from the traded stock prices in the time interval t0,T%DIFDELCMD < ]%%% . Strategies-probabilities P_{t_0,n 's European call option at t_0 and for the buyer who may exercise it at T .
Edit intent: meaning-changed
Original: The embedding of the stock price return modeling problem in Le Cam's statistical experiments framework suggests strategies-probabilities, obtained from the traded stock prices in the time interval t0,T%DIFDELCMD < ]%%% , for the agent selling the stock 's European call option at  t_0 and for the buyer who may exercise it at  T .
Revised: The embedding of the stock price return modeling problem in Le Cam's statistical experiments framework suggests strategies-probabilities, obtained from the traded stock prices in the time interval t0,T%DIFDELCMD < ]%%% , for the agent selling the stock 's European call option at time t_0 and for the buyer who may exercise it at T .
Edit intent: clarity
Original: The embedding of the stock price return modeling problem in Le Cam's statistical experiments framework suggests strategies-probabilities, obtained from the traded stock prices in the time interval t0,T%DIFDELCMD < ]%%% , for the agent selling the stock 's European call option at  t_0 and for the buyer who may exercise it at  T .
Revised: The embedding of the stock price return modeling problem in Le Cam's statistical experiments framework suggests strategies-probabilities, obtained from the traded stock prices in the time interval t0,T%DIFDELCMD < ]%%% , for the agent selling the stock 's European call option at t_0 and for the buyer who may exercise it in the future, at T; \ n increases with the number of share's transactions in T .
Edit intent: meaning-changed
Original: The embedding of the stock price return modeling problem in Le Cam's statistical experiments framework suggests strategies-probabilities, obtained from the traded stock prices in the time interval t0,T%DIFDELCMD < ]%%% , for the agent selling the stock 's European call option at  t_0 and for the buyer who may exercise it at  T .
Revised: The embedding of the stock price return modeling problem in Le Cam's statistical experiments framework suggests strategies-probabilities, obtained from the traded stock prices in the time interval t0,T%DIFDELCMD < ]%%% , for the agent selling the stock 's European call option at t_0 and for the buyer who may exercise it at t_0, T .
Edit intent: clarity
Original: The embedding of the stock price return modeling problem in Le Cam's statistical experiments framework suggests strategies-probabilities, obtained from the traded stock prices in the time interval t0,T%DIFDELCMD < ]%%% , for the agent selling the stock 's European call option at  t_0 and for the buyer who may exercise it at  T . The nature of these probabilities is justified by the slight dependence of stock returns and the weak Efficient Market Hypothesis (Fama,1965) .
Revised: The embedding of the stock price return modeling problem in Le Cam's statistical experiments framework suggests strategies-probabilities, obtained from the traded stock prices in the time interval t0,T%DIFDELCMD < ]%%% , for the agent selling the stock 's European call option at t_0 and for the buyer who may exercise it at T .
Edit intent: coherence
Original:  When the transaction times are dense in [ t0 ,T] it is shown, with mild conditions, that under each of these probabilities log S_T/S_{t_0 divisible distribution and in particular normal distribution for "calm" stock ;
Revised:  When the transaction times are dense in [ t_0 ,T] it is shown, with mild conditions, that under each of these probabilities log S_T/S_{t_0 divisible distribution and in particular normal distribution for "calm" stock ;
Edit intent: fluency
Original:  When the transaction times are dense in [ t0 ,T] it is shown, with mild conditions, that under each of these probabilities log S_T/S_{t_0 divisible distribution and in particular normal distribution for "calm" stock ;
Revised:  When the transaction times are dense in [ t0 ,T] it is shown, with mild conditions, that under each of these probabilities \log \frac{S_T divisible distribution and in particular normal distribution for "calm" stock ;
Edit intent: meaning-changed
Original:  When the transaction times are dense in [ t0 ,T] it is shown, with mild conditions, that under each of these probabilities log S_T/S_{t_0 divisible distribution and in particular normal distribution for "calm" stock ;
Revised:  When the transaction times are dense in [ t0 ,T] it is shown, with mild conditions, that under each of these probabilities log S_T/S_{t_0 divisible distribution and in particular normal distribution for "calm" share ;
Edit intent: clarity
Original:  The price of the stock's European option is the expected cost of the agent at t_0 obtained using the distribution of log S_T/S _{t_0  }. For calm stock, the price coincides with the Black-Scholes-Merton (B-S-M)price after translation.
Revised:  The price of the share's call is the limit of the expected values of the call's payoff under the translated P _{t_0 }. For calm stock, the price coincides with the Black-Scholes-Merton (B-S-M)price after translation.
Edit intent: meaning-changed
Original:  The price of the stock's European option is the expected cost of the agent at t_0 obtained using the distribution of log S_T/S _{t_0  }. For calm stock, the price coincides with the Black-Scholes-Merton (B-S-M)price after translation.
Revised:  The price of the stock's European option is the expected cost of the agent at t_0 obtained using the distribution of log S_T/S _{t_0 ,n }. For calm stock, the price coincides with the Black-Scholes-Merton (B-S-M)price after translation.
Edit intent: meaning-changed
Original:  The price of the stock's European option is the expected cost of the agent at t_0 obtained using the distribution of log S_T/S _{t_0  }. For calm stock, the price coincides with the Black-Scholes-Merton (B-S-M)price after translation.
Revised:  The price of the stock's European option is the expected cost of the agent at t_0 obtained using the distribution of log S_T/S _{t_0 }. It coincides for "calm" share prices with the Black-Scholes-Merton (B-S-M)price after translation.
Edit intent: clarity
Original:  The price of the stock's European option is the expected cost of the agent at t_0 obtained using the distribution of log S_T/S _{t_0  }. For calm stock, the price coincides with the Black-Scholes-Merton (B-S-M)price after translation. The strike price determined by the agent does not give arbitrage opportunity to the buyer.
Revised:  The price of the stock's European option is the expected cost of the agent at t_0 obtained using the distribution of log S_T/S _{t_0 }. For calm stock, the price coincides with the Black-Scholes-Merton formula with variance not necessarily proportional to (T-t_0), thus confirming formula's universal validity without model assumptions.
Edit intent: meaning-changed
Original: We introduce a new solution concept  for selecting optimal strategies in strategic form games which we call periodic strategies and the solution concept periodicity. As we will explicitly demonstrate, the periodicity solution concept has implications for non-trivial realistic games, which renders this solution concept very valuable.
Revised: We introduce a new solution concept for selecting optimal strategies in strategic form games . This periodicity solution concept has implications for non-trivial realistic games, which renders this solution concept very valuable.
Edit intent: coherence