In this paper, we formulate the optimal hedging problem when the underlying stock price has jumps, especially for insiders who have more information than the general public. The jumps in the underlying price process depend on another diffusion process, which models a sequence of firm-specific...

With the advent of the Bowl Championship Series (BCS) much emphasis has been placed on ranking teams. We consider several mathematical methods for ranking college football teams based on point differential including least squares with fixed or mixed effects. We also consider the use of...