Introduction: Death caused by myocardial infarction (MI) usually occurs during the first hours after the onset of symptoms. Therefore, to manage, treat and decrease the mortality rate of these patients, early hospital admission is important. Objectives: We aimed to investigate the impact of the influential factors on mortality of patients with MI. Patients and Methods: In this case-control study, MI patients who were referred to the Ardabil Alavi Hospital, Ardabil university of medical sciences, Ardabil, Iran between April 2017 and April 2018 were included. The patients that had died due to MI were considered as the case group (n=27) and 27 matched patients that had died due to other causes were selected as the control group. Linear logistic regression was employed to analyze the data. Results: The mean age of the patients in the case group was significantly higher than in the control group (75.1±11.7 versus 63.;1±11.6, P=0.001). The history of non-cardiac diseases in the case group (44.4%) was significantly higher than in the control group (7.4%; P=0.002). The number of PCIs (percutaneous coronary interventions) that were conducted in the case group (40.7%) was significantly lower than in the control group (74.1%; p=0.013). The time distance between hospital admission and PCI performance in the case group (110.9 minutes) was significantly higher than in the control group (56 minutes; P=0.001). However, the mean of delay time from the onset of symptoms to hospital admission (the patient delay) and from hospital admission to receiving treatment (the health system delay) was similar between the two groups. Conclusion: This study showed that the number of performed PCIs, history of non-cardiac disorders and the interval between the onset of symptoms and PCI performance are significantly associated with the morality of MI patients.
In financial mathematics, options are seen as financial transactions that gives the holder the right rather than obligations to buy or sell some specific quantity of an asset in the eminent future at a static price often called the strike price on or before the expiration date of the option contract. In this research work, we examined a typical model in finance, Constant Elasticity of Variance (CEV). Having derived its respective Stochastic Differential Equations (SDEs), we obtained the various Martingales and Partial Differential Equations (PDEs) option price valuation formulas. These were done by using the replicating and riskless portfolio methods. Also, we were able to establish the equivalence of the Martingales and the PDEs methods for European put option pricing for the two different SDE models considered in this research. We, then applied the Girsanov theorem, Martingale theorem as well as Feynman-Kac theorem. Results obtained, show that using our approach described in this research work, we can actually prove the equivalence of the two (Martingales and PDEs) methods by first, beginning with the Martingales option price valuation formula and finally arrive at the Black-Scholes parabolic PDEs in converse.
