efficient derivative pricing by extended method of moments

... of short-maturity options and over -pricing of long-maturity options, and overpricing of deep OTM options and underpricing deep ITM options. The pricing errors of long-term deep ITM options are ... Maximum Likelihood by Sandmann and Koopman (1997), the Generalized Method of Moments (GMM) technique by An- dersen and Sørensen (1996), the Markov Chain Monte Carlo (MCMC) methods by Jacquier, Polson ... all the models share similar patterns of mispricing as the Black-Scholes model, i.e. underpricing of short-term deep ITM and OTM options and overpricing of long-term and short-term ATM options....

Ngày tải lên: 21/12/2013, 01:20

... (3.14). 2 Mean summability of Fourier trigonometric series The problem of mean summability by linear methods of multiple Fourier trigonomet- ric series in L p w (T) in the frame of A p classes has been ... Theorem 4.1 also extended to the case of trigonometric poly- nomials of several variables. Thus, if T mn (x, y) is a trigonometric polynomial of order ≤ m with respect to x and of order ≤ n with ... not depend on f , x, y, m,andn. If we reverse the order of integration in right side of (3.14), then by the arguments similar to that of the one-dimensional case we obtain that I =  x+π x −π  y+π y −π   f...

Ngày tải lên: 22/06/2014, 21:20

Ngày tải lên: 23/07/2014, 13:21

... state of silicon species on the surface of TiO 2 , the samples were examined by XPS spectroscopy. Si 2p spectra of Si(0.03)/TiO 2 powder is shown in the inset of Fig. 6. The binding energy of Si ... proved by PL spectra for these Si- doped TiO 2 . The changes of physicochemical properties after the doping of Si contribute to the improvement of the photocatalytic reduction efficiency of NO. Acknowledgements The ... project is financially supported by the National Natural Science Foundation of China (NSFC-20577040) and New Century Excellent Scholar program of Ministry of Education of China (NCET- 04-0549) References [1]...

Ngày tải lên: 20/03/2014, 13:06

... robots 10.0 12.0 14.0 16.0 18.0 Numerical Value A Look into Plans by Graphplan in the Blocks World domain Length of plan Number of steps in plan Classes of Resource Allocation Scheduling INH-UNSOLV[5 10] INFRES FINRES EASY HARD [3 ... secs) Performance of Graphplan and Blackbox (satz) in the 6-block Shuffle Problem in Blocks World GP-G GP-S GP-TOT BB-TOT 1.0 3.0 5.0 7.0 # robots 10.0 12.0 14.0 16.0 18.0 Numerical Value A Look into Plans by ... A^2_6 Viewing actions as tasks of unit time (3-4 robots) 1 2 3 1 FREE UNFREE FREE UNFREE UNFREE FREE 1 2 2 3 A^1_6 A_8 A_9 A_10A_7A^1_5A_4A_3A_2A_1 A^2_5 A^2_6 Viewing actions as tasks of unit time (2 robots) 1 2 FREE UNFREE FREE UNFREE UNFREE FREE A^2_8 A^3_6 1 2 1 2 1 2 1 ...

Ngày tải lên: 23/03/2014, 05:22

... with final elution of DNA in 100 µl elution buffer, and storage at -20°C. The second method of DNA extraction was by boiling: 20 mg of each tissue were placed in 2 ml microfuge tubes with 200 ... using a simple water bath. Two methods of extracting DNA from host tissue were compared: extraction by boiling and by using a commercial extraction kit. A set of six primers – two inner primers, ... complementary sequence of B2. Agarose gel showing the effect of time on amplification of KHV DNA by LAMP assay, using four primers (FIP, BIP, F3, B3), carried out at 65°C for durations of 10–60 minFigure...

Ngày tải lên: 19/06/2014, 08:20

... with final elution of DNA in 100 µl elution buffer, and storage at -20°C. The second method of DNA extraction was by boiling: 20 mg of each tissue were placed in 2 ml microfuge tubes with 200 ... only the overall rate of reaction but also target selectivity by signif- icantly reducing amplification of irrelevant sequences [13]. Use of SYBR Green I for visual inspection of LAMP amplification ... DNA extracted either by kit or by boiling gave rise to a typical ladder pattern: many bands of different size up to the loading well as shown in Figures 2, 3 and 5. After addition of 1 àl of diluted SYBR...

Ngày tải lên: 20/06/2014, 04:20

... Materials and methods Figure 1 compared the conventional glass-ceramic method and the incorporation method. In the conventional glass-ceramic method, all simple oxides of a desired composition ... reported in 1960 by Egerton and Dillon [1]. It also has a high curie temperature of 420 ° C, piezoelectric constant (d 33 ) of 80 pC/N, and coupling factor coefficient (k p ) of 0.35. The crystal ... method modifies the production process by aiming to crystallize only the KNN single phase and reduce the chance of any unwanted second phase which frequently occurred in the conventional method. ...

Ngày tải lên: 22/06/2014, 00:20

... The upper half of the NW is kept intrinsic (i-type) by simply switching off the boron source. This intrinsic upper half is subsequently converted to n-type by implanting it with phosphorus. ... effective phosphorus ion stopper because of its heavy mass compared to phosphorus, the Au caps on top of the NWs were removed (Fig. 1c) by an aqueous solution of KI and I 2 , a standard Au etchant. ... measurements of individually contacted nanowires showed excellent diode characteristics and ideality factors close to 2. We think that this value of ideality factors arises out of a high rate of carrier...

Ngày tải lên: 22/06/2014, 00:20

... understanding and improvement of com- mercial synthesis of carbon nanotubes (CNTs). As a matter of fact, the method of mechanothermal guarantees the production of MWCNTs suitable for different ... determined by the Williamson-Hall method; SA is the specific surface area, determined by the BET- method 298 Nanoscale Res Lett (2009) 4:296–302 123 NANO EXPRESS High-yield Synthesis of Multiwalled ... method of synthesis for the production of MWCNTs or other graphitic nanocarbons. Indeed, because of the simplicity and high yield of this route, it may potentially be applied on the scale of industrial...

Ngày tải lên: 22/06/2014, 01:20

Ngày tải lên: 22/06/2014, 22:20

Ngày tải lên: 08/08/2014, 00:22

Ngày tải lên: 08/08/2014, 14:21

... the diverticulum in- stead of using diverticulectomy. We reported a case of colonic diverticulum that was successfully treated by laparoscopic suture and invagination of the diverticulum. Our ... occurrence of hemoperitoneum as the complica- tion of colonic diverticulum. Int. J. Med. Sci. 2011, 8 http://www.medsci.org 469 Conflict of Interest The authors have declared that no conflict of ... diverticulosis of the colon. I. Resting patterns of pressure. II. The effect of morphine. Gut. 1964;5:201-13. 11. Painter NS, Truelove SC, Ardran GM, Tuckey M. Segmentation and the localization of intraluminal...

Ngày tải lên: 25/10/2012, 10:51

... The effect of DEX on VNR-induced phlebitis was evaluated by infusion of DEX before or after VNR. The effect of PSL on DXR-induced phlebitis was similarly evaluated by co-infusion of PSL. Results: ... the proximal part of the vein in all 8 animals and in the distal part of the vein in 7 of the 8 animals. Edema (Grades 1-3) was found in the proximal part of the vein in 6 of the 8 animals ... phlebitis induced by intravenous infusion of antineoplastic agents re- duces the completion of chemotherapy. The causative factors of phlebitis include the pH and osmotic pres- sure of the solution,...

Ngày tải lên: 26/10/2012, 09:57

... A2/K44/BBE CONTENTS ACKNOWLEDGEMENTS……….……………………………………………………i LIST OF ABBREVIATION iv LIST OF FIGURES AND TABLES… v INTRODUCTION vi PART 1: LITERATURE REVIEW OF IMPORT AND EXPORT L/C 1 I. INERNATIONAL PAYMENT BY LETTER OF CREDIT 1 1. Letter of credit ... A2/K44/BBE balance of 12, 910 billion VND; increasing by 121% profits before tax of 129 billion VND, reaching 104%. The amount of international settlement will be about 35-40% higher than that of last ... boost the branch’s profit before tax of 358, 6 billion VND to become one of the most profitable commercial joint-stock banks in 2007. After a careful analysis of change of world and domestic...

Ngày tải lên: 27/10/2012, 16:44

Ngày tải lên: 07/11/2012, 14:47

Ngày tải lên: 07/11/2012, 14:47

Ngày tải lên: 05/09/2013, 09:08