... biases of the model option prices, while the MARE statistic measures the dispersion of relative biases of the model prices. The difference between MARE and MRE suggests the direction of the bias of ... to the use of implied volatility or volatility risk. The Black-Scholes model exhibits similar pattern of mispricing, namely underpricing of short-maturity options and over-pricing of long-maturity ... ba- sis of the BIC inclusion of these parameters was not justified. Therefore we included no cross terms between ln σ 2 st and ln σ 2 rt in (5) and (6); (iv) As far as the choice of a 19 of the...
Ngày tải lên: 21/12/2013, 01:20
Ngày tải lên: 24/12/2013, 12:16
Tài liệu Báo cáo " Method of sedimentary basin reconstruction and compilation of lithofacies - paleogeographic maps " pdf
Ngày tải lên: 13/02/2014, 12:20
Tài liệu Báo cáo khoa học: "An Evaluation Method of Words Tendency using Decision " docx
... than that of straight line (2). The value of the slice of regression straight line (1) is also higher than that of regression straight line (2). So, we can decide that the words of the regression ... than that of straight line (2). The value of the slice of regression straight line (1) is also higher than that of regression straight line (2). So, we can decide that the words of the regression ... versus degree of scattering because of the arrangement of frequencies of words in rectangular coordinates as shown in Fig. 2. In such case, there will be some problems in the point of reliability...
Ngày tải lên: 20/02/2014, 16:20
Tài liệu The Scope and Method of Economics pdf
... the behav- ior of households will be blue or shades of blue and all diagrams relating to the behavior of firms will be red or shades of red. Figure 3.1 shows the circular flow of economic activity ... Statistical Abstract of the United States, a large volume of data published by the Department of Commerce every year that describes many features of the U.S. economy. Massive volumes of data can now ... the price of a product rises, people tend to buy less of it; when the price of a product falls, people tend to buy more. Theories do not always arise out of formal numerical data. All of us have...
Ngày tải lên: 21/02/2014, 03:20
Báo cáo khoa học: "AN AUTOMATIC METHOD OF FINDING BOUNDARIES" pdf
... let n be the length of the concatena- tion of articles; let m be the number of unique tokens (after lemmatization and removal of words on the stop list); let B be a list of boundaries, initialized ... about an automatic method of finding discourse boundaries based on the repetition of lexi- cal items. Halliday and Hasan (1976) and others have claimed that the repetition of lexical items, ... implic- itly in several of the techniques described above, but the method presented here depends exclusively on it. Methodology Church (1993) describes a graphical method, called doL- plotting,...
Ngày tải lên: 08/03/2014, 07:20
Báo cáo " Method of dissolving-separating to absolute recovery nickel from wastes of nickel galvanization industrial " ppt
... rin trong cdng nghiep ma crom, niken. Ha Noi (2008). J. E. Silva, D.Scares et al. Journal of Hazardous material B121 (2005) Dinh Pham Thai, Nguyin Kim Thiet. Ly thuyet cac qua trinh ... nghe Viet Nam ABSTRACT The article describes the nickel recovery process by using dissolving method in order to dissolve alternately the hydroxide typed indissoluble ones fiom Nickel contained ... temperature the last one with boiling temperature at 100"C pernuts to recovery almost whole of nickel quantity. In this case the nickel recovery rate can reach up to 98.61%. Thus for...
Ngày tải lên: 11/03/2014, 16:20
Reclamation of Contaminated Land pptx
... compounds. Knowledge of contaminant chemistry is an important component of risk-based land management. The specification of chemical analysis of potentially contaminated land should ensure results ... by-product of the production of coke from coal and used as a raw material for a large range of organic products. The PAHs can undergo many of the electrophilic substitution reactions of benzene ... main body of each name has two parts. One indicates the number of carbon atoms in the longest straight chain of the molecule. The other indicates the functional group of the longest straight chain of...
Ngày tải lên: 11/03/2014, 17:20
Báo cáo "Another method of logic synthesis of digital counting circuits " pptx
... of form A Another method of logic synthesis of 61 Obviously now the value of set E shows the complete parameters of periodical as well as frequency existence of forms of circuit functions ... Another method of logic synthesis of 59 Table 3. Circuit function with input state R 3, ε of RS - FF - Counter with k = 6, ε = 0 to 64, in which: P is the periodical existence of circuit ... use computer in logical synthesis of counting circuit. This is the aim of this article. 1. Synthesizing counting circuits using similar forms For the method of synthesizing digital counting...
Ngày tải lên: 14/03/2014, 13:20
On a Fundamental Reorganisation of the Landesbanks and Savings Banks Sector in Germany ppt
... also stave off a repeat of the current financial crisis. 2. The interconnectedness of savings banks and Landesbanks It is a matter of public record that key segments of the German Landesbanks ... This invites the conclusion that a form of verticalisation is necessary for the restructuring of the Landesbanks. The goal of tying the business models of Landesbanks and savings banks in this ... 1: Split of Landesbanks 4.1. Sparkassenregionalinstitute (SRIs) The integration of savings banks and Landesbanks 7 within a single metropolitan area gives rise to a small number of Sparkassenregionalinstitute...
Ngày tải lên: 15/03/2014, 10:20
Báo cáo "Another method of logic synthesis of digital counting circuits " potx
... two forms of circuit functions. (Figure 5) with ∆ε = 2 ℓ = 2 3 = 8 Another method of logic synthesis of 61 Obviously now the value of set E shows the complete parameters of periodical ... Another method of logic synthesis of 59 Table 3. Circuit function with input state R 3, ε of RS - FF - Counter with k = 6, ε = 0 to 64, in which: P is the periodical existence of circuit ... Figure 3 describes the appearance of form 1 and form 2 on ε axis. Figure 3: Description of form 1 and form 2 on ε axis Another method of logic synthesis of 57 From figure 3 we can see...
Ngày tải lên: 22/03/2014, 11:20
THE INVERTEBRATE FAUNAS OF THE BATHONIAN-CALLOVIAN DEPOSITS OF JAMESON LAND (EAST GREENLAND) pdf
... the smoothness of the periphery, the bluntness and closeness of the ribbing of the earlier whorls, the forward inclination of the ribs, the roundness of the umbilical slope, and of course, the ... of the other invertebrates, mostly of long ranges, would be of little value and disturb the balance of treatment. My acknowledgments are again due to the Keeper of the Geology Department of ... type of ribbing seems different from that of A. arcticus; but in an example of A. pilaeformis from Franz Josef Land (B. M. No. C. 7251) the ribbing is similar and differs only on account of...
Ngày tải lên: 23/03/2014, 01:21
Fermentation as a Method of Food Processing ppt
... samples of fermented dough. Cooking reduced the number of contaminated samples to 10 of unfermented and 6 of fermented dough, but after 6 h of storage, 45 of unfermented compared to 22 of fermented ... 1988). The length of fermentation of cassava roots, the type of gari flour and the source of the flour affected the levels of HCN detected (Ukhun & Nkwocha, 1989). During the fermentation of melon ... 9 I NTRODUCTION 9 D EFINITION OF FERMENTED FOOD 9 C LASSIFICATION OF FERMENTED FOODS 9 B ENEFITS OF FERMENTING FOOD 11 M ICROFLORA IN FERMENTED FOODS 12 N UTRITIONAL VALUE OF FERMENTED FOODS 13 Proteins...
Ngày tải lên: 24/03/2014, 04:20
The Kimmeridgian ammonite faunas of Milne Land, central East Greenland ppt
... Type-locality in the well-exposed sections on the north bank of the stream in the gorge of Grikloft (section 8), on the east coast of Milne Land. Parts of the member are also well exposed in the other ... has been found in the Cardi- oceraskloft Member of Cardioceraskbft and in 4he area of Bays Elv only. It occurs in the fifth layer (or group of layers) of concretions, fauna 19, 7-12 m above ... 2a. I Locus typicus. Milne Land, East Greenland. 1 Stratum typicum. 30-40 m above layer of concretions '6' on the fast coast of Milne Land, 20 m above sea-level....
Ngày tải lên: 29/03/2014, 18:20
AN IMPROVED METHOD OF CONSTRUCTING A DATABASE OF MONTHLY CLIMATE OBSERVATIONS AND ASSOCIATED HIGH-RESOLUTION GRIDS docx
... 711 they are widespread. This method also has none of the advantages of a manual method; an automated method is essential to handle such large quantities of data. However, the method should be sufficient ... appended without introducing inhomogeneities. The method developed offers a number of improvements: 1. It is an iterative method, in which a subsection of a candidate may be checked if the full record ... characteristics of the candidate, thus forming the reference series. 2.5. Correction of inhomogeneities The detection of inhomogeneities employed the residual sum of squares (RSS) statistics from the GHCN method...
Ngày tải lên: 30/03/2014, 13:20
Báo cáo khoa học: "An alternative method of training probabilistic LR parsers" pptx
Ngày tải lên: 31/03/2014, 03:20
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