18 results with keyword: 'implied volatility string dynamics'
In this study we present a modelling approach to the implied volatility surface (IVS) that takes care of the particular discrete string structure of implied volatility data...
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In this study we present a modelling approach to the implied volatility surface (IVS) that takes care of the particular discrete string structure of implied volatility data.
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The primary objective of this retrospective cohort analysis was to compare health centers to hospitals in terms of adoption and adherence to new treatment guidelines, using as a
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RFID technology is involved in various modules in libraries, such as tagging station to tag the RFID label to each library material; patrons self check-out station to borrow the
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I’ I ’m asking you to make my head ache with knowledge spin with ideas m asking you to make my head ache with knowledge spin with ideas.. I want you to make my mind my most
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Based on an empirical study of time series of implied volatilities of SP500 and FTSE index options, we show that the implied volatility surface can be described as a
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Data was collected using a number of methods: in the London project through meetings with representatives of training providers, colleges, TECs and careers services; in the West
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The results of this study are also in accordance with the practice of bank soundness assessment in Indonesia using the Risk-Based Bak Rating (RBBR) approach or
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These observations point to the need to develop a better understand of the interaction and overlap between the critical pedagogic approaches (active learning and theoretical debate),
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Multifocal choroiditis with panuveitis: Incidence of ocular complications and loss of visual acuity.. Intravitreal injection of
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A number of studies in integrating the use of mobile phones in teaching English indicate that the use of mobile phones has improved the capability of the
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Consistently, DZ2002 inhibited the expression of various molecules associated with dermal fibrosis, including transforming growth factor β 1, connective tissue growth factor,
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Surprisingly our in vitro studies showed that increased IL-6 stimulates granule cell synapse forma- tion, particularly enhanced excitatory synapse formation, while it had little
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Therefore, the same solutions could be recommended such as setting up limited number of independent LIS schools, establishing or empowering accreditation agencies,
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To solve these problems setting up limited number of independent LIS schools, establishing or empowering accreditation agencies, flexibility in educational systems, more
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Torej povečanje debeline toplotne izolacije ne vpliva bistveno na potrebo po hladu, je pa najbolj učinkovit ukrep glede zmanjšanja potrebne toplote za ogrevanje. Ukrep torej
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