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18 results with keyword: 'implied volatility string dynamics'

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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2021
A Dynamic Semiparametric Factor Model for 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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2021
Niklaus D. Labhardt 1,2, Motlalepula Sello 1, Thabo Lejone 2, Jochen Ehmer 3, Mohlaba Mokhantso 2, Lutgarde Lynen 4 and Karolin Pfeiffer 3

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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2021
RFID Technology at Central Library, IIT Madras. An Overview By

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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2021
Key Word Notes REVERSING UNDERACHIEVEMENT. Engaging the Mind for High Intellectual Performance: PEDAGOGY OF CONFIDENCE

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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2021
Dynamics of implied volatility surfaces

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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2021
Improving responsiveness to the labour market among young people : an evaluation of four pilot projects

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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2019
RISK AS AN ANTECEDENT VARIABLES OF BANK SOUNDNESS WITH GOOD CORPORATE  GOVERNANCE  AS  A  MODERATING  VARIABLE ON PRIVATE COMMERCIAL  BANKS LISTED  IN THE INDONESIA STOCK EXCHANGE

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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2020
Teaching to think: Challenges and suitability of teaching inequality topics in a business school

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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2020
Rodney Coe, MD, MS SUNY Downstate Medical Center December 3, 2009

Multifocal choroiditis with panuveitis: Incidence of ocular complications and loss of visual acuity.. Intravitreal injection of

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2021
Mobile phones simplify the teaching and learning process

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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2022
DZ2002 ameliorates fibrosis, inflammation, and vasculopathy in experimental systemic sclerosis models

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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2020
IL-6 is increased in the cerebellum of autistic brain and alters neural cell adhesion, migration and synaptic formation

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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2020
Common Problems of Library and Information Science Education in Asian Developing Countries: A Review Article

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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2020
Common Problems of Library and Information Science Education in Asian Developing Countries: A Review Article

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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2021
Influence of location on improvemet of energy efficiency of a building

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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2021
ECE/CS 5780/6780: Embedded System Design

Myers (Lecture 5: Interfacing Methods) ECE/CS 5780/6780: Embedded System Design 23 / 54. Gadfly External Sensor Interface Using

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2020

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