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18 results with keyword: 'wavelet based option pricing an empirical study'

Wavelet-based option pricing: An empirical study

In this paper, we contribute to the literature by taking this further to empirically compare the forecasting and hedging performance of the wavelet-based model with three other

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2021
Wavelet Improved Option-Implied Moments: An Empirical Study

include various combinations of wavelet family, denoising method, threshold rules as well as noise estimate level.. In the same manner, fNoise(n) are

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2020
Prevention and Control of Infection: An Advanced Nursing Practice

The great majority of professionals takes a positive attitude toward the guidelines for a given intervention, however, how each perceives the guidelines provided

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2020
Overnight News and Daily Equity Trading Risk Limits

The proposed bivariate model is confronted with three competitors: two simpler bivariate models without (w/o) covariance  the nested bivariate model and a bivariate model

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2019
Overnight News and Daily Equity Trading Risk Limits

The superior accuracy of the 1-day-ahead VaR forecasts for Russell 2000 from the proposed bivariate modeling approach, as borne out by dynamic Equal Predictive Ability tests and

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2021
Pricing early-exercise and discrete barrier options by Shannon wavelet expansions

The Shannon Wavelet Inverse Fourier Technique (SWIFT) method [ 15 ] is an option pricing method for European options based on a Shannon wavelet expansion of the underlying

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2021
History and Logic Model NASA Goddard Space Flight Center Instrument and Payload Systems Engineering Technical Performance Study

All with requirements management problems had design deficiencies that contributed to cost growth or schedule delays” (pp 52-53) 3) Generate report(s) including

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2021
Entry inhibition of HSV 1 and  2 protects mice from viral lethal challenge

In the present study, an anti-HSV Hu-mAb ( mAb#33 ) was isolated and its different formats ( Fab#33, scFv#33, IgG#33 ) were tested for their ability to inhibit virus infection

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2020
Project Management Professional (PMP)

• A secondary degree (high school diploma, associate’s degree, or the global equivalent) with at least five years of project management experience, with 7,500 hours leading and

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2021
The Integrative Psychotherapy Scale for Assessment of Therapists Activity

International Journal of Integrative Psychotherapy, Vol.. therapist can be attuned to a wide variety of client behaviours and experiences, but especially to his rhythm, nature

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2020
DATA collected by the smart grid enables a multitude

To quantify the privacy risk in these mechanisms, we use recent results in nonintrusive load monitoring (NILM) to give guarantees on when NILM algorithms will not be able to infer

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2021
Terminating population protocols via some minimal global knowledge assumptions

We extend the population protocol model with a cover-time service that informs a walking state every time it covers the whole network.. This represents a known upper bound on the

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2019
New Zealand Society for Earthquake Engineering. Saturday 11 April 2015 Rotorua

New Zealand Earthquakes, tsunami, volcanic eruption, landslides, hydrothermal activity, storm and flood cover to land.. Norway Flood, storm, landslide, avalanches, volcanic

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2021
Volume 2019 Article 65

As the City of Fort Worth is a political entity of the State of Texas, it is required to comply with the ACT. The ACT, as outlined in the TAC 13 Part II and the TNRC 9

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2022
versasrs HelpDesk quality of service

We have our standard Help Desk queue, Records Management queue, scheduled task queue, and our webmedia/webmaster queue that looks at requests for changes to the website or

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2021
A dimension reduction Shannon-wavelet based method for option pricing

underlying process under the considered general model, the proposed Shannon wavelet method

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2021
Effect of a Nurse-led Training Programme on Pressure Injury Prevention and Treatment among Nurses in Two Teaching Hospitals in Ogun State, Nigeria

Result shows that in the experimental group, practice concerning pressure injury prevention and treatment among nurses was improved by the training programme

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2020

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