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Enrique Villamor and Pablo Olivares
In this paper we study the pricing of exchange options between two underlying assets whose dynamic show a stochastic correlation with random jumps. In particular, we consider a Ornstein-Uhlenbeck covariance model, with Levy Background Noise Processes dri...
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Roya Sadat Neisan, Noori M. Cata Saady, Carlos Bazan, Sohrab Zendehboudi, Abbas Al-nayili, Bassim Abbassi and Pritha Chatterjee
Arsenic (As), a poisonous and carcinogenic heavy metal, affects human health and the environment. Numerous technologies can remove As from drinking water. Adsorption is the most appealing option for decentralized water treatment systems (DWTS) for small ...
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Zeeshan Ashraf, Zahid Mahmood and Muddesar Iqbal
The advancement and innovations in wireless communication technologies including the Internet of Things have massively changed the paradigms of health-based services. In particular, during the COVID-19 pandemic, the trends of working from home have been ...
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Charlie Charoenwong, David K. Ding and Ping Wang
Since the adoption of the SEC?s Rule 10b-21 in 1988, many researchers have been concerned over the effectiveness of short sales constraints in preventing manipulative trading in the derivatives market. We analyze whether options can be used as synthetic ...
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Kateryna Boichenko, ?tefan Cristian Gherghina, António Abreu, Mário Nuno Mata and José Moleiro Martins
The development of an enterprise under current conditions requires an integrated approach and an appropriate financing system. The purpose of this study is to justify the replication model of financing the integrated enterprise development. The research ...
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Yusho Kagraoka
In option pricing models with correlated stochastic processes, an option premium is commonly a solution to a partial differential equation (PDE) with mixed derivatives in more than two space dimensions. Alternating direction implicit (ADI) finite differe...
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Melanie Gissel Urdangarín Gamarra, Jair Antonio Cruz Siqueira, Fabyo Luiz Pereira
Pág. e47262
The aim of this study is to quantify the energy savings of a library in the city of Foz do Iguaçu/Brazil, through simulations in EnergyPlus. Due to the great participation of air conditioning in the electric consumption of the building under study, the f...
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Natalya Verzun, Mikhail Kolbanev and Alexey Shamin
One of the important functions of cyberspace is to provide people and devices with access to global infocommunication resources, and as the network infrastructure develops, the number of access options increases, including those based on wireless technol...
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Marco Mele
Pág. 1 - 7
This paper will prove, through a financial and econometric model, a different estimation approach on the Chinese? basket peg. In particular, this study proposes a new system for calculating the numeraire in exchange rates of the major...
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Dmitry Romanov,Anastasia Suvorova,Vasily Kupriyanovsky
Pág. 71 - 76
This article discusses options for the implementation of ?Smart Mobility? in people's everyday lives and the significant role played by the ?Smart city? in solving urgent problems, namely those related not only to transport accessibility but also to traf...
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