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Yunkang Du and Zuoliang Xu
In this paper, we recover the European option volatility function σ(t)" role="presentation">??(??)s(t)
s
(
t
)
of the underlying asset and the fractional order α" role="presentation" style="position: relative;">??a
a
of the time fra...
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Wolfgang Grimme
The aviation industry is challenged to reduce its climate impact. The introduction of sustainable aviation fuels (SAF) is, among other policy instruments such as the European Emissions Trading Scheme, an option favored by policymakers in Europe to achiev...
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Jaime Sieres, Ignacio Ortega, Fernando Cerdeira, Estrella Álvarez and José M. Santos
The seasonal performance of a heat pump indicates its average performance during the heating and/or cooling season, taking into account the different energy demands and their variability over time. Several European and international regulations and polic...
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Jacob Schurkman, Irma Tandingan De Ley and Adler R. Dillman
Succinea snails are considered to be invasive and pestiferous gastropods to those in the floricultural industry. Their small size makes them difficult to locate within large plant shipments, and their presence on decorative plants can constitute for an e...
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Flavius Darie
Pág. 103 - 117
This study investigates whether different specifications of univariate GARCH models can usefully forecast volatility on the foreign exchange market. The study uses only forecasts from an asymmetric GARCH model, namely Exponential GARCH (EGARCH) for CHF/R...
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Jirí Majer, Nikola Vavrínová, Katerina Stejskalová and Lenka Pentková
The external walls of buildings account for a substantial part of the financial costs of the entire construction, and there can be a loss of up to 35% of thermal energy through them. By properly optimizing the price for the construction of m2 of the exte...
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Fernando Illán-Gómez, José Ramón García-Cascales, Francisco Javier Sánchez-Velasco and Ramón A. Otón-Martínez
In this work we analyze numerically different design configurations to be used in a R1234yf DMS cycle coupled with a water source, transcritical CO2 heat pump for heating applications in the building sector. Specifically, we study the temperature range p...
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Kyung Jin Choi, Byungkwon Lim and Jaehwan Park
This study explored the option value embedded in a reverse mortgage in Korea through an empirical analysis, using the Black?Scholes option-pricing model. The value of a reverse mortgage is affected by the variation in house prices. However, older homeown...
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Winter Sinkala and Tembinkosi F. Nkalashe
Two equations are considered in this paper?the Black?Scholes equation and an equation that models the spatial dynamics of a brain tumor under some treatment regime. We shall call the latter equation the tumor equation. The Black?Scholes and tumor equatio...
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George Mourafetis and Chryssy Potsiou
Greece is one of the few European countries that has not yet a fully operating Cadastre at national coverage. Cadastral surveying and property registration have been completed only for about 8% of the Greek territory, which includes about 18% of the tota...
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