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50 results for “volatility”
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Research ArticleOpen accessIn the abstractA Review of the Recent Advances Made in the Black-Scholes Models and Respective Solutions MethodsYasir Hamad Al Saedi, Gurudeo Anand TularamThe Black-Scholes model has been a major advance in finance over a period of time; this paper examines this model in some detail, in terms of the latest developments in both analytical and numerical solutions. The paper initially briefly examines historical aspects but quickly moves to a critical analysis of the works in the applications, solutions and implications for the … …Journal of Mathematics and Statistics, Vol. 14, Issue 1 · 8 Jan 2018 · 8,621 accessesView PDFCite
Research ArticleOpen accessIn the abstractIs Poisson Dispersion Diluted or Over-Saturated? An Index is Created to AnswerRamalingam ShanmugamA prelude to interpret a pattern in the repeating incidences is to identify the underlying frequency distribution of the collected data. A case in point is the Poisson distribution which is often selected for medical count data such as gene mutations, medication error and number of ambulatory pickups in a day. A requirement for the Poisson distribution is that the … …Current Research in Biostatistics, Vol. 2, Issue 2 · 24 May 2013 · 6,614 accessesView PDFCite
EditorialOpen accessIn the abstractAn Opportunity for the Agricultural Sector: The Renewable Energy SourcesRiccardo Testa, Salvatore TudiscaToday, among the most important issue for energy decisions by policymakers, there are security challenges and environmental impacts on climate change and economic aspects. Since the seventies, in fact, global warming and environmental issues have had an increasing importance in international debate, attracting the attention of several scientific studies (Landi and Benelli, 2016). Many of these studies denoted that over … …American Journal of Agricultural and Biological Sciences, Vol. 11, Issue 3 · 6 Sep 2016 · 8,092 accessesView PDFCite
Research ArticleOpen accessIn the abstractEfficient Monte Carlo Algorithm Using Antithetic Variate and Brownian Bridge Techniques for Pricing the Barrier Options with Rebate PaymentsHasan AlzubaidiThe down-and-out call barrier option with rebate payment on dividend-paying stock is simulated using a new version of the Monte Carlo algorithm. The standard Monte Carlo method for simulating such an option suffers from two sources of errors: Hitting time error inherent from time stepping and the Monte Carlo statistical error. We present a modified version of Monte Carlo method … …Journal of Mathematics and Statistics, Vol. 12, Issue 1 · 22 Feb 2016 · 8,259 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Systems Approach to Study the Malaysian Pepper IndustryIbragimov Abdulla, Fatimah Mohamed Arshad, Muhammad Tasrif et al.Malaysian pepper industry is facing supply constraints which may affect its future. The system dynamics model provides a framework for understanding the dynamics and feedback structure of the Malaysian pepper supply and demand systems. The choice was made based on the ability of this model in capturing complexity and feedback relationship. The pepper model integrates key elements such as area, … …American Journal of Applied Sciences, Vol. 12, Issue 7 · 13 Aug 2015 · 6,754 accessesView PDFCite
Research ArticleOpen accessIn the abstractDETERMINANTS OF COMMON FACTORS IN KOREAN BANKS’ CREDIT DEFAULT SWAP PREMIUMSSeungjun Lee, Jaewoon Koo, Youngsik KwakUsing the panel analysis of non-stationarity in idiosycratic and common component method, we decompose Credit Default Swap (CDS) premium data of 11Korean banks into common factors and idiosyncratic shocks. We find that the CDS premium of all 11 banks is mostly explained by one common factor. We also find that the common factor of the banks’ CDS premium is mainly … …American Journal of Economics and Business Administration, Vol. 6, Issue 3 · 8 Dec 2014 · 7,014 accessesView PDFCite
Research ArticleOpen accessIn the abstractEXPERIMENTAL INVESTIGATION OF METHYL ESTER OF COTTON SEED OIL BLEND WITH DIESEL ON CI ENGINEK. Vijayaraj, A. P. SathiyagnanamPetroleum based fuels worldwide have not only resulted in the rapid depletion of conventional energy sources, but have also caused severe air pollution. The search for an alternate fuel has led to many findings due to which a wide variety of alternative fuels are available at our disposal now. The existing studies have revealed the use of vegetable oils for … …American Journal of Applied Sciences, Vol. 11, Issue 10 · 29 Oct 2014 · 6,765 accessesView PDFCite
Research ArticleOpen accessIn the abstractMAPREDUCE CHALLENGES ON PERVASIVE GRIDSL. A. Steffenel, O. Flauzac, A. S. Charao et al.This study presents the advances on designing and implementing scalable techniques to support the development and execution of MapReduce application in pervasive distributed computing infrastructures, in the context of the PER-MARE project. A pervasive framework for MapReduce applications is very useful in practice, especially in those scientific, enterprises and educational centers which have many unused or underused computing resources, which … …Journal of Computer Science, Vol. 10, Issue 11 · 24 Jul 2014 · 9,834 accessesView PDFCite
Research ArticleOpen accessIn the abstractBooming Medical Tourism and Economic IndicesRamalingam ShanmugamGlobalization in this 21st century unifies nations. The globalization impacts positively to promote trade and services among the nations but it could also harm economic growth and technological innovations in nations as their capital are drained to elsewhere. On its own merits, the globalization is a true manifestation of an open economy. The medical profession is not immune to this … …International Journal of Research in Nursing, Vol. 3, Issue 2 · 30 Mar 2013 · 7,773 accessesView PDFCite
Research ArticleOpen accessIn the abstractPhenanthrene Contaminated Soil Biotreatment Using Slurry Phase BioreactorM. Arbabi, M. Sadeghi, Ch. AnyakoraProblem Statement: Polycyclic Aromatic Hydrocarbons (PAHs) are suspected toxins that accumulate in soils and sediments due to their insolubility in water and lack of volatility. Slurry-phase biological treatment is one of the innovative technologies that involve the controlled treatment of excavated soil in a bioreactor. Due to highly soil contamination from petroleum compounds in crude oil extraction and also oil … …American Journal of Environmental Sciences, Vol. 5, Issue 3 · 30 Jun 2009 · 6,758 accessesView PDFCite