Zobrazeno 1 - 10
of 4 468
pro vyhledávání: '"Alós, A."'
In this paper we study short-time behavior of the at-the-money implied volatility for Inverse European options with fixed strike price. The asset price is assumed to follow a general stochastic volatility process. Using techniques of the Malliavin ca
Externí odkaz:
http://arxiv.org/abs/2401.00539
In this paper we study the short-time behavior of the at-the-money implied volatility for European and arithmetic Asian call options with fixed strike price. The asset price is assumed to follow the Bachelier model with a general stochastic volatilit
Externí odkaz:
http://arxiv.org/abs/2308.15341
This work explores the mixing rate of metals in the interstellar medium (ISM), comparing observational constraints from our solar neighbourhood to high resolution cosmological hydrodynamical simulations of Milky Way (MW)-like galaxies. The mixing rat
Externí odkaz:
http://arxiv.org/abs/2308.01015
In the short time to maturity limit it is proved that for the conditionally lognormal SABR model the zero vanna implied volatility is a lower bound for the volatility swap strike. The result is valid for all values of the correlation parameter and is
Externí odkaz:
http://arxiv.org/abs/2306.14602
In this paper, we describe how we can effectively exploit alternative parameter configurations to a MaxSAT solver. We describe how these configurations can be computed in the context of MaxSAT. In particular, we experimentally show how to easily comb
Externí odkaz:
http://arxiv.org/abs/2306.07635
Publikováno v:
Frontiers in Marine Science, Vol 11 (2024)
In many meta-analyses and literature reviews on fish microbiota, the provenance of the animals (farmed vs. wild) is often overlooked. Given the well-established role of diet as a key factor in shaping gut microbiota, this study investigates the impac
Externí odkaz:
https://doaj.org/article/d67fa584e7f4491c9db41617ec27e61e
Autor:
Rafael Bayarri-Olmos, Adrian Sutta, Anne Rosbjerg, Mie Mandal Mortensen, Charlotte Helgstrand, Per Franklin Nielsen, Laura Pérez-Alós, Beatriz González-García, Laust Bruun Johnsen, Finn Matthiesen, Thomas Egebjerg, Cecilie Bo Hansen, Alessandro Sette, Alba Grifoni, Ricardo da Silva Antunes, Peter Garred
Publikováno v:
Frontiers in Immunology, Vol 15 (2024)
Throughout the COVID-19 pandemic, the emergence of new viral variants has challenged public health efforts, often evading antibody responses generated by infections and vaccinations. This immune escape has led to waves of breakthrough infections, rai
Externí odkaz:
https://doaj.org/article/58decdb5365c43458aa01ec5b67f7a4d
Autor:
Laura Valerio Sena, Anselmo Peres Alós
Publikováno v:
Revista de Estudos Literários da UEMS - REVELL, Vol 2, Iss 38 (2024)
Se a literatura argentina trata, a partir da década de 1980, sobre temáticas como violência, desaparecimentos e corpos ausentes por causa da ditadura militar, em 2015, há uma mudança de perspectiva e esses filhos de desaparecidos do século XX p
Externí odkaz:
https://doaj.org/article/64fe475433434404bf987aeddb57dbf1
Autor:
Martí Alós López
Publikováno v:
Cercles: revista d'Història Cultural, Vol 1, Iss 27 (2024)
El 1975 la mort del general Franco representa un punt i a part i enceta el que coneixem com a Transició espanyola. Els darrers anys s’ha intensificat el debat historiogràfic sobre la definició d’aquest període com un procés de reforma pacíf
Externí odkaz:
https://doaj.org/article/8d5f290981d4471a95e169cc599f0b27
In this paper we study the short-time behavior of the at-the-money implied volatility for arithmetic Asian options with fixed strike price. The asset price is assumed to follow the Black-Scholes model with a general stochastic volatility process. Usi
Externí odkaz:
http://arxiv.org/abs/2208.01353