Prevalence of airflow limitation in outpatients with cardiovascular diseases in Japan [PDF]
, 2014 Katsuya Onishi,1 Daisuke Yoshimoto,2 Gerry W Hagan,3 Paul W Jones4 1Onishi Heart Clinic, Mie, 2Medical Affairs Respiratory, GlaxoSmithKline KK, Tokyo, Japan; 3Independent Consultant, Marbella, Spain; 4Division of Clinical Science, St George's ...
Jones PW +7 more
core +1 more source
An examination of kurtosis of lognormality in the Black-Scholes option pricing formula in the South African warrants market [PDF]
, 2005 Includes bibliographical references.The assumption of constant asset price volatility of classical Black-Scholes model hasbeen challenged continuously. The symmetrical distribution emphasises a lognormalized asset.
Chen, Hung-Hsiang
core +1 more source
Competition and regulation in European retail payment systems [PDF]
In this study, the interaction between the competition-cooperation nexus and regulation in retail payment systems is analysed by applying the main lessons from the theory of network industries.
Kari Kemppainen
core +2 more sources
Call and put implied volatilities and the derivation of option implied trees [PDF]
Standard methodologies for the derivation of implied trees from option prices are based on the validity of the put-call parity. Muzzioli and Torricelli (2002) propose a methodology which accounts for PCP violations.
S. Muzzioli, C. Torricelli, V. Moriggia
core
The Put-Call Parity in the Index Options Markets: Further results for the Italian Mib30 Options market [PDF]
The birth and success of index option markets have fostered empirical research on their efficiency. While most of the literature focuses on North American markets, studies on European markets are still limited.
Marianna Brunetti, Costanza Torricelli
core
Behavioral Preferences for Individual Securities: The Case for Call Warrants and Call Options [PDF]
Since 1998, large investment banks have flooded the European capital markets with issues of call warrants.This has led to a unique situation in the Netherlands, where now call warrants, traded on the stock exchange, and long-term call options, traded on ...
Horst, J.R. ter, Veld, C.H.
core
, 2005 This research present call option value calculation using stock as a basic asset that joint in stock option contract on the Jakarta Stock Exchange. The purpose of this research is to prove whether investment on stock option will produce profit, loss, or ...
Yobel Hadikrisno, Yohannes, Sembel, Roy
core
The Payment Services Directive: Pitfalls between the Acquis Communautaire and National Implementation. ECRI Research Reports No. 9, 2 March 2009 [PDF]
, 2009 The Payment Services Directive (PSD) was published in late 2007, constituting the legal basis for the Single Euro Payments Area (SEPA). The industry initiative launched on 28 January 2008 aims at replacing fragmented national markets for payment services
Malaguti, Maria Chiara.
core
Equilibrium Pricing Bound on Option Prices. [PDF]
We consider the problem of valuing European options in a complete market but with incomplete data. Typically, when the underlying asset dynamics is not specified, the martingale probability measure is unknown. Given a consensus on the actual distribution
Jouini, Elyès, Chazal, Marie
core
Bayesian Analysis of the Black-Scholes Option Price [PDF]
, 2004 This paper investigates the statistical properties of the Black-Scholes option price under a Bayesian approach. We incorporate randomness, both in the price process and in volatility, to derive the prior and posterior densities of a European call option.
core +2 more sources