Results 41 to 50 of about 14,047 (215)

Market reactions to trade friction between China and the United States: Evidence from the soybean futures market

Journal of Management Science and Engineering, 2023
In March 2018, the US used an immense trade deficit as an excuse to provoke trade friction with China. This study uses the EGARCH model and event study methods to study the impact of the major risk event of Sino-US trade friction on soybean futures ...
Tian Wen, Ping Li, Lei Chen, Yunbi An
doaj   +1 more source

Data for Efficient simulation of rarefied gas flow past a particle: A boundary element method for the linearized G13 equations [PDF]

, 2022
We develop a novel boundary integral formulation for the steady linearized form of Grad's 13- moment (G13) equations applied to uniform flow of rarefied gas past solid objects at low Mach numbers. Changing variables leads to a system of boundary integral
Padrino, Juan C., Duncan A. Lockerby, James E. Sprittles, Padrino-Inciarte, Juan C., Lockerby, Duncan A., Juan C. Padrino, Sprittles, James E.   +6 more
core   +1 more source

Asimetría y curtosis en el modelo binomial para valorar opciones reales: caso de aplicación para empresas de base tecnológica

Estudios Gerenciales, 2013
El trabajo propone un modelo de valoración de opciones reales con base en el modelo binomial utilizando la transformación de Edgeworth (Rubinstein, 1998) para incorporar momentos estocásticos de orden supe- rior, especialmente para ciertos tipos de ...
Gastón Silverio Milanesi
doaj   +1 more source

Purification of the G-protein G13 from rat brain membranes [PDF]

Biochemical Journal, 1994
Significant amounts of G13, a member of the recently described G12-subfamily of heterotrimeric G-proteins, have been detected in rat brain membranes by specific antisera. The alpha-subunits of G13 (G alpha 13) were purified by using a combination of conventional and subunit-exchange chromatography.
R, Harhammer, B, Nürnberg, K, Spicher, G, Schultz   +3 more
openaire   +2 more sources

Term structure of interest rates with short-run and long-run risks

Journal of Finance and Data Science, 2022
We find that interest rate variance risk premium (IRVRP) — the difference between implied and realized variances of interest rates — is a strong predictor of U.S.
Olesya V. Grishchenko, Zhaogang Song, Hao Zhou   +2 more
doaj   +1 more source

Experimental and Numerical Modal Analysis of Composite Sandwich Structures Using Surfboards as Model Systems

Advanced Engineering Materials, EarlyView.
This article presents an experimental and numerical modal investigation of composite sandwich structures using surfboards as model systems. By comparing different core materials and reinforcement strategies, the study demonstrates how local stiffeners influence vibrational response and introduce characteristic modal features, highlighting modal ...
Brett Connellan, Luca Lomazzi, Mathis Mercier, Kara Stark, Marc in het Panhuis   +4 more
wiley   +1 more source

Optimization of Molding Parameters Using Taguchi Method to Increase the Electrical Conductivity and Tensile Strength of Conductive Polymer Composites

MATEC Web of Conferences, 2018
The focus of this research is to increase the electrical conductivity and tensile strength of conductive polymer composites (CPCs) materials using Taguchi method.
Suherman H, Pulungan P, Yovial Y, Irmayani   +3 more
doaj   +1 more source

Momentos estocásticos de orden superior y la estimación de la volatilidad implícita: aplicación de la expansión de Edgeworth en el modelo Black-Scholes

Estudios Gerenciales, 2014
El documento utiliza la expansión de Edgeworth en el modelo de Black-Scholes para estimar la volatilidad implícita y el impacto en el precio de la opción de los momentos estocásticos de orden superior, sobre contratos de opciones del Grupo Financiero ...
Gastón Silverio Milanesi
doaj   +1 more source

Simulating stock prices using geometric Brownian motion model under normal and convoluted distributional assumptions

Scientific African, 2023
This study proposes a modified Geometric Brownian motion (GBM), to simulate stock price paths under normal and convoluted distributional assumptions. This study utilised four selected continuous probability distributions for the convolution because of ...
Eric Teye Mensah, Alexander Boateng, Nana Kena Frempong, Daniel Maposa   +3 more
doaj   +1 more source

Option pricing with neural networks vs. Black-Scholes under different volatility forecasting approaches for BIST 30 index options

Borsa Istanbul Review, 2022
This study compares the performances of neural network and Black-Scholes models in pricing BIST30 (Borsa Istanbul) index call and put options with different volatility forecasting approaches.
Zeynep İltüzer
doaj   +1 more source