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On option pricing in illiquid markets with jumps

Abstract. One of the shortcomings of the Black and Scholes model on option pricing is the assumption that trading of the underlying asset does ...






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Oracle Spatial User's Guide and Reference - Oracle Help Center
Beginning Oracle SQL is your introduction to the interactive query tools and specific dialect of SQL used with Oracle Database. These tools include SQL*Plus ...
OFFICIAL JOURNAL. - The City Record
1)('11<'111 socials--icc cream socials, box sol'ials, oyslet? suppers, sugar. ~rwials aml all t11c ollHH' varieties. oJ' mmwy-mnl\lng social events t·ommon to ...
Council Candidates Present Views - Capital Area District Library
IO;~5--O\Iornln/:' wor.hln· S('rmon for all. :\r. E. Nel~on, superlnlend· by von Gluck 8S the orferlory: ant! on!¥ four.flflhs of one pt'l' cent ha.d c ...
Radio Age 2507.pdf
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Daily Iowan (Iowa City, Iowa), 1936-10-18 - Daily Iowan: Archive
This booklet is a collection of topics which I prepared over the time for my students. The selection of topics reflects my personal ...
Interesting Topics for Bachelor Theses
Abstract. This paper introduces object-oriented access controls. (OOAC) as a result of consequently applying the object-oriented paradigm for providing ...
World Bank Document
Contributors. CHARLES R. BLITZER is an Economist at the Development Research Center of the World Bank. MICHAEL BRUNO is Professor of Economics at the Hebrew ...
Proceedings of the International Conference on Innovations in ...
to select the odd one of three stimuli, despite variations in the exemplars of ... trials looking at all combinations of 1-nucleotide (nt) and. 2-nucleotide ...
Student Research Abstracts in Humanities, Social Sciences, and ...
All strains used in this study are listed in Table 1. The B. subtilis strains are derivatives of the wild isolate NCIB3610. (referred to as ...
Dissertation Theresa Hölscher - CORE
The Roundtable Series in Behavioral Economics aims to advance research in the new interdisciplinary field of behavioral economics. Behavioral economics uses.
Advances in Behavioral Finance
Figure 1: Biofilms encounter all habitats. Biofilms are central in ... ypqP all formed less structured colonies and pellicles with. Page 171 ...
Anatomy of the Bacillus subtilis Cell Envelope Stress Response
... 1 % of all phospholipids) are present per cell. (Kramer et al., 2004) and it has been estimated that each of the carriers shuttles one to ...