نتایج جستجو برای: thus it
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abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...
influence this has on final height is not included in this chapter but found elsewhere under the heading of indices of maturity. In general it is well written, although it could be more concise. A helpful reference list is provided. After reading this text, I can only agree with the author's quotation of Saint Augustine "man looks about the universe in awe at its wonders and forgets that he him...
Domain Specific Modeling (DSM) has been used for a while in many scenarios, case studies, and applications successfully. This paper intends to present a new application of DSM for facilitating an Early Warning Service (EWS). The knowledge about risks and its representation is an important factor for any EWS. The challenge is to help the users be closer to the understanding of the associated ris...
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