A note on the informational content of option prices

Furthermore, for two sectors (Automobile and Parts, and Food and Beverages) highly negative cyclical correlations are observed for positive values of j,

c) the price converges to a value such that traders with a low signal sell and traders with a high signal abstain from trading. In this case, the market maker will update the

En dehors de cette matrice, d’autres mots sont forgés en conservant plus ou moins (souvent beaucoup moins que plus) une similitude dans la distribution des phonèmes

A more reliable method is to produce, in a standard way many overlapping paths, of the same time interval (from a single long path or even better e.g. for indexes

Five different materials have been used for the tests: coffee powder, cocoa husks + cocoa dust (referred to cocoa husk), as well as parchment coffee, rice husk and

An even more interesting aspect is the possibility of using a broad range of sequential or parallel linear solvers in different existing numerical libraries like PETSc or HyPre

First, consistent with Wasmer and Weil (2004), financial imperfections raise the calibrated elasticity of labor market tightness to productivity shocks by a factor M f called

Pour estimer le temps de parcours d’un lien, la méthode analytique classique des stocks utilise les courbes cumulatives du nombre de véhicules qui passent sur les boucles situées en