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Implementing a stochastic model for oil futures prices
(ELSEVIER SCIENCE BV, 2003)
This paper develops a parsimonious three-factor model of the term structure of oil futures prices that can be easily estimated from available futures price data. In addition, it proposes a new simple spreadsheet implementation ...
How to make affirmations with claims to universality from the starting point of contingent events? The example of christ in philosophy
(PONTIFICIA UNIV CATOLICA CHILE, FACULTAD TEOLOGIA, 2008)
FRACTIONAL TERM STRUCTURE MODELS: NO-ARBITRAGE AND CONSISTENCY
(Inst Mathematical StatisticsClevelandEUA, 2009)
An N-factor Gaussian model of oil futures prices
(JOHN WILEY & SONS INC, 2006)
This article studies the ability of an N-factor Gaussian model to explain the stochastic behavior of oil futures prices when estimated with the use of all available price information, as opposed to traditional approaches ...
How to make affirmations with claims to universality from the starting point of contingent events? The example of christ in philosophyTEOLOGIA Y VIDA
(PONTIFICIA UNIV CATOLICA CHILE, FACULTAD TEOLOGIA, 2016)
ALEXY: ESSENTIAL AND CONTINGENT PROPERTIES OF LAWALEXY: LAS PROPIEDADES ESENCIALES Y CONTINGENTES DEL DERECHO
(Universidad de Valparaíso, 2022)
Contingent interaction: a case study in a Colombian EFL classroom.
(Fundación Universidad del Norte, 2013)
Term Structure of Sovereign Spreads - A Contingent Claim Model
(EGV EPGE, 2007)
Term Structure of Sovereign Spreads - A Contingent Claim Model
(EGV EPGE, 2007)