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Sobre pluralidad de modelos
(2011)
The Black-Scholes type financial models and the arbitrage opportunitiesThe Black-Scholes type financial models and the arbitrage opportunities
(Universidad de Costa Rica, Centro de Investigación en Matemática Pura y Aplicada (CIMPA), 2007)
Hairy black holes and duality in an extended supergravity model.
Hairy black holes and duality in an extended supergravity model
The Black-Scholes type financial models and the arbitrage opportunitiesThe Black-Scholes type financial models and the arbitrage opportunities
(2009-02-25)
By using the conservation laws concept, we study certain financial models similar tothe Black–Scholes model. We show that without complement limitations such modelscan have two or more volatilities. This fact imposes several ...
The Black-Scholes type financial models and the arbitrage opportunitiesThe Black-Scholes type financial models and the arbitrage opportunities
(2009-02-25)
By using the conservation laws concept, we study certain financial models similar tothe Black–Scholes model. We show that without complement limitations such modelscan have two or more volatilities. This fact imposes several ...
La ecuación de Black-Scholes: aspectos matemático-financieros
(Universidad de LimaPE, 2014)
El objetivo de este proyecto es el estudio
de los aspectos matemáticos y financieros
de la valoración de opciones
por medio del célebre modelo de Black-
Scholes. A lo largo del estudio se exponen
las herramientas y ...
APPLICATION MODEL BLACK - LITTERMAN A SELECTION OF INTERNATIONAL PORTFOLIOSAplicación del modelo de Black - Litterman a la selección de portafolios internacionales
(Universidad Nacional Mayor de San Marcos, Facultad de Ciencias Contables, 2014)
Thermodynamics of graviton condensate and the Kiselev black hole
(2020)
In this thesis, we will present the thermodynamic study of a model that considers
the black hole as a condensation of gravitons (55) (56). We will obtain a correction to
the Hawking temperature and a negative pressure for ...