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Pricing arithmetic Asian options under the CEV process

Peng, Bin; Peng, Fei (Universidad ESAN. ESAN EdicionesPE, 2010-12-30)

This paper discusses the pricing of arithmetic Asian options when the underlying stock follows the constant elasticity of variance (CEV) process. We build a binomial tree method to estimate the CEV process and use it to ...

Pricing arithmetic Asian options under the CEV process

Peng, Bin; Peng, Fei (Universidad ESAN. ESAN EdicionesPE, 2010-12-30)

Evaluation Of Process Configurations For Second Generation Integrated With First Generation Bioethanol Production From Sugarcane

Dias M.O.S.; Junqueira T.L.; Rossell C.E.V.; Maciel Filho R.; Bonomi A. (, 2012)

Comissões Estaduais da Verdade: uma análise comparada

Ferrari, Bruna (Universidade Federal de São CarlosUFSCarPrograma de Pós-Graduação em Ciência Política - PPGPolCâmpus São Carlos, 2021-10-15)

This research aims to employ a comparative analysis of the process of creation, institutionalization and concrete results of the state truth commissions of São Paulo “Rubens Paiva” (CEV-SP) and Rio de Janeiro (CEV-Rio). ...

Simulation Of The Azeotropic Distillation For Anhydrous Bioethanol Production: Study On The Formation Of A Second Liquid Phase

Junqueira T.L.; Dias M.O.S.; Filho R.M.; Maciel M.R.W.; Rossell C.E.V. (, 2009)

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Pricing arithmetic Asian options under the CEV process

Pricing arithmetic Asian options under the CEV process

Evaluation Of Process Configurations For Second Generation Integrated With First Generation Bioethanol Production From Sugarcane

Comissões Estaduais da Verdade: uma análise comparada

Simulation Of The Azeotropic Distillation For Anhydrous Bioethanol Production: Study On The Formation Of A Second Liquid Phase

Improving bioethanol production - Comparison between extractive and low temperature fermentation

Evaluation Of Different Cogeneration Systems In First And Second Generation Ethanol Production From Sugarcane

Carta de control cev promedio para distribuciones weibull con datos censurados

Gestionando la inclusón

Real-time Monitoring Of Fermentation Process Applied To Sugarcane Bioethanol Production

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Pricing arithmetic Asian options under the CEV process

Pricing arithmetic Asian options under the CEV process

Evaluation Of Process Configurations For Second Generation Integrated With First Generation Bioethanol Production From Sugarcane

Comissões Estaduais da Verdade: uma análise comparada

Simulation Of The Azeotropic Distillation For Anhydrous Bioethanol Production: Study On The Formation Of A Second Liquid Phase

Improving bioethanol production - Comparison between extractive and low temperature fermentation

Evaluation Of Different Cogeneration Systems In First And Second Generation Ethanol Production From Sugarcane

Carta de control cev promedio para distribuciones weibull con datos censurados

Gestionando la inclusón

Real-time Monitoring Of Fermentation Process Applied To Sugarcane Bioethanol Production