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Processo de Meixner: teoria e aplicações no mercado financeiro brasileiro
(Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo (FEA-USP), 2011-06-01)
Well-known models that are extensively used by market traders, such as the Black-Scholes model, assume that the daily log-returns of assets follow a Normal distribution. Empirical evidences, however, show that return rates ...
Lithium concentrations and isotope signatures of Palaeozoic basement rocks and Cenozoic volcanic rocks from the Central Andean arc and back-arc
(Springer, 2019-08)
We investigate the Li isotope composition and the Li concentrations of metamorphic and sedimentary rocks of the Palaeozoic (Pz) basement in the Central Andes and follow the trace of the Li in the Cenozoic volcanic rocks ...
Barrier style contracts under Lévy processes once again
(Springer Verlag, 2018)
In this paper we present new pricing formulas for some Barrier style contracts of European type when the underlying process is driven by an important class of Lévy processes, which includes CGMY model, generalized hyperbolic ...
Barrier style contracts under Lévy processes: an alternative approach
(Elsevier Science Bv, 2015-04)
In this paper we present new pricing formulas for some single barrier style contracts of the European type when the underlying process is driven by an important class of Levy processes, which includes the CGMY model, ...
THE HERschel inventory of the agents of galaxy evolution in the magellanic clouds, a herschel open time key program
(The American Astronomical Society, 2013)
We present an overview of the HERschel Inventory of The Agents of Galaxy Evolution (HERITAGE) in the
Magellanic Clouds project, which is a Herschel Space Observatory open time key program. We mapped the Large
Magellanic ...
MATISSE, the VLTI mid-infrared imaging spectro-interferometer
(EDP Sciences, 2022)
Context. Optical interferometry is at a key development stage. The Very Large Telescope Interferometer (VLTI) has established a stable, robust infrastructure for long-baseline interferometry that is usable by general ...
MATISSE, the VLTI mid-infrared imaging spectro-interferometer
(EDP, 2022)
Context. Optical interferometry is at a key development stage. The Very Large Telescope Interferometer (VLTI) has established a stable, robust infrastructure for long-baseline interferometry that is usable by general ...