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Stochastic volatility and option pricing in the Brazilian stock market: an empirical investigation
(2005)
The stochastic volatility model (SVPS) proposed by Fouque et al. (2000a) explores a rapid timescale fluctuation of the volatility process to end up with a parsimonious way of capturing the volatility smile implied by close ...
Is there a reversion to the average in the Puerto Rico Stock Index ?: A Bayesian approach¿Existe reversión a la media en el Puerto Rico Stock Index?: Un enfoque Bayesiano
(Centro de Investigaciones Comerciales e Iniciativas Académicas, 2006)
Autothermal reverse-flow reactors: design and comparison of vale-operated and rotary systems
(Pergamon-Elsevier Science Ltd, 2016-03-25)
The valve-operated reverse-flow catalytic reactor is an efficient system for the treatment of air streams contaminated with small amounts of volatile organic compounds (VOCs). Nonetheless, it has two drawbacks when operated ...
Equilibrium topology for plasmas with reversed current density.
(European Physical SocietyEspoo, 2013-07-01)
Actually, transition from positive to negative plasma current and quasi-steady-state alternated
current (AC) operation have been achieved experimentally without loss of ionization. The
large transition times suggest the ...