C Analytical Properties of the BSM Call Function

2011 ◽  
pp. 233-238
Keyword(s):  
Analytical Properties ◽  
Call Function

scholarly journals A new method for identifying the role of marital preferences at shaping marriage patterns

2021 ◽  
pp. 1-27
Author(s):  
Anna Naszodi ◽  
Francisco Mendonca
Keyword(s):  
Contingency Table ◽  
Transformation Method ◽  
New Method ◽  
Marriage Patterns ◽  
The Us ◽  
Analytical Properties ◽  
The Matrix ◽  
Transformation Methods

Abstract We develop a method which assumes that marital preferences are characterized either by the scalar-valued measure proposed by Liu and Lu, or by the matrix-valued generalized Liu–Lu measure. The new method transforms an observed contingency table into a counterfactual table while preserving its (generalized) Liu–Lu value. After exploring some analytical properties of the new method, we illustrate its application by decomposing changes in the prevalence of homogamy in the US between 1980 and 2010. We perform this decomposition with two alternative transformation methods as well where both methods capture preferences differently from Liu and Lu. Finally, we use survey evidence to support our claim that out of the three considered methods, the new transformation method is the most suitable for identifying the role of marital preferences at shaping marriage patterns. These data are also in favor of measuring assortativity in preferences à la Liu and Lu.

scholarly journals NONPARAMETRIC ESTIMATES OF OPTION PRICES AND RELATED QUANTITIES

2019 ◽  
Vol 22 (07) ◽  
pp. 1950040
Author(s):  
GIANLUCA CASSESE
Keyword(s):  
Market Imperfections ◽  
Relative Distance ◽  
Time Behavior ◽  
Option Prices ◽  
Market Returns ◽  
Actual Density ◽  
Nonparametric Estimates ◽  
Absence Of Arbitrage ◽  
Call Function

We propose a new nonparametric technique to estimate the call function based on the superhedging principle. This approach requires minimal assumptions on absence of arbitrage and other market imperfections. The estimates so obtained are then combined with SNP estimates of the actual density of market returns. This permits to investigate the time behavior of the relative distance between the two densities obtained. Our empirical findings suggest that the more the two densities differ, the shorter is time to maturity, suggesting a major role of uncertainty over shorter than longer horizons.

Analytical Properties of Gaize- and Silicate Glue-Based Xerogels with Immobilized Chrome Azurol S

2004 ◽  
Vol 59 (5) ◽  
pp. 419-423
Author(s):  
R. K. Chernova ◽  
L. M. Kozlova ◽  
I. V. Myznikova ◽  
Yu. G. Chudnova
Keyword(s):  
Chrome Azurol S ◽  
Analytical Properties

scholarly journals ON THE ANALYTICAL PROPERTIES OF IRON PHOSPHIDE AND PHOSPHATE.

1894 ◽  
Vol 16 (7) ◽  
pp. 477-485
Author(s):  
L. M. Dennis ◽  
B. S. Cushman
Keyword(s):  
Iron Phosphide ◽  
Analytical Properties

scholarly journals On the analytical properties and some exact solutions of the Glukhovsky-Dolzhansky system

2017 ◽  
Vol 788 ◽  
pp. 012013
Author(s):  
I R Garashchuk ◽  
N A Kudryashov ◽  
D I Sinelshchikov
Keyword(s):  
Exact Solutions ◽  
Analytical Properties

SOME ALGEBRAICAL, COMBINATORIAL AND ANALYTICAL PROPERTIES OF PARAGRASSMANN VARIABLES

2005 ◽  
Vol 20 (20n21) ◽  
pp. 4797-4819 ◽  
Author(s):  
MATTHIAS SCHORK
Keyword(s):  
Differential Equations ◽  
Fibonacci Numbers ◽  
Delta Function ◽  
Geometrical Interpretation ◽  
Generalized Fibonacci Numbers ◽  
Analytical Properties ◽  
Witten Index ◽  
Grassmann Variables

Some algebraical, combinatorial and analytical aspects of paragrassmann variables are discussed. In particular, the similarity of the combinatorics involved with those of generalized exclusion statistics (Gentile's intermediate statistics) is stressed. It is shown that the dimensions of the algebras of generalized grassmann variables are related to generalized Fibonacci numbers. On the analytical side, some of the simplest differential equations are discussed and a suitably generalized Berezin integral as well as an associated delta-function are considered. Some remarks concerning a geometrical interpretation of recent results about fractional superconformal transformations involving generalized grassmann variables are given. Finally, a quantity related to the Witten index is discussed.

Inorganic mass spectrometry

2018 ◽  
Vol 4 (3) ◽  
Author(s):  
Josefina Pérez-Arantegui ◽  
Francisco Laborda
Keyword(s):  
Mass Spectrometry ◽  
High Precision ◽  
Mass Spectrometric ◽  
Sample Introduction ◽  
Mass Separation ◽  
Analytical Technique ◽  
Good Spatial Resolution ◽  
Icp Ms ◽  
Analytical Properties ◽  
Mass Spectrometric Techniques

Abstract Inorganic mass spectrometry has been used as a well-known analytical technique to determine elemental/isotopic composition of very diverse materials, based on the different mass-to-charge ratios of the ions produced in a specific source. In this case, two mass spectrometric techniques are explained and their analytical properties discussed: inductively coupled plasma mass spectrometry (ICP-MS) and thermal ionisation mass spectrometry (TIMS), since they are the most used in art and archaeological material studies. Both techniques combine advantageous analytical properties, like low detection limits, low interferences and high precision. The use of laser ablation as sample introduction system in ICP-MS allows to avoid sample preparation and to perform good spatial-resolution analysis. The development of new instruments, improving the mass separation and the detection of the ions, specially multicollection detectors, results in high-precision isotopic analysis. A summary of the important applications of these mass spectrometric techniques to the analysis of art and archaeological materials is also highlighted.

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