Quanto pricing with copulas
MN Bennett, J Kennedy - University of Warwick Statistics …, 2003 - papers.ssrn.com
We study the practical problem of pricing a particular multi-asset option, a quanto FX option.
The Black model, which corresponds to a jointly lognormal distribution of asset prices at …
The Black model, which corresponds to a jointly lognormal distribution of asset prices at …
Effects of Nod Factors on Alfalfa Root Hair Ca++ and H+ Currents and on Cytoskeletal Behavior
NS Allen, MN Bennett, DN Cox, A Shipley… - Advances in Molecular …, 1994 - Springer
In order to understand more about the early responses of alfalfa root hairs to nodulation
factors, we used the nonintrusive ion-specific vibrating microelectrode [ 1 , 2 ] to determine the …
factors, we used the nonintrusive ion-specific vibrating microelectrode [ 1 , 2 ] to determine the …
[PDF][PDF] A comparison of Markov-functional and market models: The one-dimensional case
MN Bennett, JE Kennedy - The Journal of Derivatives, 2005 - wrap.warwick.ac.uk
The LIBOR Markov-functional model is an efficient arbitrage-free pricing model suitable for
callable interest rate derivatives. We demonstrate that the one-dimensional LIBOR Markov-…
callable interest rate derivatives. We demonstrate that the one-dimensional LIBOR Markov-…
Electro-optical imaging of F-actin and endoplasmic reticulum in living and fixed plant cells
NS Allen, MN Bennett - Scanning Microscopy, 1996 - digitalcommons.usu.edu
Confocal and video micrographs of living and fixed alfalfa roots, onion epithelial and pear
pollen cells illustrate the architecture of the cytoskeleton and endoplasmic reticulum in plant …
pollen cells illustrate the architecture of the cytoskeleton and endoplasmic reticulum in plant …
Adverse outcome pathways: a conceptual framework to support ecotoxicology research and risk assessment
GT Ankley, RS Bennett, RJ Erickson… - … and Chemistry: An …, 2010 - Wiley Online Library
Ecological risk assessors face increasing demands to assess more chemicals, with greater
speed and accuracy, and to do so using fewer resources and experimental animals. New …
speed and accuracy, and to do so using fewer resources and experimental animals. New …
Diabetes incidence and prevalence in Pima Indians: a 19-fold greater incidence than in Rochester, Minnesota
The incidence and prevalence of diabetes mellitus were determined in 3733 Pima Indians
aged 5 years or over by periodic examinations over a 10-year period. The examinations …
aged 5 years or over by periodic examinations over a 10-year period. The examinations …
[PDF][PDF] Nuclear acetyl-CoA production by ACLY promotes homologous recombination
While maintaining the integrity of the genome and sustaining bioenergetics are both fundamental
functions of the cell, potential crosstalk between metabolic and DNA repair pathways is …
functions of the cell, potential crosstalk between metabolic and DNA repair pathways is …
[ReCl4(CN)2]2−: A High Magnetic Anisotropy Building Unit Giving Rise to the Single-Chain Magnets (DMF)4MReCl4(CN)2 (M = Mn, Fe, Co, Ni)
… coupling between the neighboring Re IV and Mn II centers within the chains. Thus, …
through cyanide between Re IV (t 2g 3 ) and high-spin Mn II (t 2g 3 e g 2 ) centers. (27) The …
through cyanide between Re IV (t 2g 3 ) and high-spin Mn II (t 2g 3 e g 2 ) centers. (27) The …
Iran's future economy
KA Hammeed, MN Bennett - The Middle East Journal, 1975 - JSTOR
D URING the coming 25 years Iran will almost certainly have the resources which will allow
her to multiply her gross national product 16-fold (a ten per cent annual growth rate of real …
her to multiply her gross national product 16-fold (a ten per cent annual growth rate of real …
A human-machine interface design for direct rehabilitation using a rehabilitation robot
During the physical rehabilitation various problems are of concern for a patient. The most
important difficulties, accessibility, costs, and exercise duration, are troublesome and require …
important difficulties, accessibility, costs, and exercise duration, are troublesome and require …