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 …

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 …

[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-…

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 …

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 …

Diabetes incidence and prevalence in Pima Indians: a 19-fold greater incidence than in Rochester, Minnesota

WC Knowler, PH Bennett, RF Hamman… - American journal of …, 1978 - academic.oup.com
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 …

[PDF][PDF] Nuclear acetyl-CoA production by ACLY promotes homologous recombination

…, I Viney, S Zhao, A Carrer, MJ Bennett, AJ Minn… - Molecular cell, 2017 - cell.com
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 …

[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)

TD Harris, MV Bennett, R Clerac… - Journal of the American …, 2010 - ACS Publications
… 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 …

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 …

A human-machine interface design for direct rehabilitation using a rehabilitation robot

E Akdogan, MA Adli, MN Bennett - … of the 5th international conference on …, 2008 - dl.acm.org
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 …