We propose a new alternative method to estimate the parameters in one-factor mean reversion
processes based on the maximum likelihood technique. This approach makes use of …

Purpose The purpose of this article is to propose a detailed methodology to estimate, model
and incorporate the non-constant volatility onto a numerical tree scheme, to evaluate a real …

El cálculo estocástico tiene muchas aplicaciones en las áreas de Biología, Sociología,
Demografía, Economía y Finanzas. Por otro lado, las series de tiempo son una herramienta …

En este trabajo se propone una recombinación en árboles binomiales multiplicativa
generalizada para la ecuación autónoma, en términos de la condición inicial y del producto entre …

This article describes in detail the multiplicative quadrinomial tree numerical method with
nonconstant volatility, based on a system of stochastic differential equations of the GARCH-…

This article applies the multiplicative quadrinomial tree numerical method with non-constant
volatility to assess a real option of abandonment, based on an estimate of the conditional …

This paper describes the procedure to estimate the parameters in mean reversion processes
with functional tendency defined by a periodic continuous deterministic function, expressed …

Endometriosis is an estrogen-dependent gynecological disorder, defined as the growth of
endometrial stromal cells and glands at extrauterine sites. Endometriotic lesions are more …

196 Revista de Psicología del Deporte. 2012. Vol. 21, núm. 1, pp. 195-200 valecen conceptos
estereotipados como inutilidad, enfermedad, deterioro y carga para los demás (Arrieta y …

In this paper as show that hydrological contributions in the colombian electrical system during
the period between 2004 and 2016 have a periodic dynamic, with fundamental periods …