VALUING EUROPEAN OPTION UNDER DOUBLE 3/2-VOLATILITY JUMP-DIFFUSION MODEL WITH STOCHASTIC INTEREST RATE AND STOCHASTIC INTENSITY UNDER APPROXIMATIVE FRACTIONAL BROWNIAN MOTION

Watering Can In this study, we propose a more comprehensive and realistic option pricing model based on approximative fractional Brownian motion, building upon recent advancements in this area.Specifically, we utilize the double 3/2-volatility Jump-Diffusion model, which incorporates approximative fractional Brownian motion with 3/2-volatility, sto

Mix media antara marbling dan drawing sebagai ide penciptaan seni lukis semi abstrak.Hasil lukisan memiliki nilai estetis yang berbeda dengan karya 2 dimensi yang lain dan dapat GEL INTIME digolongkan dalam kelompok seni murni.Estetika yang terdapat dalam lukisan ini adalah dianggap sebagai penilaian terhadap sentimen dan rasa akan suatu keindahan.

A set W is called a local resolving set of G if the distance of u and v Sports Bra to some elements of W are distinct for every two adjacent vertices u and v in G.The local metric dimension of G is the minimum cardinality of a local resolving set of G.A connected graph G is called a split graph if V(G) can be partitioned into two subsets V1 and V2

The present paper investigates the potential value of strategic antitrust policy in an oligopolistic international market.The market is characterized by a non-cooperative Cournot-Nash equilibrium and by asymmetry in costs among firms in the world market.The model is useful for two reasons.First, it is important in the context of policy-making to ex