Index‐futures arbitragers only enter into the market if the deviation from the arbitrage relation
is sufficiently large to compensate for transaction costs and associated interest rate and …

This study concerns the shared experiences of a foreign-born professor and the Korean
teachers of English with whom he engaged during the course of a major research project. It …

We study the implied volatility behavior of call options around scheduled news announcement
days. Implied volatilities increase significantly during the pre-event period and reach a …

In this paper we study the impact of earnings announcements on implied volatility, trading
volume, open interest and spreads in the stock options market. We find that implied volatility …

Some of the most recent empirical studies on interest rate derivatives have found humped
shapes in the volatility structure of interest rates. In this paper, we propose a simple model that …

In the last decade, interest in exotic options has been growing, especially in the over-the-counter
currency market. In this paper we consider lookback currency options, which are path-…

The thesis is essentially a three-part critical study of Rice's Beauty trilogy and the development
of woman-centered pornography as an industry which followed the trilogy's publication. …

We introduce trading restrictions in the well known Black-Scholes model and Cox-Ross-Rubinstein
model, in the sense that hedging is only allowed at some fixed trading dates. As a …

… , 91 Mo, and 93 Tc, provide the first direct … Tc which reduces the suppression of flow of the
ν p-process path through 87 Mo (p, γ) 88 Tc reported following the mass measurement of 88 Tc …

… If in case of a long call position² one subtracts this expected value from the initial costs, a
lower cost than in Boyle and Vorst's approach results. Moreover, the standard deviation of the …