Evaluation of the cost performance of the SOFC cell in the market
β Scribed by M. Ippommatsu; H. Sasaki; S. Otoshi
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 660 KB
- Volume
- 21
- Category
- Article
- ISSN
- 0360-3199
No coin nor oath required. For personal study only.
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## Abstract This study focuses on the usefulness of the traders' rules to predict future implied volatilities for pricing and hedging KOSPI 200 index options. There are two versions of this approach. In the βrelative smileβ approach, the implied volatility skew is treated as a fixed function of mon
futures contracts specifying a negotiable certificate of deposit S C D ) as the deliverable instrument have been traded at the International Monetary Market of the Chicago Mercantile Exchange. Before this time, commercial banks often resorted to using other futures contracts-usually Treasury-bill fu