1,729,218 research outputs found
T. Tasso : [estampe] / P. Mercuri fecit 1841
No full textRéférence bibliographique : Beraldi, Mercuri, 1
[Christophe Colomb] : [estampe] (Etat avant toute lettre) / [P. Mercuri dis. e inc. 1843]
No full textRéférence bibliographique : Beraldi, Mercuri, 1
[Jeune bergère se servant de son peigne pour défendre un agneau contre l'attaque d'un loup] : [estampe] / P. Mercuri inv. dis. 1830
No full textRéférence bibliographique : Beraldi, Mercuri,
[Christophe Colomb] : [estampe] (Etat avec les noms de l'artiste, de l'éditeur et de l'imprimeur) / P. Mercuri dis. e inc. 1843
No full textRéférence bibliographique : Beraldi, Mercuri, 1
Pricing Asian options in affine Garch models
No full textWe derive recursive relationships for the m.g.f. of the geometric average of the underlying
within some affine Garch models [Heston and Nandi (2000), Christoffersen et al.
(2006), Bellini and Mercuri (2007), Mercuri (2008)] and use them for the semi-analytical
valuation of geometric Asian options. Similar relationships are obtained for low order
moments of the arithmetic average, that are used for an approximated valuation of arithmetic
Asian options based on truncated Edgeworth expansions, following the approach
of Turnbull and Wakeman (1991). In both cases the accuracy of the semi-analytical procedure
is assessed by means of a comparison with Monte Carlo prices. The results are
quite good in the geometric case, while in the arithmetic case the proposed methodology
seems to work well only in the Heston and Nandi cas
El mercuri s'ha triplicat als nostres oceans
Full text linkL"ACTIVITAT INDUSTRIAL INCLOU PROCESSOS molt diversos que sovint generen productes potencialment contaminants, que s"han estat abocant al medi ambient amb més o menys control des de l"inici de la Revolució Industrial. Alguns d"aquests productes poden ser reciclats pels mateixos cicles naturals, geoquímics i biològics, però d"altres es van acumulant, com és el cas del mercuri. Un estudi publicat a la revista Nature, encapçalat per Carl H. Lamborg, de la Woods Hole Oceanographic Institution de Massachusetts, als EUA, indica que la quantitat de mercuri als oceans s"ha triplicat des de la Revolució Industrial i, malgrat que el nivell actual encara és raonablement lluny de ser considerat tòxic per a les persones, pot començar a alterar els ecosistemes marins. A més, com assenyalen els autors del treball, la capacitat dels oceans per dissoldre el mercuri acumulat es podria estar esgotant, la qual cosa implicaria que, si no es prenen mesures que evitin els abocaments incontrolats, el seu ritme de penetració dins els ecosistemes i, a la llarga, en l"alimentació humana, podria augmentar de manera exponencial
Option pricing in a Garch model with tempered stable innovations
Full text linkThe key problem for option pricing in Garch models is that the risk-neutral distribution of the underlying at maturity is unknown. Heston and Nandi solved this problem by computing the characteristic function of the underlying by a recursive procedure. Following the same idea, Christoffersen, Heston and Jacobs proposed a Garch-like model with inverse Gaussian innovations and recently Bellini and Mercuri obtained a similar procedure in a model with Gamma innovations. We present a model with tempered stable innovations that encompasses both the CHJ and the BM models as special cases. The proposed model is calibrated on S&P500 closing option prices and its performance is compared with the CHJ, the BM and the Heston-Nandi model
La prière : [estampe] / P. Mercurj [sic] dis. 1830
No full textRéférence bibliographique : Beraldi, Mercuri,
Ite ad Joseph : [estampe] / Paolo Mercurj[sic] incise nell' O.A.
No full textRéférence bibliographique : Beraldi, Mercuri,
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