1,721,245 research outputs found
Critical factors for the implementation of total quality management in Italy: An empirical analysis
No full textOption implied trees and implied moments
No full textImplied trees are simple non-parametric discretizations of one- or two-dimension diffusions, aimed at introducing non-constant volatility in an option pricing model. The aim of the paper is twofold. First we investigate the ability of different option implied trees in pricing European options. Second, we compare the implied moments obtained with the use of option implied trees with the risk–neutral moments obtained with the use of Bakshi et al. (2003) formula and with realised physical moments. The comparison is pursued in the Italian market by analysing a data set which covers the years 2005-2009 and span both a relatively tranquil and a turmoil period. Keywords
FROM DIRECT TO DIGITAL SURVEY. THE ABBEY OF SAN GIOVANNI BATTISTA IN LUCOLI (L’AQUILA)
No full textLucoli is a scattered municipality in the area of L’Aquila, in the Italian region of Abruzzo. In this place
between the mountains of the conca Aquilana stands the Abbey of San Giovanni Battista, an important historic and religious site. Despite the damage suffered caused during the 2009 earthquake, the local people still use it and look at it as a symbol of community. With the aim of analyse and so mitigate the seismic vulnerability, the abbey has been the subject of an architectural survey with direct method in a first step, and then of digital laser scanning survey at a later stage, to integrate and verify the first
La certificazione della qualità secondo le norme ISO 9000 nelle imprese italiane produttrici di software
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