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On the approximation of the Black and Scholes call function
No full textThe Black and Scholes call function is widely used for pricing and hedging. In this paper we present a new global approximating formula for the Black and Scholes call function that can be useful for deriving the risk of options i.e. the implied volatility. Lastly we compare, by numerical tests, our results with some popular methods available in literature (which are generally local) and we show, through Monte Carlo analysis, the computation error for extreme cases of both volatility and moneyness
Oxidative stress and antioxidant response in the frontal cortex of demented and non-demented individuals with Alzheimer’s neuropathology. Proceedings of the 63rd Congress of the Italian Embryological Group (GEI)
No full textHomogeneous hyperbolic equations with coefficients depending on one space variable
No full textWe investigate the Cauchy problem for homogeneous equations of order m in the (t, x)-plane, with coefficients depending only on x. Assuming that the characteristic roots satisfy an algebraic condition we succeed in constructing a smooth symmetrizer which behaves like a diagonal matrix: this allows us to prove the well-posedness in C-infinity
Early alterations in the expression of antioxidant enzymes and oxidative stress markers in neurogenic niches of TG2576 mouse model of Alzheimer's disease
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