Global ETD Search
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Showing 1 to 3 of 3 for “"volatility distribution"”.
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Enabling Routine Chemical Composition and Volatility Distribution Measurements of Aerosols
… and other physicochemical properties (such as volatility and oxygenation) of particulate matter have relied on expensive and complex research-grade instrumentation based on mass spectrometry and/or chromatography. However, routine monitoring requires lower-cost alternatives that can be operated …
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An examination of kurtosis of lognormality in the Black-Scholes option pricing formula in the South African warrants market
The assumption of constant asset price volatility of classical Black-Scholes model hasbeen challenged continuously. The symmetrical distribution emphasises a lognormalized asset. This paper aims to investigate the volatility distribution (i.e. kurtosis) of the South African warrants market at …
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Simulating the atmospheric primary and secondary organic aerosols
… The new modeling framework is based on the volatility basis-set approach: both primary and secondary organic components are assumed to be semivolatile and photochemically reactive and are distributed in logarithmically spaced volatility bins. The resulting PMCAMx-2008 was applied in Mexico …