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I use a new technique to derive a closed-form solution for the price of a European call option on an asset with stochastic volatility. The model allows arbitrary correlation between volatility and spotasset returns. I in...

The difference and system generalized method-of-moments estimators, developed by Holtz-Eakin, Newey, and Rosen (1988, Econometrica 56: 1371–1395); Arellano and Bond (1991, Review of Economic Studies 58: 277–297); Are...

Materias / palabras clave: Bond; Bond market; Stock (firearms); Bond market index; Equity (law); Financial economics; Economics; Stock market; Business; Econometrics; Monetary economics; Finance

Materias / palabras clave: Bond; Business; Finance

The thermodynamic functions Gibbs energy, enthalpy and entropy for the dissolution and mixing processes of triclosan (TS) in water are presented. These quantities were calculated by means of the van't Hoff and Gibbs equa...

ADVERTISEMENT RETURN TO ISSUEPREVArticleNEXTIntermolecular interactions from a natural bond orbital, donor-acceptor viewpointAlan E. Reed, Larry A. Curtiss, and Frank WeinholdCite this: Chem. Rev. 1988, 88, 6, 899–926P...

"The homogeneous hydrolytic degradation of poly(lactic-co-glycolic acid) (PLGA) microspheres was investigated. A mathematical model was developed that estimates the evolutions of ester bonds concentrations and average mo...

Abstract We present the theoretical and technical foundations of the Amsterdam Density Functional (ADF) program with a survey of the characteristics of the code (numerical integration, density fitting for the Coulomb pot...

Molecular structure does not easily identify the intricate noncovalent interactions that govern many areas of biology and chemistry, including design of new materials and drugs. We develop an approach to detect noncovale...

The effective ionic radii of Shannon & Prewitt [Acta Cryst. (1969), B25, 925-945] are revised to include more unusual oxidation states and coordinations. Revisions are based on new structural data, empirical bond strengt...

Presented at the American Finance Association Meeting, New York, December 1973.

Docking studies of few substituted 5-benzyl-2, 4-thiazolidinedione moiety, which acts as peroxisome proliferator-activated receptor γ agonist was performed by using Glide v4.5. The docking studies reveal hydrogen bond f...

This paper uses an intertemporal general equilibrium asset pricing model to study the term structure of interest rates. In this model, anticipations, risk aversion, investment alternatives, and preferences about the timi...

New protein parameters are reported for the all-atom empirical energy function in the CHARMM program. The parameter evaluation was based on a self-consistent approach designed to achieve a balance between the internal (b...

Abstract The molecular structure hypothesis - that a molecule is a collection of atoms linked by a network of bonds - was forged in the crucible of nineteenth-century experimental chemistry and has continued to serve as ...

Examination of nature's favorite molecules reveals a striking preference for making carbon-heteroatom bonds over carbon-carbon bonds-surely no surprise given that carbon dioxide is nature's starting material and that mos...

Until recently, organoboronic acids have been of limited use in organic synthesis due to their low reactivity for ionic reactions. During the past two decades; however, it has become increasingly clear that they are valu...