NONPARAMETRIC TESTS OF STRIKE PRICE AND EXPIRATION BIAS IN THE IMPLIED VOLATILITY OF THE SOUTH AFRICAN ALL SHARE INDEX FUTURE CONTRACT

Nonparametric tests of strike price and expiration bias in the implied volatility of the South African All Share Index Future Contract

In this article we assess the appropriateness of the constant volatility assumption required by the Black (1976) option pricing model for options on the All Share Index future.The assessment uses similar nonparametric tests as implemented in Rubinstein for data recorded over the 1992 to 1996 period.In the nonparametric tests we focus on the examina

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One-Step Robot-Assisted Complete Urinary Tract Extirpation in Man with End-Stage Renal Disease on Dialysis: The First Case Report

Urothelial carcinoma (UC) could be observed in urinary bladder (UBUC) and upper urinary tracts (UTUC).In the National Comprehensive Cancer Network guidelines for bladder cancer, extirpative surgery is indicated in certain cases.However, some extreme bar cases might also need the extirpation of the majority of the urinary tract, which is called comp

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Generation of Melodies for the Lost Chant of the Mozarabic Rite

Prior to the establishment of the Roman rite with its Gregorian chant, in the Iberian Peninsula and Southern France the Mozarabic rite, with its own tradition of chant, was dominant from the sixth until the eleventh century.Few of these bar chants are preserved in pitch readable notation and thousands exist only in manuscripts using adiastematic ne

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How crucial is it to account for the antecedent moisture conditions in flood forecasting? Comparison of event-based and continuous approaches on 178 catchments

This paper Diapers compares event-based and continuous hydrological modelling approaches for real-time forecasting of river flows.Both approaches are compared using a lumped hydrologic model (whose structure includes a soil moisture accounting (SMA) store and a routing store) on a data set of 178 French catchments.The main focus of this study was t

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