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UWSpace will be migrating to a new version of its software from July 29th to August 1st. UWSpace will be offline for all UW community members during this time.
The Black-Scholes option pricing model has several well recognized deficiencies, one of
which is its assumption of a constant and time-homogeneous stock return volatility term. The implied volatility smile has been studied ...
Rising awareness of the impacts of climate change is leading to a rapid development of emission trading schemes (ETS) globally as a market-based means of emission control. Under a typical ETS, emission allowances are issued ...