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 verragio paradiso data recorded over the 1992 to 1996 period.In the nonparametric tests we fo

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PCA-Based Robust Motion Data Recovery

Human motion tracking is a prevalent technique in many fields.A common difficulty encountered in c7 corvette hood liner motion tracking is the corrupted data is caused by detachment of markers in 3D motion data or occlusion in 2D tracking data.Most methods for missing markers problem may quickly become ineffective when gaps exist in the trajectorie

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Geometric quantum discord signals non-factorization

Abstract We propose the information-theoretic quantity of geometric quantum discord (GQD) as an indicator of the factorization properties of a given quantum system.In particular, we show how non-vanishing discord implies that the corresponding partition function does not factorize, both for generic pure states c7 corvette hood liner and the thermof

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