In this paper, we examine the pricing of European call options on stocks that have variance
rates that change randomly. We study continuous time diffusion processes for the stock …

Fast closed form solutions for prices on European stock options are developed in a jump‐diffusion
model with stochastic volatility and stochastic interest rates. The probability functions …

We use the modified Black-Scholes model and a random variance option pricing model to
study prices of European currency options traded in Geneva. The options, which cannot be …

Data from stalagmites in the Makapansgat Valley, South Africa, document regional climatic
change in southern Africa in the Late Pleistocene and Holocene. A new TIMS U-series dated …

Biome reconstruction from pollen and plant macrofossil data provides an objective method
to reconstruct past vegetation. Biomes for Africa and the Arabian peninsula have been …

This paper presents a method for estimating multi-factor versions of the Cox-Ingersoll-Ross (1985b)
model of the term structure of interest rates. The fixed parameters in one, two, and …

Solutions are presented for prices on interest rate options in a two-factor version of the Cox–Ingersoll–Ross
model of the term structure. Specific solutions are developed for caps on …

Pollen spectra from cores of organic spring deposits from the Transvaal provide evidence for
the climatic evolution of the province during the last 35,000 yr BP or more. The past climatic …

Importance Enoxaparin sodium is widely used for deep vein thrombosis (DVT) prophylaxis,
yet DVT rates remain high in the trauma and general surgery populations. Missed doses …

Equus Cave, in Quaternary tufa near Taung in the semiarid woodland of the southern
Kalahari, yielded 2.5 m of sediment in which a rich assemblage of bones and coprolites was …