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We obtain a Black-Scholes formula for the arbitrage-free pricing of European Call options with constant coefficients when the underlying stock generates dividends.
      
An option pricing problem with the underlying stock paying dividends
      
In this paper, a pricing problem of European call options is considered, where the underlying stock generates dividends d, at some fixed future dates T, before the expiration date 7'.
      
for an investor who has available a bank account and a stock whose price is a log normal diffusion.
      
In this paper, the models of increment distributions of stock price are constructed with two approaches.
      
The second approach is based on the statistical analysis of the increment distribution of the logarithms of stock prices.
      
The influence factors of the synthesis were discussed, and the best reaction conditions were found: the molar ratio of n-butyraldehyde to 1,2-propanediol is 1:1.5, the amount of catalyst used is 1.2% of feed stock, and the reaction time is 1.0 h.
      
3) The increment of diameter at breast height, timber volume and trunk stock of the low density forest increased yearly without the effect of density.
      
This paper deals with the problem of maximizing the expected utility of the terminal wealth when the stock price satisfies a stochastic differential equation with instantaneous rates of return modelled as an Ornstein-Uhlenbeck process.
      
Here, only the stock price and interest rate can be observable for an investor.
      
Enzymatic hydrolysis of neutral fat of cotton oil soap stock with a nonspecific lipase produced byOospora lactis F-500 was designed.
      
Utilization of cotton oil soap stock as the only source of carbon during cultivation of the fungus was studied.
      
The rate of hydrolysis of soap stock fat strongly depended on the way of biological conversion of cotton oil soap stock.
      
The most effective utilization was observed during cultivation of the fungus in the medium containing soap stock.
      
Multifractality and Self-Adjustment of the Attraction Channel of Stock Market
      
Adaptation of the stock market to a new environment was shown to be realized through reducing the fractal dimensionality, that is, chaoticity of motion, of the short-term dynamic structures.
      
Minimization of the fractal dimensionality with the increase of the efficient existence of the dynamic component substructures was shown to be the prerequisite for stability of the multifractal dynamic system of the stock market.
      
Sufficient Conditions for the Integer Round-Up Property to Be Violated for the Linear Cutting Stock Problem
      
The integer round-up property of the linear cutting stock problem is investigated.
      
The relationship between the amount of catch on fishing efforts and total abundance of a stock fished is described by a nonlinear "trophic" function.
      
 

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