Les CL. Pseaumes de David, mis en vers franc̜ois , & rapportez verset pour verset selon la vraye traduction latine receue en l'Eglise catholique, par Jean Metezeau...

[Bible. A.T.. Psaumes (français). 1610]

On the goodness of fit of Kirk's formula for spread option prices

In this paper we investigate the goodness of fit of the Kirk's approximation formula for spread option prices in the correlated lognormal framework. Towards this end, we use the Malliavin calculus techniques to find an expression for the short-time implied volatility skew of options with random strikes. In particular, we obtain that this skew is very pronounced in the case of spread options with extremely high correlations, which cannot be reproduced by a constant volatility approximation as in the Kirk's formula. This fact agrees with the empirical evidence. Numerical examples are given.

Methodus legendi cognoscendique historiam tam sacram quam profanam. Accessit oratio de historiae dignitate... item panegyricus scriptus in honorem festivitatis qua... Henricus Julius,... in episcopatus Mindensis possessionem indulcebatur, auctore Reinero Reineccio Steinhemio. Ad calcem addita est Commentiuncula ["sic"] de Widechindo Magno, rege Saxon., dynasta Angrivariorum, etc. Editio 2a. [Reinero Reineccio historico in inclyta Acad. Julia amico colendo. S. P. D. David Chytraeus. In methodum historicam Reineri Reineccii Carmen Simonis Mencii. Historiae et Reineri Reineccii genio, Arnoldus Freitagius. Historiae encomium per Andream Alciatum. De Westphalorum Saxonia et Widechindo Magno, etc., Petrus Lotichius secundus. De eodem Widechindo Magno Michael Bojemus.]

Comprend : Historiae encomium... ad Galeacium vice-comitem scriptum ; Clarissimo... viro Reinero Reineccio... principis Brunovicensis etc. historico, in inclyta acad. Julia, amico colendo s. p. d. David Chytraeus ; Historiae et cl. viri Reineri Reineccii genio Arnoldus Freitagius ; De Westphalorum Saxonia et Widechindo Magno etc. Petrus Lotichius Secundus ; In Methodum historicam... Reineri Reineccii Carmen ; De... Widechindo Magno Michael Bojemus

Voltaire : six conférences / de David-Frédéric Strauss ; ouvrage traduit de l'allemand sur la troisième édition et précédé d'une lettre-préface du traducteur à M. E. Littré, par Louis Narval

Titre original : Voltaire, sechs vorträge

Abandoned Towns, Villages and Post Offices of Iowa, by David C. Mott, Annals of Iowa, 1930-1932.

A compilation of the six sections of David C. Mott's "Abandoned Towns, Villages and Post Offices of Iowa", that was published in the Annals of Iowa: V.17, #6 ,10/1930, pp. 435-465; V.17, #7 ,1/1931, pp. 513-543; V.17, #8 ,4/1931, pp. 578-599; V.18, #1 ,7/1931, pp. 42-69; V.18, #2 ,10/1931, pp. 117-148; V.18, #3 ,1/1932, pp. 189-220. (NOTE: this is a large file and may take a while to download.)