A Jump Diffusion Model for Agricultural Commodities with Bayesian Analysis

A Jump Diffusion Model for Agricultural Commodities with Bayesian Analysis by

Agricultural Economic Dynamics in a Bayesian DSGE Model for Iran

I ran’s economy is suffering from sharp and persistent economic shocks and agriculture plays an undeniable role in its economic growth and development. The aim of this paper is to study the relative contributions of various macroeconomic shocks to generating fluctuations in Iran’s agriculture sector. To do so, a Dynamic Stochastic General Equilibrium (DSGE) model, emphasizing on the ...

Full Bayesian Analysis for a Class of Jump-Diffusion Models

A new Bayesian significance test is adjusted for jump detection in a diffusion process. This is an advantageous procedure for temporal data having extreme valued outliers, like financial data, pluvial or tectonic forces records and others.

A Jump-Diffusion Model for Option Pricing

Brownian motion and normal distribution have been widely used in the Black–Scholes option-pricing framework to model the return of assets. However, two puzzles emerge from many empirical investigations: the leptokurtic feature that the return distribution of assets may have a higher peak and two (asymmetric) heavier tails than those of the normal distribution, and an empirical phenomenon called...

Analysis of agricultural commodities and foods for Alternaria mycotoxins.

Fungi of the genus Alternaria are parasitic on plants and other organic materials. A. alternata is a frequently occurring species of particular interest because it produces a number of mycotoxins, including alternariol (AOH), alternariol monomethyl ether (AME), altenuene (ALT), altertoxins I, II, and III (ATX-I, -II, and -III), and L-tenuazonic acid (TeA). Cleanup procedures of analytical metho...