This paper is a study of continuously resettled contingent claims prices in a stochastic economy. As special cases, the relationship between futures and forward prices is analyzed, and a preference-free expression is derived for these prices, as well as the price of a continuously resettled futures option, whose formula differs from Black’s futures option pricing formula due to the effects of m...

................................................................................................... II ACKNOWLEDGEMENTS.......................................................................... IV TABLE OF CONTENTS................................................................................V TABLE OF FIGURES..................................................................................XI

The article has indicated the principle scheme for post-harvest processing of cultural berries according to the possibilities of the developed new berry sorter. The article tackles the constructive features of the post-harvest treatment of berries as well as of the belt sorter that functions on the principle of successive sorting method. The aim of study was to evaluate the technological featur...

two continuously regenerating traps crt-a and crt-b were evaluated under the controlled carbonyl emissions from a turbocharged diesel engine run on an ac electrical dynamometer. the gas-phase carbonyls were taken in silica gel cartridges coated with 2,4-dinitrophenylhydrazine both upstream (baseline) and downstream of the traps, and a total of fourteen carbonyls were identified and then quantif...