In this paper, we discuss the valuation of equity warrants in the geometric fractional Brownian environment based on the equilibrium condition. Using the conditional expectation we present a fractional pricing model for equity warrants and analyze the influence of the Hurst parameter. Then we...

Motivated by the empirical evidence of long range dependence in short-term interest rates and considering the long maturities of equity warrants, we propose the fractional Vasicek model to describe the dynamics of the short rate in the pricing environment of equity warrants. Using the partial...

By using a phase-comparison pulse-echo technique, the sound velocity of an equimolar mixture of methane and helium has been measured at temperatures between 273 K and 318 K and at pressures up to 8 kbar. The overall accuracy in the sound velocity is expected to be better than 0.1%.