The study aims to present from a technical-economic point of view aspects related to the cost behaviour, according to the cost-volume-profit analysis model and the sensitivity analysis, of cereal products (maize and wheat) grown in conventional and organic farming systems. In Romania, according...

In this note we describe how to obtain reasonable Vegas for European securities priced off a single maturity SABR model calibrated to market data. We first introduce our notations and state what our hedging problem is. We then start by recalling the standard Jacobian methology when the number of...

Monte Carlo estimators of sensitivity indices and the marginal density of the price dynamics are derived for the Hobson-Rogers stochastic volatility model. Our approach is based mainly upon the Kolmogorov backward equation by making full use of the Markovian property of the dynamics given the...