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Interestingly, our work indicates that despite the sustained nicotine binding by the an- tibodies, active immunization may not necessarily alter the metabo- lism of nicotine to cotinine, suggesting that the vaccine used does not increase the half-life of nicotine, in contrast to previous findings ...
The Garch model increases the accuracy in the pricing of standard and exotic options (including Windowed Barriers and Windowed one and two touch options) where the underlying does not follow a perfect lognormal distribution (e.g. it has fat tails or non-standard Kurtosis). The Garch model has...