Examinando por Autor "Pareja, J."
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Ítem Approximation of the Mechanical Response of Large Lattice Domains Using Homogenization and Design of Experiments(Universitatea Politehnica Bucuresti, 2020-06-01) Montoya, D.; Acosta, D.; Cortes, C.; Pareja, J.; Moreno, Aitor; Posada, Jorge; Ruiz, O.; Montoya, D.; Acosta, D.; Cortes, C.; Pareja, J.; Moreno, Aitor; Posada, Jorge; Ruiz, O.; Universidad EAFIT. Departamento de Ingeniería de Procesos; Procesos Ambientales (GIPAB)Ítem Approximation of the Mechanical Response of Large Lattice Domains Using Homogenization and Design of Experiments(Universitatea Politehnica Bucuresti, 2020-06-01) Montoya, D.; Acosta, D.; Cortes, C.; Pareja, J.; Moreno, Aitor; Posada, Jorge; Ruiz, O.; Universidad EAFIT. Departamento de Ingeniería Mecánica; Laboratorio CAD/CAM/CAEÍtem Approximation of the Mechanical Response of Large Lattice Domains Using Homogenization and Design of Experiments(Universitatea Politehnica Bucuresti, 2020-06-01) Montoya, D.; Acosta, D.; Cortes, C.; Pareja, J.; Moreno, Aitor; Posada, Jorge; Ruiz, O.; Universidad EAFIT. Departamento de Ingeniería de Procesos; Desarrollo y Diseño de ProcesosÍtem Estadística descriptiva para datos categóricos(2017-12-12) Pareja, J.; Serna Rodriguez, Maribel; Pareja, J.; Serna Rodriguez, Maribel; Universidad EAFIT. Departamento de Economía y Finanzas; Finanzas y Banca (Gifyb)Ítem Estadística descriptiva para datos categóricos(2017-12-12) Pareja, J.; Serna Rodriguez, Maribel; Universidad EAFIT. Departamento de Administración; Administración y OrganizacionesÍtem GARCH-type volatility in the multiplicative quadrinomial tree method: An application to real options(Universidad Nacional Autonoma de Mexico, 2020-03-03) Pareja, J.; Marin-Sanchez, Freddy H.; Universidad EAFIT. Departamento de Economía y Finanzas; Research in Spatial Economics (RISE)This article applies the multiplicative quadrinomial tree numerical method with non-constant volatility to assess a real option of abandonment, based on an estimate of the conditional volatility for WTI oil commodity prices and their respective equivalence in a GARCH-diffusion model. The methodology refers to the use of an estimate of type GARCH (1,1) and the numerical method through a quadrinomial tree. There are two main findings: 1) when employing the quadrinomial method, the value of the real option turned out to be greater than the value estimated through the traditional multiplicative binomial method, due to underestimation of the real value of volatility that occurs in a specific period according to the latter method; and 2) a methodological contribution that demonstrates plainly way the presence of non-constant conditional volatility as well as being able to value all types of options using stochastic volatility. © 2019 Universidad Nacional Autónoma de México, Facultad de Contaduría y Administración. This is an open access article under the CC BY-NC-SA (https://creativecommons.org/licenses/by-nc-sa/4.0/)Ítem GARCH-type volatility in the multiplicative quadrinomial tree method: An application to real options(Universidad Nacional Autonoma de Mexico, 2020-03-03) Pareja, J.; Marin-Sanchez, Freddy H.; Universidad EAFIT. Escuela de Ciencias; Modelado MatemáticoThis article applies the multiplicative quadrinomial tree numerical method with non-constant volatility to assess a real option of abandonment, based on an estimate of the conditional volatility for WTI oil commodity prices and their respective equivalence in a GARCH-diffusion model. The methodology refers to the use of an estimate of type GARCH (1,1) and the numerical method through a quadrinomial tree. There are two main findings: 1) when employing the quadrinomial method, the value of the real option turned out to be greater than the value estimated through the traditional multiplicative binomial method, due to underestimation of the real value of volatility that occurs in a specific period according to the latter method; and 2) a methodological contribution that demonstrates plainly way the presence of non-constant conditional volatility as well as being able to value all types of options using stochastic volatility. © 2019 Universidad Nacional Autónoma de México, Facultad de Contaduría y Administración. This is an open access article under the CC BY-NC-SA (https://creativecommons.org/licenses/by-nc-sa/4.0/)Ítem Reconfigurable 3D CAD Feature Recognition Supporting Confluent n-Dimensional Topologies and Geometric Filters for Prismatic and Curved Models(MDPI AG, 2020-08-13) Pareja, J.; Betancur-Acosta, Oscar; Posada, Jorge; Tammaro, Antonio; Ruiz, O.; Cadavid, C.; Pareja, J.; Betancur-Acosta, Oscar; Posada, Jorge; Tammaro, Antonio; Ruiz, O.; Cadavid, C.; Universidad EAFIT. Departamento de Ciencias; Matemáticas y AplicacionesÍtem Reconfigurable 3D CAD Feature Recognition Supporting Confluent n-Dimensional Topologies and Geometric Filters for Prismatic and Curved Models(MDPI AG, 2020-08-13) Pareja, J.; Betancur-Acosta, Oscar; Posada, Jorge; Tammaro, Antonio; Ruiz, O.; Cadavid, C.; Universidad EAFIT. Departamento de Ingeniería Mecánica; Laboratorio CAD/CAM/CAE