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The problem of options pricing is one of the most critical issues and fundamental building blocks in mathematical finance. The research includes deployment of lower precision type in two options pricing algorithms: Black-Scholes and Monte Carlo simulation. We make an assumption that the shorter the number used for calculations is (in bits), the more operations we are able to perform in the same time...
Six types of rootstocks were planted at Warsaw-Wilanow, Central Poland in spring 2002: three originated from Pyrus communis – Caucasian pear seedlings, OHxF 333 and 'Pyrodwarf' and three from Cydonia oblonga – quinces S₁, MA and MC. In August they were budded with Conference and Erika pear cultivars. Mid-shoot leaves, taken at the end of August from rootstocks (in 2002) and from maidens budded on...
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