Results 111 to 120 of about 12,937,663 (263)
, 2007 美式障礙選擇權是依照過去股價是否碰觸障礙價格，來衡量此選 擇權是否失效或生效。在Black-Scholes 的假設之下，我們利用Feynamn-Kac的方法推導美式選擇權的評價公式，並且更進一步推倒各種美式障礙選擇權的評價公式。因為美式選擇權與美式障礙選擇權的提早履約邊界有所不同，故可以推出美式障礙選擇權的in-out parity不存在。An American barrier option is an option contract in which the option holder ...
蔡承文, Tsai, Cheng-Wen
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Safety and Efficacy of GLP‐1 Receptor Agonists in Adults With Epilepsy, Obesity, and Type 2 Diabetes
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Managing obesity in patients with epilepsy is complicated by the weight‐gaining properties of essential antiseizure medications (ASMs) such as valproate and pregabalin. We evaluated the safety and efficacy of initiating glucagon‐like peptide‐1 receptor agonists (GLP‐1 RAs) in this population.
Hyoshin Son +3 more
wiley +1 more source
Monte Carlo Pricing of American Options Using Nonparametric Regression [PDF]
This paper provides an introduction to Monte Carlo algorithms for pricing American options written on multiple assets, with special emphasis on methods that can be applied in a multi-dimensional setting.
Pizzi Claudio, Pellizzari Paolo
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3rd Inter-American Biennial of Video Art
, 2006 The call for the Third Biennial included larger cash awards, an electronic registration system in four languages and, for the first time, the inclusion of Puerto Rico as a good will gesture to the United States, and artists from the Commonwealth who are ...
Inter-American Development Bank
core +1 more source
Boundary‐Dependent Sleep–Wake Dysregulation in Idiopathic Hypersomnia
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Idiopathic hypersomnia (IH) presents with excessive daytime sleepiness (EDS) despite apparently preserved nocturnal sleep, challenging traditional models of hypersomnolence based on sleep loss or fragmentation. We aimed to test the hypothesis that EDS in IH reflects excessive stabilization of the sleep state, consistent with ...
Samantha Mombelli +13 more
wiley +1 more source
Journal of Inequalities and ApplicationsThis paper is aimed to combine the interior penalty method with the exterior penalty method to propose a new solution strategy for solving the fractional partial differential complementarity problems governing American option under a geometric Lévy ...
Yarui Duan, Song Wang, Yuying Zhou
doaj +1 more source
American Call Options on Jump-Diffusion Processes: A Fourier Transform Approach [PDF]
This paper considers the Fourier transform approach to derive the implicit integral equation for the price of an American call option in the case where the underlying asset follows a jump-diffusion process.
Andrew Ziogas, Carl Chiarella
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Inter-American Development Bank Annual Report 2017: Financial Statements
, 2018 This report is the second of two volumes which together constitute the Inter-American Development Bank\u27s 2017 Annual Report. This report contains the management\u27s discussion and analysis of the Bank\u27s ordinary capital and financial ...
Inter-American Development Bank
core +1 more source
Association Between Neurofilament Light Chain and Real‐World Ambulatory Function in Progressive MS
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Neurofilament light chain (NfL) is a biomarker of neuroaxonal injury in multiple sclerosis (MS), yet associations with functional outcomes remain unclear. Longitudinal associations between serum NfL (sNfL) and daily step count (STEPS) from wearable devices were assessed in a large international progressive MS cohort.
Gabby B. Joseph +5 more
wiley +1 more source
RisksThis paper introduces an HJM-style forward modeling framework for valuing American options. Instead of modeling the dynamics of the underlying asset, we model the maturity-indexed forward drift of the gain process, leading to two no-arbitrage ...
Kushantha Fernando, Vajira Manathunga
doaj +1 more source