Results 111 to 120 of about 7,186,614 (320)

Interior and exterior cooperative penalty method: a new solution strategy for fractional partial differential complementarity problems

Journal of Inequalities and Applications
This 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

Analytical Approximations for the Critical Stock Prices of American Options: A Performance Comparison [PDF]

Many e±cient and accurate analytical methods for pricing American options now exist. However, while they can produce accurate option prices, they often do not give accurate critical stock prices.
Minqiang Li, Li
core   +1 more source

Characterization of Clinical Phenotype to Glial Fibrillary Acidic Protein Concentrations in Alexander Disease

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective To determine the concentration of glial fibrillary acidic protein (GFAP) in cerebrospinal fluid (CSF) and plasma in Alexander disease (AxD) and whether GFAP levels are predictive of disease phenotypes. Methods CSF and plasma were collected (longitudinally when available) from AxD participants and non‐AxD controls.
Amy T. Waldman, Asako Takanohashi, Joshua Y. Joung, Geraldine W. Liu, Kaley Arnold, Amy Pizzino, Walter Faig, Sarah Woidill, Sona Narula, Adeline L. Vanderver   +9 more
wiley   +1 more source

On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives [PDF]

This paper analyses the robustness of Least-Squares Monte Carlo, a technique recently proposed by Longstaff and Schwartz (2001) for pricing American options. This method is based on least-squares regressions in which the explanatory variables are certain
Javier R. Navas, Manuel Moreno
core  

Effects of Biological Sex and Age on Cerebrospinal Fluid Markers—A Retrospective Observational Study

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Cerebrospinal fluid (CSF) analysis is a key diagnostic tool for neurological diseases. To date, only a few studies have investigated in larger cohorts the effect of age and biological sex on diagnostic markers extracted from CSF. Methods For this retrospective observational study, 4163 CSF findings (2012–2020) were evaluated.
Isabel‐Sophie Hafer, Simon Faissner, Ralf Gold, Aiden Haghikia   +3 more
wiley   +1 more source

Numeraire-invariant option pricing and american, bermudan, trigger stream rollover (v1.6) [PDF]

Part I proposes a numeraire-invariant option pricing framework. It defines an option, its price process, and such notions as option indistinguishability and equivalence, domination, payoff process, trigger option, and semipositive option.
Farshid Jamshidian
core  

Spinal Cord Infarction Versus Idiopathic Transverse Myelitis: Clinical, Radiological, and Functional Insights From a Retrospective Cohort Study

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Introduction Spinal cord infarction (SCI) is a rare but devastating myelopathy, characterized by a high disability rate and an unfavorable prognosis. It has often been underdiagnosed and misdiagnosed as idiopathic transverse myelitis (ITM). This study aimed to describe the clinical features, radiological biomarkers, treatments, and functional ...
Zeqiang Ji, Jianlong Zhang, Yiming Shi, Shiyu Shan, Yang Du, Guangshuo Li, Ying Jin, Yani Zhang, Chuanying Wang, Yijun Lin, Yuhao Guo, Decai Tian, Xingquan Zhao, Tian Song   +13 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.
Pellizzari Paolo, Pizzi Claudio
core  

Functional and Structural Evidence of Neurofluid Circuit Aberrations in Huntington Disease

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Disrupted neurofluid regulation may contribute to neurodegeneration in Huntington disease (HD). Because neurofluid pathways influence waste clearance, inflammation, and the distribution of central nervous system (CNS)–delivered therapeutics, understanding their dysfunction is increasingly important as targeted treatments emerge.
Kilian Hett, Abigail Dubois, Melanie Leguizamon, Alexander Song, Paula Trujillo, Colin D. McKnight, Ciaran M. Considine, Manus J. Donahue, Daniel O. Claassen   +8 more
wiley   +1 more source

A Parallel Algorithm for solving BSDEs - Application to the pricing and hedging of American options [PDF]

We present a parallel algorithm for solving backward stochastic differential equations (BSDEs in short) which are very useful theoretic tools to deal with many financial problems ranging from option pricing option to risk management.
Céline Labart, Jérôme Lelong
core