Results 31 to 40 of about 7,186,614 (320)

The Pricing of the American Option

The Annals of Applied Probability, 1992
The author gives a survey on the valuation problem for American options based on a risky asset which is modelled as a geometric Brownian motion. The fact that American options --- by definition --- can be exercised at any time up to a fixed maturity \(T\) makes the pricing problem more difficult than that for European options.
openaire   +2 more sources

Dexamethasone for Chemotherapy‐Induced Nausea and Vomiting Prevention in Pediatric Patients: International Consensus

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background An international Delphi panel of experts developed consensus statements to delineate the circumstances where the risks of dexamethasone as an antiemetic do and do not outweigh its benefits. Procedure Experts in supportive care of pediatric patients were invited to participate.
Negar Shavandi, Paula D. Robinson, Shana Jacobs, L. Lee Dupuis, the International Pediatric Dexamethasone Panel, Sameer Bakhshi, Tiene Bauters, Eva Brack, Simone Cesaro, Claire Fosbrook, Jason Freedman, Tamara MacDonald, Eloise Neumann, Venkatraman Radhakrishnan, Rod Rassekh, Florian Slimano, Johnathan Soggee, Joel Thompson, Marianne van de Wetering, Milena Villarroel, Jasper Wong   +20 more
wiley   +1 more source

Evaluation of Perpetual American Put Options with General Payoff

Risks
In this paper, we study perpetual American put options with a generalized standard put payoff and establish sufficient conditions for the existence and uniqueness of the solution to the associated pricing problem.
Luca Anzilli, Lucianna Cananà
doaj   +1 more source

A hybrid approach for the implementation of the Heston model

, 2017
We propose a hybrid tree-finite difference method in order to approximate the Heston model. We prove the convergence by embedding the procedure in a bivariate Markov chain and we study the convergence of European and American option prices.
Briani, Maya, Caramellino, Lucia, Zanette, Antonino   +2 more
core   +3 more sources

Real‐World Pediatric Blinatumomab Administration: Access to Outpatient Care Delivery and Impact of a Hospital‐Dispensed Model

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Blinatumomab has been shown to be highly effective for patients with pediatric B‐ALL and has recently become standard of care therapy. Due to its past use in the clinical trial setting, there is limited information available about real‐world administration.
Katelyn Oranges, Kelly A. Duffy, Sara McDonough, Evelyn Kurpiewski, R. Jennifer Randall, Allison Barz Leahy, Haley M. Newman, Joyce P. Lee, Stephen P. Hunger, Anne F. Reilly, David T. Teachey, Susan R. Rheingold, Daniel J. Zheng   +12 more
wiley   +1 more source

American Options

SSRN Electronic Journal, 2016
One of the most important things that rules the world, is the economy. And the science that explains better the economy, is maths. When I was a child, I wanted to become an economist. So I decided to study maths because the background of the economy is maths, and knowing maths, you can understand the economy.
  +6 more sources

Numerically pricing American and European options using a time fractional Black–Scholes model in financial decision-making

Alexandria Engineering Journal
The time fractional Black–Scholes equation (TFBSE) is designed to evaluate price fluctuations within a correlated fractal transmission system. This model prices American or European put and call options on non-dividend-paying stocks.
Omid Nikan, Jalil Rashidinia, Hossein Jafari   +2 more
doaj   +1 more source

American put options with regime-switching volatility [PDF]

Seonmul yeongu
We present an approach for pricing American put options with a regime-switching volatility. Our method reveals that the option price can be expressed as the sum of two components: the price of a European put option and the premium associated with the ...
Bong-Gyu Jang, Hyeng Keun Koo
doaj   +1 more source

Outcomes of Live Virus Vaccination in Patients With Vascular Anomalies Being Treated With Sirolimus

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background Live vaccination in patients with vascular anomalies (VA) receiving sirolimus remains controversial due to immunosuppressive effects and theoretical risks. Procedure This single‐center retrospective study included patients with VA less than 4 years old at the start of sirolimus therapy who were incompletely vaccinated.
Svatava Merkle, Kiersten Ricci, Kelly Blache, Rebecca A. Marsh, Adrienne M. Hammill, Elissa Engel   +5 more
wiley   +1 more source

Large-Scale Parallel Simulation of High-Dimensional American Option Pricing

Journal of Algorithms & Computational Technology, 2012
High-dimensional American option pricing is computationally challenging in both theory and practice. We use stochastic mesh method combined with performance enhancement policy of bias reduction to solve this practical problem in classic Black-Scholes ...
Chang Hong-Xu, Lu Zhong-Hua, Chi Xue-Bin
doaj   +1 more source