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Prevalence of Youth Overweight, Obesity, and Severe Obesity.
JAMA Netw OpenHeerman WJ +4 more
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Correction: Financing the introduction of new vaccines to the national immunisation programme in China: challenges and options for action. [PDF]
BMJ Glob Healtheuropepmc +1 more source
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2012
The American options generalize the European options in the sense that they can be exercised at any moment prior to maturity. They are part of the more general category of American-type derivatives that we shall define in Subsection 3.1 as a sequence X = (Xn) of random variables that are adapted to a given filtration (Fn), typically generated by the ...
Nigel J. Cutland, Alet Roux
+6 more sources
The American options generalize the European options in the sense that they can be exercised at any moment prior to maturity. They are part of the more general category of American-type derivatives that we shall define in Subsection 3.1 as a sequence X = (Xn) of random variables that are adapted to a given filtration (Fn), typically generated by the ...
Nigel J. Cutland, Alet Roux
+6 more sources
International Journal of Theoretical and Applied Finance, 2019
We present a new American-style option whereby on the event of exercise before expiry, the holder pays the writer a fee (which will be referred to as a ‘penalty’). The valuation of the option is not straightforward as it involves determining when it is optimal for the holder to exercise the option, leading to a free boundary problem.
ZIWEI KE, JOANNA GOARD
openaire +3 more sources
We present a new American-style option whereby on the event of exercise before expiry, the holder pays the writer a fee (which will be referred to as a ‘penalty’). The valuation of the option is not straightforward as it involves determining when it is optimal for the holder to exercise the option, leading to a free boundary problem.
ZIWEI KE, JOANNA GOARD
openaire +3 more sources
ON THE AMERICAN OPTION PROBLEM
Mathematical Finance, 2005Summary: We show how the change-of-variable formula with local time on curves derived recently in \textit{G. Peskir} [J. Theor. Probab. 18, No. 3, 499-535 (2005; Zbl 1085.60033)] can be used to prove that the optimal stopping boundary for the American put option can be characterized as the unique solution of a nonlinear integral equation arising from ...
openaire +2 more sources