Results 31 to 40 of about 2,199,003 (334)
Results in Applied Mathematics, 2022 The Black–Scholes differential operator which underlies the option pricing of European and American options is known to be degenerate close to the boundary at zero.
David Sena Attipoe, Antoine Tambue
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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 +20 more
wiley +1 more source
Journal of Algorithms & Computational Technology, 2018 The purpose of the paper is to provide an efficient pricing algorithm for American options with stochastic volatilities and jumps. This paper extends the double Heston model with double exponential jumps and derives the characteristic function of the ...
Sumei Zhang
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Analytic Valuation Formula for American Strangle Option in the Mean-Reversion Environment
Mathematics, 2022 This paper investigates the American strangle option in a mean-reversion environment. When the underlying asset follows a mean-reverting lognormal process, an analytic pricing formula for an American strangle option is explicitly provided. To present the
Junkee Jeon, Geonwoo Kim
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Pricing American Options using Monte Carlo Method [PDF]
, 2012 This thesis reviewed a number of Monte Carlo based methods for pricing American options. The least-squares regression based Longstaff-Schwartz method (LSM) for approximating lower bounds of option values and the Duality approach through martingales for ...
Wu, Zhemin
core
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 +12 more
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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.
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Hidden Optionalities in American Options
RisksWe develop a practical framework for identifying and quantifying the hidden layers of risks and optionality embedded in American options by introducing stochasticity into one or more of their underlying determinants.
Noura El Hassan +2 more
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Shortfall Risk Approximations for American Options in the multidimensional Black--Scholes Model [PDF]
, 2010 We show that shortfall risks of American options in a sequence of multinomial approximations of the multidimensional Black--Scholes (BS) market converge to the corresponding quantities for similar American options in the multidimensional BS market with ...
Dolinsky, Yan
core
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 +5 more
wiley +1 more source