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PENERAPAN METODE BINOMIAL TREE DALAM MENGESTIMASI HARGA KONTRAK OPSI TIPE AMERIKA
E-Jurnal Matematika, 2016 Binomial tree is a method that can be used to determine price option contracts. In this method, the stock price movement is presented in the form of a tree with each branch representing the probability of the stock price to move up or move down.
I GUSTI AYU MITA ERMIA SARI +2 more
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Option Investor Rationality Revisited [PDF]
, 2017 Do option investors rationally exercise their options? Numerous studies report evidence of irrational behavior. In this paper, we pay careful attention to intraday option quotes and reach the opposite conclusion.
Battalio, Robert H. +2 more
core
On the regularity of American options with regime-switching uncertainty [PDF]
, 2017 We study the regularity of the stochastic representation of the solution of a class of initial-boundary value problems related to a regime-switching diffusion.
Jacka, S. D., Ocejo, A.
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Nurses are central to cancer care for children and adolescents, yet no comprehensive synthesis has defined essential core competencies for pediatric oncology nursing (PON) practice internationally, particularly in Latin America and the Caribbean (LAC).
Luís Carlos Lopes‐Júnior +7 more
wiley +1 more source
Financial Option Valuation by Unsupervised Learning with Artificial Neural Networks
Mathematics, 2020 Artificial neural networks (ANNs) have recently also been applied to solve partial differential equations (PDEs). The classical problem of pricing European and American financial options, based on the corresponding PDE formulations, is studied here ...
Beatriz Salvador +2 more
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On hedging American options under model uncertainty
, 2015 We consider as given a discrete time financial market with a risky asset and options written on that asset and determine both the sub- and super-hedging prices of an American option in the model independent framework of ArXiv:1305.6008.
Bayraktar, Erhan +2 more
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Pediatric Blood &Cancer, EarlyView.ABSTRACT End‐of‐life conversations with adolescents and young adults (AYAs) with cancer rarely occur without the guidance of healthcare professionals. As a part of the ‘Difficult Discussions’ study, focused on palliative care and advance care planning discussions with AYAs with cancer, we investigated the factors that healthcare professionals identify ...
Justine Lee +9 more
wiley +1 more source
A Path Integral Way to Option Pricing
, 2002 An efficient computational algorithm to price financial derivatives is presented. It is based on a path integral formulation of the pricing problem.
Montagna, G., Moreni, N., Nicrosini, O.
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Background 131I‐metaiodobenzylguanidine (131I‐MIBG) radiotherapy is a key treatment for relapsed and refractory (R/R) neuroblastoma (NB). Patients with R/R disease treated in the modern era are increasingly exposed to anti‐GD2 immunotherapy, which exerts selective pressure and may modify both tumor cell state and microenvironment.
Benjamin J. Lerman +7 more
wiley +1 more source
American Options on High Dividend Securities: A Numerical Investigation
Risks, 2019 I document a sizeable bias that might arise when valuing out of the money American options via the Least Square Method proposed by Longstaff and Schwartz (2001).
Francesco Rotondi
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