Results 21 to 30 of about 1,425,256 (286)
The Utilization of Fresh Frozen Cartilage in Asian Rhinoplasty: A New Approach
Plastic and Reconstructive Surgery, Global Open, 2023 Summary:. Asian rhinoplasty generally requires augmentation procedures rather than reduction. Alloplastic grafts are fraught with higher complication rates. Autologous cartilage grafts are safer.
Rou Wan, MD +5 more
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Stock Price Simulation Using Bootstrap and Monte Carlo
Scientific Annals of Economics and Business, 2017 In this paper, an attempt is made to assessment and comparison of bootstrap experiment and Monte Carlo experiment for stock price simulation. Since the stock price evolution in the future is extremely important for the investors, there is the attempt to ...
Pažický Martin
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Pricing and hedging of arithmetic Asian options via the Edgeworth series expansion approach
Journal of Finance and Data Science, 2016 In this paper, we derive a pricing formula for arithmetic Asian options by using the Edgeworth series expansion. Our pricing formula consists of a Black-Scholes-Merton type formula and a finite sum with the estimation of the remainder term.
Weiping Li, Su Chen
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PRICING OF THE ASIAN OPTION WITH THE KAMRAD-RITCHKEN’S TRINOMIAL MODEL
BarekengAsian Option determines its payoff option value by the average stock during the option period. This research aims to determine the price of Asian Option by average arithmetic using Kamrad-Ritchken’s Trinomial method.
Jihan Nabila Wafa’, Emy Siswanah
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Asian Option Pricing with Monotonous Transaction Costs under Fractional Brownian Motion
Journal of Applied Mathematics, 2013 Geometric-average Asian option pricing model with monotonous transaction cost rate under fractional Brownian motion was established. The method of partial differential equations was used to solve this model and the analytical expressions of the Asian ...
Di Pan +3 more
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Asian Option Pricing Under a Two-Factor Stochastic Volatility with a Stochastic Long-Term Mean
MathematicsThis paper studies the valuation of continuously monitored geometric Asian options under a two-factor stochastic volatility model with stochastic long-term variance levels.
Junkee Jeon, Geonwoo Kim
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Delta-gamma-theta Hedging of Crude Oil Asian Options
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2015 Since Black-Scholes formula was derived, many methods have been suggested for vanilla as well as exotic options pricing. More of investing and hedging strategies have been developed based on these pricing models.
Juraj Hruška
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Brain Sciences, 2021 Older African Americans and Asian Americans in the U.S. underuse mental health services, despite their vulnerability to diverse mental health problems.
Minsun Lee +5 more
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THE HEDGING STRATEGY FOR ASIAN OPTION [PDF]
Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mekhanika, 2018 Summary: The article deals with the problem of portfolio investment in the Black-Scholes model with several risky assets. The hedging strategy for Asian option is found using the martingale method. The analytical properties (differentiability) of the densities of exponential random variables are studied.
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Asian Option Pricing with Transaction Costs and Dividends under the Fractional Brownian Motion Model
Journal of Applied Mathematics, 2014 The pricing problem of geometric average Asian option under fractional Brownian motion is studied in this paper. The partial differential equation satisfied by the option’s value is presented on the basis of no-arbitrage principle and fractional formula.
Yan Zhang +3 more
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