Results 31 to 40 of about 1,425,256 (286)

The Greek parameters of a continuous arithmetic Asian option pricing model via Laplace Adomian decomposition method

Open Physics, 2018
The Greek parameters in option pricing are derivatives used in hedging against option risks. In this paper, the Greeks of the continuous arithmetic Asian option pricing model are derived.
Edeki Sunday O., Motsepa Tanki, Khalique Chaudry Masood, Akinlabi Grace O.   +3 more
doaj   +1 more source

Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics

Entropy, 2018
In this paper we consider pricing problems of the geometric average Asian options under a non-Gaussian model, in which the underlying stock price is driven by a process based on non-extensive statistical mechanics. The model can describe the peak and fat
Pan Zhao, Benda Zhou, Jixia Wang
doaj   +1 more source

Between Russia and China: Central Asia in Greater Eurasia

Journal of Eurasian Studies, 2021
Central Asian states are usually considered as passive elements rather than active agents of integration in Greater Eurasia. This article considers the role of these states as active agents shaping integration processes according to their own interests ...
Andrei Kazantsev, Svetlana Medvedeva, Ivan Safranchuk   +2 more
doaj   +1 more source

A Quantum Algorithm for Pricing Asian Options on Valuation Trees

Risks, 2022
We develop a novel quantum algorithm for approximating the price of a discrete floating-strike Asian option based on an underlying valuation tree.
Mark-Oliver Wolf, Roman Horsky, Jonas Koppe   +2 more
doaj   +1 more source

Asian Option Pricing Formulas for Uncertain Financial Markets Based on the Exponential Ornstein–Uhlenbeck Model

Mathematics
This paper investigates pricing formulas for geometric average and arithmetic average Asian call and put options under an uncertain exponential Ornstein–Uhlenbeck stock model.
Xiangqian Yin, Zijun Jia
doaj   +1 more source

Unbiased Simulation of Asian Options

SIAM Journal on Financial Mathematics
We provide an extension of the unbiased simulation method for SDEs developed in Henry-Labordere et al. [Ann Appl Probab. 27:6 (2017) 1-37] to a class of path-dependent dynamics, pertaining for Asian options. In our setting, both the payoff and the SDE's coefficients depend on the (weighted) average of the process or, more precisely, on the integral of ...
Bruno Bouchard, Xiaolu Tan
openaire   +3 more sources

Predictive and prognostic biomarkers of Bacillus Calmette‐Guérin therapy failure in bladder cancer patients: A systematic review

Molecular Oncology, EarlyView.
High‐risk bladder cancer is typically treated with Bacillus Calmette‐Guérin (BCG), but 30–40% of patients relapse. No FDA‐ or CE‐approved biomarkers currently predict or prognosticate BCG failure. We systematically reviewed the literature and identified 72 eligible studies, revealing several promising biomarkers associated with BCG treatment response ...
Rui Ribeiro‐Pereira, Ana Teixeira‐Marques, Rui Freitas, João A Carvalho, Sara Monteiro‐Reis, Giorgio I. Russo, Rui Henrique, Carmen Jerónimo   +7 more
wiley   +1 more source

Efficient pricing of discrete Asian options [PDF]

Applied Mathematics and Computation, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
William Wei-Yuan Hsu, Yuh-Dauh Lyuu
openaire   +3 more sources

Genetic Testing and Its Clinical Application in Prostate Cancer Management: Consensus Statements from the Hong Kong Urological Association and Hong Kong Society of Uro-Oncology

Frontiers in Oncology, 2022
BackgroundIn recent years, indications for genetic testing in prostate cancer (PC) have expanded from patients with a family history of prostate and/or related cancers to those with advanced castration-resistant disease, and even to early PC patients for
Peter K. F. Chiu, Eric K. C. Lee, Marco T. Y. Chan, Wilson H. C. Chan, M. H. Cheung, Martin H. C. Lam, Edmond S. K. Ma, Darren M. C. Poon, Darren M. C. Poon   +8 more
doaj   +1 more source

Molecular characterization of covRS mutations in M1UK Streptococcus pyogenes

FEBS Open Bio, EarlyView.
Group A Streptococcus (GAS) acquires covRS mutations driving a hypervirulent bacterial state, frequently associated with invasive disease‐like necrotizing fasciitis. We demonstrate that the newly emerged M1UK GAS lineage can also acquire these mutations.
Jarrad Pritchard, Emma‐Jayne Proctor, Jiawa Wang, Nikolas P. Johnston, Andrew Hayes, Georgia McCorkell, Haibo Yu, Jai Tree, Mark R. Davies, Mark J. Walker, Ronald Sluyter, Stephan Brouwer, Martina L. Sanderson‐Smith   +12 more
wiley   +1 more source