Results 21 to 30 of about 1,680,218 (308)
A Case of Auricular Keloid Resulting from Conchal Cartilage Graft in Asian Rhinoplasty [PDF]
Journal of Rhinology, 2021 When planning rhinoplasty, there are several options of grafts for augmentation, especially in relatively short and small Asian noses. Among such grafts, conchal cartilage is one of the most commonly used materials due to its histological similarity to ...
Dong Hyuk Jang, Ji Sun Kim
doaj +1 more source
Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus [PDF]
, 2011 We use Malliavin calculus and the Clark-Ocone formula to derive the hedging strategy of an arithmetic Asian Call option in general terms. Furthermore we derive an expression for the density of the integral over time of a geometric Brownian motion, which ...
Yang, Z. +8 more
core +2 more sources
An Alternating-Direction Implicit Difference Scheme for Pricing Asian Options
Journal of Applied Mathematics, 2013 We propose a fast and stable numerical method to evaluate two-dimensional partial differential equation (PDE) for pricing arithmetic average Asian options.
Zhongdi Cen, Anbo Le, Aimin Xu
doaj +1 more source
Latest perspectives on the benefits of neoadjuvant therapy for patients with advanced gastric cancer
Libri Oncologici, 2023 Treatment for gastric cancer has multiple approaches and options across the world. Standard treatment for the Asian population comprises D2-gastrectomy and adjuvant chemotherapy.
Tea Budija, Jasmina Marić-Brozić
doaj +1 more source
The Newly Industrializing Economies and Asian Development: Issues and Options
Asian Development Review, 1989 The development experience of Asia in the last three decades is characterized by countries pursuing widely divergent strategies and policies resulting in disparate growth performances.
Hakchung Choo, Ifzal Ali
doaj +1 more source
Mathematics, 2023 Due to CO2 emissions, humans are encountering grave environmental crises (e.g., rising sea levels and the grim future of submerged cities). Governments have begun to offset emissions by constructing emission-trading schemes (carbon-offset markets ...
Yue Qi, Yue Wang
doaj +1 more source
Pricing Arithmetic Asian Options under Hybrid Stochastic and Local Volatility
Journal of Applied Mathematics, 2014 Recently, hybrid stochastic and local volatility models have become an industry standard for the pricing of derivatives and other problems in finance. In this study, we use a multiscale stochastic volatility model incorporated by the constant elasticity ...
Min-Ku Lee +2 more
doaj +1 more source
Discrete Dynamics in Nature and Society, 2021 Conic finance is a new and exciting development in quantitative finance, which is widely applied to several topics in finance. The theory of conic finance extends the law of one price to the law of two prices, which yields closed forms for bid-ask prices
Xiankang Luo, Tao Chen
doaj +1 more source
Risks, 2022 In this study, we consider the pricing of energy derivatives when the evolution of spot prices follows a tempered stable or a CGMY-driven Ornstein–Uhlenbeck process.
Piergiacomo Sabino
doaj +1 more source
The British Asian Option [PDF]
Sequential Analysis, 2010 Abstract Following the economic rationale of Peskir and Samee (2008a,b), we present a new class of Asian options where the holder enjoys the early exercise feature of American options whereupon his payoff (deliverable immediately) is the ‘best prediction’ of the European payoff under the hypothesis that the true drift of the stock price equals a ...
Kristoffer Glover +2 more
openaire +2 more sources