Results 31 to 40 of about 1,680,218 (308)
Analytical pricing of continuous arithmetic Asian options using Fourier transforms [PDF]
, 2020 En este artículo se presenta la deducción de la ecuación diferencial parcial de segundo orden asociada al problema de valoración de opciones asiáticas aritméticas continuas, junto con la aplicación de la transformada de Fourier sobre los términos de la ...
Moreno T., John F., Guavita F, Diana L.
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TRENDS IN DEVELOPMENT OF TRADE RELATIONS BETWEEN RUSSIA AND ASEAN COUNTRIES
Вестник университета, 2020 The perspective of development of trade relations between the Russian Federation and the countries of the Association of Southeast Asian Nations has been considered. The following projects: transport (“Russian Railways” OJSC with Indonesia; PJSC “Gazprom”
Q. Th. Nguyen +2 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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Estimation of Ask and Bid Prices for Geometric Asian Options
Discrete Dynamics in Nature and Society, 2019 Traditional derivative pricing theories usually focus on the risk-neutral price or the equilibrium price. However, in highly competitive financial markets, we observed two prices which are called bid and ask prices; then the unique risk-neutral price ...
Tao Chen, Kaili Xiang, Xuemei Luo
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Unbiased Simulation of Asian Options
SIAM Journal on Financial MathematicsWe 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
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Transforming Arithmetic Asian Option PDE to the Parabolic Equation with Constant Coefficients
International Journal of Mathematics and Mathematical Sciences, 2011 Arithmetic Asian options are difficult to price and hedge, since at present, there is no closed-form analytical solution to price them. Transforming the PDE of the arithmetic the Asian option to a heat equation with constant coefficients is found to ...
Zieneb Ali Elshegmani +3 more
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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 +7 more
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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
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Extended-Spectrum β-Lactamases (ESBL): Challenges and Opportunities
Biomedicines, 2023 The rise of antimicrobial resistance, particularly from extended-spectrum β-lactamase producing Enterobacteriaceae (ESBL-E), poses a significant global health challenge as it frequently causes the failure of empirical antibiotic therapy, leading to ...
Asmaul Husna +7 more
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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 +12 more
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