Results 211 to 220 of about 181,599 (266)
Monitoring Frequencies for On-Site Water Reuse: A Risk-Based Framework Applied to Greywater Reuse. [PDF]
ACS ES T WaterReynaert E, Jahne MA, Sylvestre É.
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Targeting the JAK/STAT pathway in atopic dermatitis. [PDF]
Front ImmunolCui L, Liu P, Wu K, Han X, Peng G.
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On pricing of vulnerable barrier options and vulnerable double barrier options
Finance Research Letters, 2022Abstract In this paper, we provide analytical pricing formulae of vulnerable barrier options and vulnerable double barrier options. To obtain the price of vulnerable double barrier options, we give the joint distribution of a special range of the two-dimensional correlated Brownian motions. This result is of independent interest. Based on the derived
Heqian Wang, Jiayi Zhang, Ke Zhou
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Edokko Options: A New Framework of Barrier Options
Asia-Pacific Financial Markets, 2002zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fujita, Takahiko, Miura, Ryozo
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New Options for Barrier Contraception
Journal of Obstetric, Gynecologic & Neonatal Nursing, 2008Barrier contraceptives are a safe alternative to hormonal methods of fertility management. Newer barrier method options include the Today Sponge, the FemCap, and the Lea's Shield. Understanding the use, benefits, and limitations of these barrier methods of birth control will assist women's health care providers to better meet the family planning needs ...
Yranski, Patricia A., Gamache, Mary E.
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Robust Hedging of Barrier Options
Mathematical Finance, 2001This article considers the pricing and hedging of barrier options in a market in which call options are liquidly traded and can be used as hedging instruments. This use of call options means that market preferences and beliefs about the future behavior of the underlying assets are in some sense incorporated into the hedge and do not need to be ...
Brown, Haydyn +2 more
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Parallel option pricing on GPU: barrier options and realized variance options
The Journal of Supercomputing, 2012This paper shows two examples of how the analysis of option pricing problems can lead to computational methods efficiently implemented in parallel. These computational methods outperform “general purpose” methods (i.e., for example, Monte Carlo, finite differences methods).
Lorella Fatone +4 more
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A General Approach to Hedging Options: Applications to Barrier and Partial Barrier Options
Mathematical Finance, 2002In this paper we consider a Black and Scholes economy and show how the Malliavin calculus approach can be extended to cover hedging of any square integrable contingent claim. As an application we derive the replicating portfolios of some barrier and partial barrier options.
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