Results 161 to 170 of about 919,859 (183)

A Simple Closed-Form Formula for Pricing Basket Options

The Journal of Derivatives, 2017
Options involving more than one underlying, often called basket options , are quite common, but valuation presents a mathematical problem. Although returns for a single stock can be assumed to follow a lognormal diffusion, leading to a variety of possible standard pricing models, sums, averages, or differences among lognormals are not lognormal.
openaire   +1 more source

Free vibration and stability of hybrid nanocomposite-reinforced shallow toroidal shells using an extended closed-form formula based on the Galerkin method

Mechanics of Advanced Materials and Structures, 2022
Mohammad Amin Shahmohammadi, Sayed Mohamad Mirfatah, Hamzeh Salehipour   +2 more
exaly  

Free vibration of viscoelastically supported beam bridges under moving loads: Closed-form formula for maximum resonant response

Engineering Structures, 2021
Pedro Museros, Raid Karoumi
exaly  

Closed-form formula for conditional moments of generalized nonlinear drift CEV process

Applied Mathematics and Computation, 2022
Phiraphat Sutthimat, Khamron Mekchay, Sanae Rujivan   +2 more
exaly  

A closed-form pricing formula for forward start options under a regime-switching stochastic volatility model

Chaos, Solitons and Fractals, 2021
Sha Lin, Xin-Jiang He
exaly  

Pricing the American options: A closed-form, simple formula

Physica A: Statistical Mechanics and Its Applications, 2020
Moawia Alghalith
exaly  

A Closed-Form Formula for Calculating Bond Convexity

The Journal of Fixed Income, 1996
David Blake, J. Michael Orszag
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Closed‐form formulas for Kirchhoff index

International Journal of Quantum Chemistry, 2001
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A Simple and Effective Closed-Form GN Model Correction Formula Accounting for Signal Non-Gaussian Distribution

Journal of Lightwave Technology, 2015
Pierluigi Poggiolini, Gabriella Bosco, Andrea Carena   +2 more
exaly  

A Closed-Form Formula for Dispersion Characteristics of Fundamental SIW Mode

IEEE Microwave and Wireless Components Letters, 2011
Esfandiar Mehrshahi
exaly