Results 11 to 20 of about 322,075 (306)
Step Double Barrier Options [PDF]
The Journal of Derivatives, 2010 Barrier options are common in the market and a variety of procedures exist for efficient valuation of the plain vanilla varieties. But simple structures do not fit all investors’ preferences and needs, so more complex barrier options are also regularly traded. An important class is step double barrier contracts, which have barriers both above and below
Guillaume, Tristan
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Review of Derivatives Research, 2003 This paper examines a path-dependent contingent claim called the window double barrier option, including standard but also more exotic features such as combinations of single and double barriers. Price properties and hedging issues are discussed, as well as financial applications.
Guillaume, Tristan
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Results in Physics, 2020 In this paper, we investigated the effect of the central AlGaAs barrier width Lb2 in a resonant tunneling diode (RTD) composed by triple barriers on the current-voltage characteristics, and electronic density of free carriers.
Shaffa Almansour
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HEDGING DOUBLE BARRIERS WITH SINGLES [PDF]
International Journal of Theoretical and Applied Finance, 2005 Double barrier options can be statically hedged by a portfolio of single barrier knockin options. The main part of the hedge automatically turns into the desired contract along the double barrier corridor extrema.
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The Effectiveness of the Microbial Barrier Knitted Homemade Facemasks
Journal of Natural Fibers, 2022 Facemasks significantly reduce the dispersion of respiratory droplets that potentially carry the virus (COVID-19) when a person speaks, coughs or sneezes. Double jersey knitted fabrics made of cotton, Tencel and Viscose were made and designed. This paper
Beti Rogina-Car +2 more
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Effects of barrier phonons on the tunneling current in a double-barrier structure [PDF]
Physical Review B, 1989 The effects of AlAs acoustical and optical phonons on the tunneling current in an ideal GaAs-AlAs-GaAs-AlAs-GaAs structure are discussed. The transfer Hamiltonian method was extended to inelastic tunneling current in a double-barrier structure. It is found that the current off resonance in the Tsu-Esaki model could be enhanced by orders of magnitude by
Wu, G. Y., McGill, T. C.
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Exponential Ornstein-Uhlenbeck model for pricing double barrier options in uncertain environment [PDF]
Mathematics and Modeling in FinanceOption pricing is a fundamental issue in financial markets, and barrier options are a popular type of options that can become valuable or worthless when the underlying asset price reaches a predetermined level.
Behzad Abbasi, Kazem Nouri
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Double-barrier Josephson junctions: theory and experiment [PDF]
IEEE Transactions on Appiled Superconductivity, 2001 New theoretical and experimental results on double-barrier SIS'IS Josephson junctions are presented (I is a tunnel barrier, S' is a thin film with critical temperature lower than that of S). The previously developed microscopic model for the stationary case, which describes the critical currents in Nb/Al/Nb junctions, is extended to the non-equilibrium
Brinkman, A. +5 more
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Robust Hedging of Double Touch Barrier Options [PDF]
SIAM Journal on Financial Mathematics, 2011 34 pages, 15 ...
Alexander M. G. Cox, Jan Oblój
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Analytical Model of Double Barrier THz Rectifier
Proceedings, 2017 The application of the new structure to the complex field of THz receivers requires the availability of an analytical model, reliable and able to highlight the dependence on the parameters of the physical structure.
Fabrizio Palma, Rosario Rao
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