Results 1 to 10 of about 55,566 (250)
Option valuation in markets with finite liquidity under fractional CEV assets [PDF]
Mathematics and Modeling in Finance, 2022 The aim of this paper is to numerically price the European double barrier option by calculating the governing fractional Black-Scholes equation in illiquid markets.
Azadeh Ghasemifard +2 more
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Barekeng, 2023 In this paper, we applied the standard Monte Carlo, antithetic variate, and control variates methods to value the double barrier knock-in option price.
Romaito Br Silalahi +2 more
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An Evaluation of Flavored Photostimulable Phosphor (PSP) Barrier in Bitewing Radiography: A Randomized Crossover Study [PDF]
Clinical and Experimental Dental ResearchObjectives To assess whether flavoured PSP barrier sleeves enhance patient comfort and sensory perception during intraoral radiography compared to non‐flavoured sleeves.
Shwetha Hegde +6 more
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Organosilicone double-long-chain diquaternary ammonium salt acts as a biofilm scavenger to ameliorate colitis induced by dextran sulfate sodium salt [PDF]
Frontiers in ImmunologyObjectiveThe treatment of ulcerative colitis (UC) remains challenging due to limited efficacy and significant side effects. Organosilicone Double-Long-Chain Diquaternary Ammonium Salt (JUC Spray Dressing) exhibits antibacterial, anti-inflammatory, and ...
Shaopei Shi +7 more
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Systematics of the Coulomb barrier characteristics resulting from M3Y nucleon-nucleon forces for reactions with heavy ions [PDF]
Известия Саратовского университета. Новая серия: Физика, 2023 In the literature, often the capture cross sections for spherical heavy-ions are calculated by virtue of the characteristics of the s-wave barrier: its energy, radius, and stiffness. We evaluate these quantities systematically within the framework of the
Gontchar, Igor I. +2 more
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The valuation of barrier options under a threshold rough Heston model
Journal of Management Science and Engineering, 2023 In this paper, we propose a novel model for pricing double barrier options, where the asset price is modeled as a threshold geometric Brownian motion time changed by an integrated activity rate process, which is driven by the convolution of a fractional ...
Kevin Z. Tong, Allen Liu
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A Valuation Formula for Chained Options with n-Barriers
Journal of Mathematics, 2022 This study examines chained options that are connected in the sense that another barrier option becomes active continuously after the underlying asset price crosses a primary barrier. These barrier options have several advantages.
Won Choi, Doobae Jun, Hyejin Ku
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Double-Barrier Parisian Options [PDF]
Journal of Applied Probability, 2011 In this paper we study the excursion time of a Brownian motion with drift outside a corridor by using a four-state semi-Markov model. In mathematical finance, these results have an important application in the valuation of double-barrier Parisian options. We subsequently obtain an explicit expression for the Laplace transform of its price.
Dassios, Angelos, Wu, Shanle
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Fractal and Fractional, 2023 After the discovery of the fractal structures of financial markets, enormous effort has been dedicated to finding accurate and stable numerical schemes to solve fractional Black-Scholes partial differential equations.
Samuel Megameno Nuugulu +2 more
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Analysing time-fractional exotic options via efficient local meshless method
Results in Physics, 2020 In this article, we analyse the numerical simulation of the time-fractional Black-Scholes model governing butterfly spread option, digital option and double barrier option.
Mustafa Inc +5 more
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