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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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Scientific Reports, 2021 Probiotic use may be an efficacious treatment option to effectively manage symptoms of prenatal maternal anxiety and depression. Our primary aim was to test feasibility and acceptability for a probiotic randomized controlled trial (RCT) in pregnant women
Pamela D. Browne +4 more
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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
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DIGITAL DOUBLE BARRIER OPTIONS: SEVERAL BARRIER PERIODS AND STRUCTURE FLOORS [PDF]
International Journal of Theoretical and Applied Finance, 2013 We determine the price of digital double barrier options with an arbitrary number of barrier periods in the Black–Scholes model. This means that the barriers are active during some time intervals, but are switched off in between. As an application, we calculate the value of a structure floor for structured notes whose individual coupons are digital ...
SÜHAN ALTAY +3 more
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Wellcome Open Research, 2021 Background: Dolutegravir has superior efficacy and tolerability than lopinavir-ritonavir in second-line antiretroviral therapy after failure of a first-line non-nucleoside reverse transcriptase inhibitors-based regimen, when dolutegravir is accompanied ...
Zimasa Gcwabe +13 more
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Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation [PDF]
, 2021 We show that the performances of the finite difference method for double barrier option pricing can be strongly enhanced by applying both a repeated Richardson extrapolation technique and a mesh optimization procedure. In particular, first we construct a
Ballestra L. V.
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Effects of Frequent Glove Change on Outcomes of Orthopaedic Surgical Procedures - A Multicenter Study on Surgical Gloves [PDF]
Journal of Clinical and Diagnostic Research, 2017 Introduction: Intact surgical gloves are a barrier to microorganisms migration between surgical team members and the patient. The surgical gloves are changed at various junctures but the effects of changing gloves during surgical procedures on various ...
Nishit Palo +6 more
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Implementation of the modified Monte Carlo simulation for evaluate the barrier option prices
Journal of Taibah University for Science, 2017 In this paper, we apply an improved version of Monte Carlo methods to pricing barrier options. This kind of options may match with risk hedging needs more closely than standard options.
Kazem Nouri, Behzad Abbasi
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Pricing Double Barrier Options by Combinatorial Approaches [PDF]
, 2007 Double barrier options are important path-dependent derivatives in the financial market. How to price them efficiently and accurately is thus important. Until now, no simple closed-form pricing formula for double barrier options is reported. Double barrier options can be priced on a lattice that divides a certain time interval (from option initial date
Tian-Shyr Dai, Yuh-Dauh Lyuu
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Numerical valuation of discrete double barrier options
Journal of Computational and Applied Mathematics, 2010 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mariyan Milev, Aldo Tagliani
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