Results 221 to 230 of about 55,719 (269)

ERS Congress 2025: highlights from the Airway Diseases Assembly. [PDF]

ERJ Open Res
Cefaloni F, Booth S, Healey CE, Ioannidou D, Schiavi E, Bonini M, Nieto-Fontarigo JJ, Principe S, Braunstahl GJ, Mathioudakis AG, Pobeha P, Schleich F, Bossios A, Beech A.   +13 more
europepmc   +1 more source

Therapeutic progress in leptomeningeal metastasis from EGFR mutant non-small cell lung cancer: a clinical medicine review. [PDF]

J Cancer Res Clin Oncol
Ding T, Xie Y, Ding M.
europepmc   +1 more source

Pricing double barrier options with error control

, 2002
Hörfelt, Per,
core   +1 more source

Factors impacting long-term care and retirement home populations' participation in immunity research: a qualitative study using the framework method. [PDF]

BMC Geriatr
Fahim C, Grubac V, Odunuga T, Davenport-Huyer L, Lee T, Boyd JM, Straus SE.   +6 more
europepmc   +1 more source

Foslevodopa+foscarbidopa for advanced Parkinson disease. [PDF]

Aust Prescr
europepmc   +1 more source

A boundary element method to price time-dependent double barrier options

Applied Mathematics and Computation, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Luca Vincenzo Ballestra, Graziella Pacelli   +1 more
exaly   +5 more sources

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On pricing of vulnerable barrier options and vulnerable double barrier options

Finance Research Letters, 2022
Abstract 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, Ke Zhou
exaly   +2 more sources

Pricing double barrier options using Laplace transforms [PDF]

Finance and Stochastics, 2000
Barrier options have become very popular instruments in derivative markets as they are cheaper than standard options but offer a similar kind of protection. It is relatively straightforward to price and hedge ``single barrier'' options. A natural extension to ``single barrier'' options is double barrier options.
Pelsser, Antoon; id_orcid
core   +7 more sources

Static Hedging Methods for Pricing Double Barrier Options

Advances in Pacific Basin Business, Economics and Finance, 2022
Abstract This research applies a static hedging portfolio method derived from Derman, Ergener, and Kani (1995) (henceforth Derman's SHP method) and a new SHP method with European cash-or-nothing binary options developed by Chung, Shih, and Tsai (2013) to price European continuous double barrier (ECDB) options and the rebates of the ...
Wei-Che Tsai
exaly   +2 more sources