Results 91 to 100 of about 5,587,958 (297)

Optimal Algebras and Novel Solutions of Time-Fractional 2+1−D European Call Option Model

Discrete Dynamics in Nature and Society
In this article, we analyse the time-fractional 2+1−D Black–Scholes model for European call options by employing Lie symmetry analysis. We derive the infinitesimal transformations and classify the optimal systems.
Gimnitz Simon S., B. Bira, Sathiyaraj Thambiayya   +2 more
doaj   +1 more source

On skewed, leptokurtic returns and pentanomial lattice option valuation via minimal entropy martingale measure

Cogent Economics & Finance, 2017
This article develops, a lattice-based approach for pricing contingent claims when parameters governing the logs of the underlying asset dynamics are modelled by generalized hyperbolic distribution and normal inverse Gaussian distribution.
Ivivi J. Mwaniki
doaj   +1 more source

American Call Options on Jump-Diffusion Processes: A Fourier Transform Approach [PDF]

This paper considers the Fourier transform approach to derive the implicit integral equation for the price of an American call option in the case where the underlying asset follows a jump-diffusion process.
Andrew Ziogas, Carl Chiarella
core  

Disease Course After Anti‐CD20 Discontinuation in Secondary Progressive Multiple Sclerosis—A Multicenter Long‐Term Longitudinal Study

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective To describe long‐term outcomes after anti‐CD20 discontinuation in selected patients with secondary progressive multiple sclerosis (SPMS) who remained without subsequent disease‐modifying therapy (DMT). Methods We retrospectively analyzed data from four centers in Austria and Switzerland.
Ferdinand Otto, Dariia Kliushnikova, Richard Friedrich Radlberger, Sinan Yasaroglu, Tobias Moser, Andrea Harrer, Kitty Kratzer, Wolfgang Hitzl, Christiane Gradl, Martin Schmidauer, Patrick Roth, Harald Hegen, Peter Wipfler   +12 more
wiley   +1 more source

New Method for Real Option Valuation Using Fuzzy Numbers [PDF]

Real option analysis offers interesting insights on the value of assets and on the profitability of investments, which has made real options a growing field of academic research and practical application. Real option valuation is, however, often found to
Collan, Mikael
core  

CSF Cytokine Network Organization Predicts Progression Independent of Relapse and MRI Activity in Multiple Sclerosis

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Progression independent of relapse activity is a major determinant of long‐term disability in multiple sclerosis, but its immunopathologic basis remains incompletely understood. We investigated whether relapse‐independent progression in radiologically stable relapsing–remitting multiple sclerosis is associated with distinct ...
Antonio Bruno, Matteo Conti, Ettore Dolcetti, Federica Azzolini, Angela Borrelli, Roberta Fantozzi, Mario Stampanoni Bassi, Giovanni Galifi, Giuseppe Maccarrone, Luca Montaguti, Marco Cervigni, Maddalena Dal Pozzo, Roberto Furlan, Annamaria Finardi, Girolama Alessandra Marfia, Marco Salvetti, Antonella Conte, Fabio Buttari, Diego Centonze, Luana Gilio   +19 more
wiley   +1 more source

European Call option pricing by the Adomian decomposition method

, 2014
An option is a security that gives its owner the right to trade in a fixed number of shares of a specified common stock at a fixed price at any time on or before a given date. The act of making this transaction is referred to as exercising the option. The fixed price is termed the strike price, and the given date, the expiration date.
Rodriguez, S., Marin, Freddy, Rodriguez, S., Marin, Freddy   +3 more
openaire   +1 more source

Risk-Neutral Pricing of European Call Options: A Specious Concept

Journal of Mathematical Finance, 2018
Risk-neutral pricing of European call options is investigated from a mathematical point-of-view and is found to be a specious concept1. Risk-neutral pricing of European call options is an approximation in which all terms of order are ignored, where is the risk premium and σ is the volatility.
openaire   +2 more sources

A Study on the Efficiency of the Market for Dutch Long Term Call Options [PDF]

We investigate the efficiency of the market for 5 year call options which are traded on the European Options Exchange in Amsterdam.We study both delta, delta-vega, and delta-gamma neutral arbitrage portfolios.We do not detect any serious inefficiencies ...
Roon, F.A. de, Wei, J., Veld, C.H.
core  

The Price of Precision: A Critical Review of Molecular Diagnostics in Glioma, From Guidelines to Global Disparities

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Gliomas have undergone a profound redefinition over the past decade, transitioning from morphology‐based entities to biologically coherent diseases defined by molecular alterations. The 2021 WHO Classification of Tumors of the Central Nervous System and its 2022 update formalize this shift, establishing integrated diagnosis as the global ...
Maria Guarnaccia, Sebastiano Cavallaro
wiley   +1 more source