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On the options for the European cardiologist in the enlarging European Community.
Schweizerische medizinische Wochenschrift, 1993In conclusion, European integration in 1992 will mean several things for the European cardiologist, the most important of which are the following: 1. The E.S.C. will and must be able to exert more influence than ever before on the legislative and executive processes in Brussels, now and in 1993, and therefore collectively in the partner countries.
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European Options in BS Markets
2013In the last chapters, we explained various methods to solve partial differential equations. These methods are now applied to obtain the price of a European option. We assume that the stock price follows a geometric Brownian motion and show that the option price satisfies a parabolic PDE.
Norbert Hilber +3 more
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Regime Switching and European Options
2007The original publication is available at www.springerlink.com ; We consider a Black-Scholes market in which the underlying economy, as modelled by the parameters and volatility of the processes, switches between a finite number of states. The switching is modelled by a hidden Markov chain.
Buffington, J., Elliott, R.
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European Options in Continuous Time
1999In this chapter we develop a continuous time theory which is the analogue of that in Chapters 1 to 3. The simple model consists of a riskless bond and a risky asset, which can be thought of as a stock. The dynamics of our model are described in Section 7.1.
Robert J. Elliott, P. Ekkehard Kopp
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On reselling of European option
2009On Black and Scholes market investor buys a European call option. At each moment of time till the maturity, he is allowed to resell the option for the quoted market price. A model is proposed, under which there is no arbitrage possibility. It is shown that the optimal reselling problem is equivalent to constructing nonrandom two dimensional stopping ...
Kukush, A.G. +2 more
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2020
In this chapter we first give a brief account of stochastic differential equations governing risky asset/stock dynamics and Ito lemma to be used for deducing the mathematical model of pricing European options on one asset. We then derive the Black–Scholes (BS) equation using the ideal of \(\varDelta \)-hedging and It\(\hat{\mathrm {o}}\)’s lemma.
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In this chapter we first give a brief account of stochastic differential equations governing risky asset/stock dynamics and Ito lemma to be used for deducing the mathematical model of pricing European options on one asset. We then derive the Black–Scholes (BS) equation using the ideal of \(\varDelta \)-hedging and It\(\hat{\mathrm {o}}\)’s lemma.
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Global crisis—European options
World Futures, 1989Abstract The current decline of superpower hegemony, which is seen as a crucial component in the so‐called global crisis, makes it pertinent again to raise the issue of regionalization as a possible path towards a more stable world order. This process contains two dimensions: hegemonic decline creating a room‐for‐maneuver for various world regions, and
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Convergence of trinomial formula for European option pricing
Communications in Statistics - Theory and Methods, 2022Kritsana Neammanee
exaly
Research on European Option and Compound Option Pricing
Journal of Convergence Information Technology, 2012Congcong Xu -, Haiying Li -
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