Results 251 to 260 of about 63,195 (264)

Levy Process and Option Pricing

SSRN Electronic Journal, 2016
openaire   +1 more source

Levy process for jump diffusion model

In this project, we study some properties of the Lévy process for a jump diffusion model and apply them to a problem in financial mathematics. We formulate the call option price in the situation where the underlying asset (share price) has higher than normal volatility and is considered on the basis of the Black-Scholes model.
openaire   +1 more source

State-space Levy solution for size-dependent static, free vibration and buckling behaviours of functionally graded sandwich plates

Composites Part B: Engineering, 2018
Luan C Trinh, Huu Thai, Trung-Kien Nguyen   +2 more
exaly  

Canonical exact solutions for Levy-plates on two-parameter foundation using Green's functions

Engineering Structures, 2000
C M Wang
exaly  

A novel particle swarm optimization algorithm with Levy flight

Applied Soft Computing Journal, 2014
exaly  

Hubble Space Telescope Observations of Comet P/Shoemaker-Levy 9 (1993e)

Science, 1994
exaly  

Levy-type solution for bending of single-layered graphene sheets in thermal environment using the two-variable plate theory

International Journal of Mechanical Sciences, 2015
Mohammed Sobhy
exaly  

Disintegration Phenomena Expected During Collision of Comet Shoemaker-Levy 9 with Jupiter

Science, 1993
exaly  

Levy solutions for vibration of multi-span rectangular plates

International Journal of Mechanical Sciences, 2002
Yang Xiang
exaly  

Australian Medicare levy rise proposed

Lancet, The, 1994
exaly