Results 21 to 30 of about 4,327,344 (283)
Estimasi Harga Multi-State European Call Option Menggunakan Model Binomial
Cauchy: Jurnal Matematika Murni dan Aplikasi, 2011 Option merupakan kontrak yang memberikan hak kepada pemiliknya untuk membeli (call option) atau menjual (put option) sejumlah aset dasar tertentu (underlying asset) dengan harga tertentu (strike price) dalam jangka waktu tertentu (sebelum atau saat ...
Mila Kurniawaty, Endah Rokhmati +1 more
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Continuous-Spectrum Infrared Illuminator for Camera-PPG in Darkness
Sensors, 2020 Many camera-based remote photoplethysmography (PPG) applications require sensing in near infrared (NIR). The performance of PPG systems benefits from multi-wavelength processing. The illumination source in such system is explored in this paper.
Wenjin Wang +2 more
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A local radial basis function method for high-dimensional american option pricing problems
Mathematical Modelling and Analysis, 2018 In this work, we apply the local Wendland radial basis function (RBF) for solving the time-dependent multi dimensional option pricing nonlinear PDEs. Firstly, cross derivative terms of the PDE are removed with a change of spatial variables based in LDLT ...
Rafael Company +3 more
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Complexity, 2022 One of the most important innovations brought by digitization is the cryptocurrency, also called virtual or digital currency, which has been discussed in recent years and in particular is a new platform for investors.
Salma Khan +5 more
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Mathematics, 2021 To determine the connection among any amounts of attributes, the Hamy mean (HM) operator is one of the more broad, flexible, and dominant principles used to operate problematic and inconsistent information in actual life dilemmas.
Harish Garg +3 more
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Computational methods for predicting the outcome of thoracic transplantation
Journal of Big Data, 2022 Cardiac disease and the death rates due to coronary heart failure and cardiomyopathy are increasing. Thoracic transplantation is now a widely accepted therapeutic option for end-stage cardiac failure.
C. G. Raji, A. K. Safna
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Learning Parameter Dependence for Fourier-Based Option Pricing with Tensor Trains
MathematicsA long-standing issue in mathematical finance is the speed-up of option pricing, especially for multi-asset options. A recent study has proposed to use tensor train learning algorithms to speed up Fourier transform (FT)-based option pricing, utilizing ...
Rihito Sakurai +2 more
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Spreadsheets in Education, 2014 The economic valuation of complex financial contracts is often done using Monte-Carlo simulation. We show how to implement this approach using Excel. We discuss Monte-Carlo evaluation for standard single asset European options and then demonstrate how ...
Timothy J Kyng, Otto Konstandatos
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The Optimality of Multi-stage Venture Capital Financing: An Option-Theoretic Approach
The Journal of Entrepreneurial Finance, 2004 For venture capital firms, facing undiversifiable risks, multi-staged financing is an optimal contract which offers significant risk reduction at a cost of only slightly lower potential return.
Robert Dubil
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Optimal Design of Multi-Asset Options
RisksThe combination of stochastic derivative pricing models and downside risk measures often leads to the paradox (risk, return) = (−infinity, +infinity) in a portfolio choice problem. The construction of a portfolio of derivatives with high expected returns and very negative downside risk (henceforth “golden strategy”) has only been studied if all the ...
Alejandro Balbás +2 more
openaire +5 more sources