Results 21 to 30 of about 4,384,562 (254)

Adaptive algorithm for solution of early exercise boundary problem of American put option implemented in Mathematica

MATEC Web of Conferences, 2017
The paper is focused on American option pricing problem. Assuming non-dividend paying American put option leads to two disjunctive regions, a continuation one and a stopping one, which are separated by an early exercise boundary.
Lukáš Ladislav
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Intercomparison of aerosol extinction profiles retrieved from MAX-DOAS measurements [PDF]

Atmospheric Measurement Techniques, 2016
A first direct intercomparison of aerosol vertical profiles from Multi-Axis Differential Optical Absorption Spectroscopy (MAX-DOAS) observations, performed during the Cabauw Intercomparison Campaign of Nitrogen Dioxide measuring Instruments (CINDI) in ...
U. Frieß, H. Klein Baltink, S. Beirle, K. Clémer, F. Hendrick, B. Henzing, H. Irie, G. de Leeuw, A. Li, M. M. Moerman, M. van Roozendael, R. Shaiganfar, T. Wagner, Y. Wang, P. Xie, S. Yilmaz, P. Zieger   +16 more
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NO₂ vertical profiles and column densities from MAX-DOAS measurements in Mexico City [PDF]

Atmospheric Measurement Techniques, 2019
We present a new numerical code, Mexican MAX-DOAS Fit (MMF), developed to retrieve profiles of different trace gases from the network of MAX-DOAS instruments operated in Mexico City. MMF uses differential slant column densities (dSCDs) retrieved with the
M. M. Friedrich, M. M. Friedrich, C. Rivera, C. Rivera, W. Stremme, Z. Ojeda, J. Arellano, A. Bezanilla, J. A. García-Reynoso, M. Grutter   +9 more
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American option pricing with stochastic volatility processes

Journal of Hebei University of Science and Technology, 2017
In order to solve the problem of option pricing more perfectly, the option pricing problem with Heston stochastic volatility model is considered. The optimal implementation boundary of American option and the conditions for its early execution are ...
Ping LI, Jianhui LI
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Valuation of Real Options in Crude Oil Production

Energies, 2017
Oil producers are going through a hard period. They have a number of real options at their disposal. This paper addresses the valuation of two of them: the option to delay investment and the option to abandon a producing field. A prerequisite for this is
Luis Mª Abadie, José M. Chamorro
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Transient growth in the flow past a three-dimensional smooth roughness element [PDF]

, 2013
This work provides a global optimization analysis, looking for perturbations inducing the largest energy growth at a finite time in a boundary-layer flow in the presence of smooth three-dimensional roughness elements.
DE TULLIO, Marco, PASCAZIO, Giuseppe, DE PALMA, Pietro, CHERUBINI, Stefania, DE TULLIO, Marco Donato   +4 more
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Energy-optimal steering of transitions through a fractal basin boundary. [PDF]

, 2004
We study fluctuational transitions in a discrete dy- namical system having two co-existing attractors in phase space, separated by a fractal basin boundary. It is shown that transitions occur via a unique ac- cessible point on the boundary.
Luchinsky, D. G., Silchenko, A. N., McClintock, Peter V. E., Beri, S.   +3 more
core   +4 more sources

American put options with regime-switching volatility [PDF]

Seonmul yeongu
We present an approach for pricing American put options with a regime-switching volatility. Our method reveals that the option price can be expressed as the sum of two components: the price of a European put option and the premium associated with the ...
Bong-Gyu Jang, Hyeng Keun Koo
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Hierarchical confirmatory factor analysis of the flow state scale in exercise [PDF]

, 2000
In this study, we examined the factor structure and internal consistency of the Flow State Scale using responses of exercise participants.This self-report questionnaire consists of nine subscales designed to assess flow in sport and physical activity. It
Terry, PC, Terry, Peter C., Karageorghis, Costas I., Vlachopoulos, SP, Vlachopoulos, Symeon P., Karageorghis, CI   +5 more
core   +1 more source

American options under tempered space-fractional diffusion: Riesz scaling, risk-neutral pricing, and exercise boundary analysis

Frontiers in Applied Mathematics and Statistics
Pure stable log-price models with stability index γ < 2 have no finite positive exponential moment and therefore cannot be used directly as risk-neutral exponential stock models.
Edson Pindza, Bienvenue Feugang Nteumagné, Eben Maré   +2 more
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