Results 291 to 300 of about 5,112,411 (324)
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The Journal of Derivatives, 2016
We document the outcome of an options decimalization pilot on Canada’s derivatives exchange. Decimalization improves measures of liquidity and price efficiency. The impact differs by the moneyness of an option and is greatest for out-of-the-money options.
Chin, Faith, Garriott, Corey
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We document the outcome of an options decimalization pilot on Canada’s derivatives exchange. Decimalization improves measures of liquidity and price efficiency. The impact differs by the moneyness of an option and is greatest for out-of-the-money options.
Chin, Faith, Garriott, Corey
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Wastewaters often contain an array of economically valuable elements, including elements considered critical raw materials and elements for fertilizer production. Plant-based treatment approaches in constructed wetlands, open ponds, or hydroponic systems represent an eco-friendly and economical way to remove potentially toxic metal(loid)s from ...
Alla, Samarska, Oliver, Wiche
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Alla, Samarska, Oliver, Wiche
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The Journal of Arthroplasty, 2003
Cemented acetabular options have failed anywhere between 10% and 23% over the years and have not improved with increasing cement technology. Cementless technology, however, has basically stopped the problems of prosthesis loosening; however, wear has become a major concern.
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Cemented acetabular options have failed anywhere between 10% and 23% over the years and have not improved with increasing cement technology. Cementless technology, however, has basically stopped the problems of prosthesis loosening; however, wear has become a major concern.
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Theory of Probability & Its Applications, 1995
An option of the American type with the payment function \[ f_t= e^{- \lambda t} \Biggl[ \int^t_0 S_u du+ s\psi_0\Biggr] \] (where \(\lambda> 0\), \(\psi_0\geq 0\) are constants, \(s= S_0\)) is considered in a diffusion model of a BS-market consisting of two assets: a riskless bank account \(B= (B_t)_{t\geq 0}\), and a stock \(S= (S_t)_{t\geq 0 ...
Kramkov, D. O., Mordecki, E.
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An option of the American type with the payment function \[ f_t= e^{- \lambda t} \Biggl[ \int^t_0 S_u du+ s\psi_0\Biggr] \] (where \(\lambda> 0\), \(\psi_0\geq 0\) are constants, \(s= S_0\)) is considered in a diffusion model of a BS-market consisting of two assets: a riskless bank account \(B= (B_t)_{t\geq 0}\), and a stock \(S= (S_t)_{t\geq 0 ...
Kramkov, D. O., Mordecki, E.
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Parallel option pricing on GPU: barrier options and realized variance options
The Journal of Supercomputing, 2012This paper shows two examples of how the analysis of option pricing problems can lead to computational methods efficiently implemented in parallel. These computational methods outperform “general purpose” methods (i.e., for example, Monte Carlo, finite differences methods).
Lorella Fatone +4 more
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Mathematical Finance, 1999
Motivated by risk management problems with barrier options, we propose a flexible modification of the standard knock‐out and knock‐in provisions and introduce a family of path‐dependent options: step options. They are parametrized by a finite knock‐out (knock‐in) rate, ρ.
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Motivated by risk management problems with barrier options, we propose a flexible modification of the standard knock‐out and knock‐in provisions and introduce a family of path‐dependent options: step options. They are parametrized by a finite knock‐out (knock‐in) rate, ρ.
openaire +1 more source
Nursing Management, 2011
Practitioners at all levels can plan their future career options through the NHS Nursing Career Framework interactive tool. The tool builds on the pathway-based framework set out in the post-registration career framework for nurses. Career pathways are outlined under each branch and the specialties within the branches, and cover topics including ...
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Practitioners at all levels can plan their future career options through the NHS Nursing Career Framework interactive tool. The tool builds on the pathway-based framework set out in the post-registration career framework for nurses. Career pathways are outlined under each branch and the specialties within the branches, and cover topics including ...
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Energy Policy, 1990
This paper examines the status of and prospects for renewable energy technologies. Wind energy is taken as an example of the negative myths which impede renewable energy developments. The paper then emphasises the great diversity in renewables: different technologies are at very different stages of development, and are suited to different countries ...
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This paper examines the status of and prospects for renewable energy technologies. Wind energy is taken as an example of the negative myths which impede renewable energy developments. The paper then emphasises the great diversity in renewables: different technologies are at very different stages of development, and are suited to different countries ...
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Asian Options versus Vanilla Options
SSRN Electronic Journal, 2007While it is commonly believed that an Asian option is always cheaper than its plain vanilla European counterpart, this paper shows that this notion is false. By deriving the lower bounds on Asian option prices as volatility goes to zero and comparing them to the lower bounds of vanilla European option prices, it can be proved that this notion may be ...
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