Results 261 to 270 of about 1,937,997 (308)
Economic evaluation of the second-line regimen of liposome irinotecan (II) combined with 5-FU/LV versus placebo combined with 5-FU/LV for locally advanced or metastatic pancreatic ductal adenocarcinoma in China. [PDF]
PLoS OneHuang J +5 more
europepmc +1 more source
Cross-cultural validation and psychometric evaluation of the revised emancipated decision-making scale in Portuguese pregnant women. [PDF]
PEC InnovLopes MI +4 more
europepmc +1 more source
HIV self-testing and the global diagnostic gap: Addressing a decade of missed opportunity. [PDF]
PLoS MedGranich R +3 more
europepmc +1 more source
Some of the next articles are maybe not open access.
Related searches:
Related searches:
2010 IEEE 12th International Conference on High Performance Computing and Communications (HPCC), 2010
In recent years, Graphics Processing Units (GPUs) have been opened to general purpose programming. As a result, researchers and developers have access to the massively parallel GPU architecture for applications beyond that of graphics rendering and gaming.
Steven Solomon +2 more
openaire +2 more sources
In recent years, Graphics Processing Units (GPUs) have been opened to general purpose programming. As a result, researchers and developers have access to the massively parallel GPU architecture for applications beyond that of graphics rendering and gaming.
Steven Solomon +2 more
openaire +2 more sources
Theory of Probability & Its Applications, 1995
We describe various models, which can be approximated by binomial models of a market of securities [\textit{J. C. Cox}, \textit{S. A. Ross} and \textit{M. Rubinstein}, J. Financ. Econ. 7, No. 3, 229--263 (1979; Zbl 1131.91333)] and introduce the corresponding approximation formulas for the value of options.
Rachev, S. T., Rüschendorf, L.
openaire +2 more sources
We describe various models, which can be approximated by binomial models of a market of securities [\textit{J. C. Cox}, \textit{S. A. Ross} and \textit{M. Rubinstein}, J. Financ. Econ. 7, No. 3, 229--263 (1979; Zbl 1131.91333)] and introduce the corresponding approximation formulas for the value of options.
Rachev, S. T., Rüschendorf, L.
openaire +2 more sources
1996
Abstract The first section of this chapter discusses the basic features of option contracts, with special reference to stock options, including the way in which the contractual elements of an option (such as the maturity or exercise price) have been standardized to facilitate trading.
Hendrik S. Houthakker +1 more
openaire +1 more source
Abstract The first section of this chapter discusses the basic features of option contracts, with special reference to stock options, including the way in which the contractual elements of an option (such as the maturity or exercise price) have been standardized to facilitate trading.
Hendrik S. Houthakker +1 more
openaire +1 more source
European Journal of Operational Research, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chaithanya Bandi, Dimitris Bertsimas
openaire +2 more sources
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chaithanya Bandi, Dimitris Bertsimas
openaire +2 more sources
Multifactor option pricing: pricing bounds and option relations
International Journal of Applied Decision Sciences, 2010Multifactor models are popular in industry and research but suffer from unstable weightings (similar to the problem encountered in multiple regressions). Consequently this poses an option pricing problem as prices can change significantly depending on these unstable weightings.
openaire +1 more source
Pricing average options on commodities [PDF]
Journal of Futures Markets, 2010 This paper proposes a new approximation formula for average options on commodities under stochastic volatility environment. In particular, it derives a formula under two stochastic volatility models such as Heston and λ-SABR models including the SABR model as a special case by using an asymptotic expansion method.To our knowledge, this paper is the ...
Kenichiro Shiraya, Akihiko Takahashi
openaire +2 more sources
The Journal of Finance, 1985
ABSTRACTThe purpose of this article is to compare the Perrakis and Ryan bounds of option prices in a single‐period model with option bounds derived using linear programming. It is shown that the upper bounds are identical but that the lower bounds are different. A comparison of these bounds, together with Merton's bounds and the Black‐Scholes prices in
openaire +1 more source
ABSTRACTThe purpose of this article is to compare the Perrakis and Ryan bounds of option prices in a single‐period model with option bounds derived using linear programming. It is shown that the upper bounds are identical but that the lower bounds are different. A comparison of these bounds, together with Merton's bounds and the Black‐Scholes prices in
openaire +1 more source