Results 41 to 50 of about 1,937,997 (308)
Application of Extended Normal Distribution in Option Price Sensitivities
MathematicsEmpirical evidence indicates that asset returns adhere to an extended normal distribution characterized by excessive kurtosis and non-zero skewness. Consequently, option prices derived from this distribution diverge from those predicted by the Black ...
Gangadhar Nayak +3 more
doaj +1 more source
Singular Perturbations in Option Pricing [PDF]
SIAM Journal on Applied Mathematics, 2003 In an earlier paper [Int. J. Theor. Appl. Finance 3, No. 1, 101--142 (2000; Zbl 1153.91497)] concerning stochastic volatility models (in which the volatility is driven by an additional Brownian motion), the authors have shown that, in the presence of a separation of time scales between the main observerd process and the volatility driving process ...
George Papanicolaou +3 more
openaire +2 more sources
Pediatric Blood &Cancer, EarlyView.ABSTRACT As part of the European Cooperative Study Group for Paediatric Rare Tumours initiative, we developed standard clinical practice guidelines for ovarian sex cord stromal tumors, based on comprehensive national and international cohort analyses, literature review, and a final expert consensus conference.
Dominik T. Schneider +15 more
wiley +1 more source
Options Prices in Incomplete Markets [PDF]
ESAIM: Proceedings and Surveys, 2017 Summary: In this paper, we consider the valuation of an option with time to expiration \(T\) and pay-off function \(g\) which is a convex function (as is a European call option), and constant interest rate \(r = 0\), for a variety of underlying price process models constructed from two independent Poisson processes, and an independent Brownian motion ...
Jacod Jean, Protter Philip
openaire +2 more sources
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Adolescents with high‐risk cancer face complex developmental, psychosocial, and ethical challenges that extend beyond disease‐directed treatment. Although international recommendations exist for communication, psychosocial care, pediatric palliative care, survivorship, and shared decision‐making, these have largely evolved within ...
Johanna M. C. Blom +15 more
wiley +1 more source
Mathematical methods in the problem of an exotic European call option quantile hedging
Известия Томского политехнического университета: Инжиниринг георесурсов, 2019 The urgency of the discussed issue is caused by the need to provide mathematical tools allowing financial market agent to analyze and to forecast the economic processes. At the present time derivatives, including options, demonstrate a success of options
Elena Danilyuk, Svetlana Rozhkova
doaj +2 more sources
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Children with sickle cell anemia (SCA) in low‐income settings are at risk of severe malnutrition, but optimal nutritional management has not been established. We evaluated an intensified ready‐to‐use therapeutic food (RUTF) regimen in children with persistent severe malnutrition after initial treatment and assessed whether early ...
Safiya Gambo +9 more
wiley +1 more source
Numerical Solution of European Put Option for Black-Scholes Model Using Keller Box Method
Jurnal Matematika UNANDIn this study, we propose to determine option pricing by using Black-Scholes model numerically. The Keller box method, a numerical method with a box-shaped implicit scheme, is chosen to solve the problem of pricing stock options, especially European-put ...
Lutfi Mardianto +3 more
doaj +1 more source
Option Contract Pricing Model for Real Option with Right to Sell/Purchase the Project
Экономика: стратегия и практика, 2023 The study in the article aims to improve the methodology for calculating the price of an option agreement. The subject is calculating the price of the option agreement for a real option with the right to sell/purchase. The hypothesis is that using a more
S. A. Filin +4 more
doaj +1 more source
Central Nervous System Tumors Among Infants in Canada: A Report From CYP‐C
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Central nervous system (CNS) tumors in infants are rare, pose unique clinical challenges, and lack large‐scale evidence‐based data to guide management. This study seeks to describe CNS tumors in Canadian infants and to compare their outcomes with those of older children.
Samuel Sassine +17 more
wiley +1 more source