Results 221 to 230 of about 14,774 (265)
Pricing models for diagnostic AI based on qualitative insights from healthcare decision makers. [PDF]
NPJ Digit MedKirchhoff J +3 more
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Closing the Gap Between Evidence and Action: Lessons From a Dramatic Increase in Access to Alcohol. [PDF]
Drug Alcohol RevGiesbrecht N, Farkouh EK.
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Two-period e-commerce platforms operation strategies considering the difference in product quality perception. [PDF]
PLoS OneXie B, Guo Q, Cheng Y, Niu M.
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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
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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
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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.
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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.
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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.
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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
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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
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European Journal of Operational Research, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chaithanya Bandi, Dimitris Bertsimas
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chaithanya Bandi, Dimitris Bertsimas
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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
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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
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CONVERGENCE SPEED OF GARCH OPTION PRICE TO DIFFUSION OPTION PRICE
International Journal of Theoretical and Applied Finance, 2009It is well known that as the time interval between two consecutive observations shrinks to zero, a properly constructed GARCH model will weakly converge to a bivariate diffusion. Naturally the European option price under the GARCH model will also converge to its bivariate diffusion counterpart.
Duan, J.-C., Wang, Y., Zou, J.
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