Results 31 to 40 of about 326,715 (285)
Model Calibration in Option Pricing
Sultan Qaboos University Journal for Science, 2012 We consider calibration problems for models of pricing derivatives which occur in mathematical finance. We discuss various approaches such as using stochastic differential equations or partial differential equations for the modeling process.
Andre Loerx, Ekkehard W. Sachs
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Option Pricing Formulas in a New Uncertain Mean-Reverting Stock Model with Floating Interest Rate
Discrete Dynamics in Nature and Society, 2020 Options play a very important role in the financial market, and option pricing has become one of the focus issues discussed by the scholars. This paper proposes a new uncertain mean-reverting stock model with floating interest rate, where the interest ...
Zhaopeng Liu
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Power Option Pricing Based on Time-Fractional Model and Triangular Interval Type-2 Fuzzy Numbers
Complexity, 2022 The problem of generalizing the power option-pricing model to incorporate more empirical features becomes an urgent and necessary event. A new power option pricing method is designed for the financial market uncertainty that simultaneously involves ...
Tong Wang, Pingping Zhao, Aimin Song
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Price discovery in the cryptocurrency option market: A univariate GARCH approach
Cogent Economics & Finance, 2020 In this paper, two univariate generalised autoregressive conditional heteroskedasticity (GARCH) option pricing models are applied to Bitcoin and the Cryptocurrency Index (CRIX).
Pierre J. Venter +2 more
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Index Option Pricing via Nonparametric Regression
Econometric Research in Finance, 2022 Investors typically use the Black-Scholes (B-S) parametric model to value financial options. However, there is extensive empirical evidence that the B-S model, assuming constant volatility of stock returns, is far from adequate to price options.
Ka Po Kung
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FEBS Open Bio, EarlyView.Enzymes of the 2‐hydroxyacyl‐CoA lyase group catalyze the condensation of formyl‐CoA with aldehydes or ketones. Thus, by structural adaptation of active sites, practically any pharmaceutically and industrially important 2‐hydroxyacid could be biotechnologically synthesized. Combining crystal structure analysis, active site mutations and kinetic assays,
Michael Zahn +4 more
wiley +1 more source
, 2017 In Sect 7.1, we review several methods for option pricing in research. Specifically, in Sect 7.1.5, we review Neural Net Methods for options pricing; the strengths and weaknesses of each of the applied methods is discussed.
Mostafa, F, Dillon, T, Chang, E
openaire +3 more sources
Dementia Incidence in Individuals With Parkinson's Disease in the Framingham Heart Study
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Limited information exists on incident dementia in individuals with Parkinson's disease (PD) in US community‐based samples. We examined cognitive statuses and PD diagnoses of 183 individuals in the Framingham Heart Study (FHS) to establish incident dementia, mortality rates, associations with sex, age at PD onset, and education level.
Joshi Dookhy +11 more
wiley +1 more source
Interval Pricing Study of Deposit Insurance in China
Discrete Dynamics in Nature and Society, 2020 This paper first proposes a European option pricing method for deposit insurance based on triangular intuitionistic fuzzy numbers. In the proposed method, we take into account the randomness and fuzziness of bank asset value simultaneously, and hence ...
Sulin Wu +3 more
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Fractional constant elasticity of variance model
, 2006 This paper develops a European option pricing formula for fractional market models. Although there exist option pricing results for a fractional Black-Scholes model, they are established without accounting for stochastic volatility.
Chan, Ngai Hang, Ng, Chi Tim
core +2 more sources