Results 51 to 60 of about 30,833 (292)
Valuation of Exchange Option with Credit Risk in a Hybrid Model
Mathematics, 2020 In this paper, the valuation of the exchange option with credit risk under a hybrid credit risk model is investigated. In order to build the hybrid model, we consider both the reduced-form model and the structural model.
Geonwoo Kim
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Advanced Engineering Materials, EarlyView.Hydrostatic bearings excel in high‐precision applications, but their performance hinges on a continuous external supply. This study evaluates various material combinations for sliding surfaces to mitigate damage during supply failures or misalignment and to discover the most effective materials identified for enhancing the reliability and efficiency of
Michal Michalec +6 more
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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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Option prices with call prices [PDF]
, 2012 There exist several methods how more general options can be priced with call prices. In this article, we extend these results to cover a wider class of options and market models. In particular, we introduce a new pricing formula which can be used to price more general options if prices for call options and digital options are known for every strike ...
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Advanced Engineering Materials, EarlyView.This review explores wafer bonding technologies, covering wafer preparation, activation methods, and bonding mechanisms. It compares direct and indirect bonding, highlights recent advancements and future trends, and examines applications in 3D integration and packaging.
Abdul Ahad Khan +5 more
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Multi-assets Asian rainbow options pricing with stochastic interest rates obeying the Vasicek model
AIMS Mathematics, 2023 Asian rainbow options provide investors with a new option solution as an effective tool for asset allocation and risk management. In this paper, we address the pricing problem of Asian rainbow options with stochastic interest rates that obey the Vasicek ...
Yao Fu, Sisi Zhou, Xin Li, Feng Rao
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, 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
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The Econometrics of Option Pricing [PDF]
SSRN Electronic Journal, 2003 Publisher Summary The stochastic discount factor methodology is the central tool in finance to price assets and provides a natural framework to integrate contributions in discrete and continuous time. Because most models are written in continuous time in option pricing, one has established the link between these models and the discrete time ...
Eric Ghysels, René Garcia, Eric Renault
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A Novel Simplified Approach to Physically Simulate Wire‐Arc Directed Energy Deposition Conditions
Advanced Engineering Materials, EarlyView.Scarcity of specialized titanium alloy wires and high experimental wire production costs impedes wire‐arc directed energy deposition (waDED) adoption in industry. A novel, wireless approach is introduced to accelerate and economize titanium alloy development.
Martin Klein +4 more
wiley +1 more source
Lecturas de Economía, 2004 El método Monte Carlo se aplica a varios casos de valoración de opciones financieras. El método genera una buena aproximación al comparar su precisión con la de otros métodos numéricos.
Cecilia Maya
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