Results 71 to 80 of about 30,833 (292)
Renewal Equations for Option Pricing [PDF]
SSRN Electronic Journal, 2007 19 pages, 5 figures, svjour (epj); Enlarged and revised version, two new figures in a new subsection, and a new appendix ...
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A Reduced Basis for Option Pricing [PDF]
SSRN Electronic Journal, 2010 We introduce a reduced basis method for the efficient numerical solution of partial integro-differential equations which arise in option pricing theory. Our method uses a basis of functions constructed from a sequence of Black-Scholes solutions with different volatilities.
Rama Cont +2 more
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Advanced Functional Materials, EarlyView.By turning off hydrogen bonds by bulky ethyl cinnamate ester derivatization, softwood kraft lignin can flow under elevated temperatures, providing tough fiber in the melt for high take‐up speed. Subsequently, lignin ethyl cinnamate derivatives are readily stabilized with only dilute nitric acid leading to direct carbonized fiber with outstanding ...
Qi Hua +8 more
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Option pricing by mathematical programming† [PDF]
Optimization, 2008 Financial options typically incorporate times of exercise. Alternatively, they embody set-up costs or indivisibilities. Such features lead to planning problems with integer decision variables. Provided the sample space be finite, it is shown here that integrality constraints can often be relaxed.
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Advanced Functional Materials, EarlyView.Persistent secondary phases govern the performance of many thermoelectric materials, particularly of high performance MgAgSb. In this study advanced microstructural characterization for unequivocal phase identification combined with transport modeling and statistical analysis enabled the quantification of each phase's impact, revealing the most ...
Amandine Duparchy +3 more
wiley +1 more source
Option pricing mechanisms driven by backward stochastic differential equations
Financial InnovationThis study investigates an option pricing method called g-pricing based on backward stochastic differential equations combined with deep learning.
Yufeng Shi, Bin Teng, Sicong Wang
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On a Generalized Squared Gaussian Diffusion Model for Option Valuation
MATEC Web of Conferences, 2017 In financial mathematics, option pricing models are vital tools whose usefulness cannot be overemphasized. Modern approaches and modelling of financial derivatives are therefore required in option pricing and valuation settings.
Edeki S.O., Ugbebor O.O.
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Advanced Functional Materials, EarlyView.This comprehensive review explores therapeutic titanium implants designed to enhance integration and provide superior antibacterial efficacy. It is focused on anodized titanium implants with titania nanotubes (TNTs) loaded with nanoparticles (NPs) for local therapeutic release, enhancing bioactivity and bactericidal functions.
Divya Chopra +5 more
wiley +1 more source
Valuation of European Style Compound Option Written on European Style Currency and Power Options
International Journal of Analysis and Applications, 2020 The aim of the paper is paper is twofold. Firstly, we will derive an explicit closed formula for pricing the compound call option contingent upon a currency call option.
Javed Hussain
doaj
Comparing Two Different Option Pricing Methods
Risks, 2020 Motivated by new financial markets where there is no canonical choice of a risk-neutral measure, we compared two different methods for pricing options: calibration with an entropic penalty term and valuation by the Esscher measure.
Alessandro Bondi +2 more
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