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Nanorobotic system presents new options for targeting fungal infections（图）
Dental Medicine Bioengineering Robotics Research
2023/6/27
Infections caused by fungi, such as Candida albicans, pose a significant global health risk due to their resistance to existing treatments, so much so that the World Health Organization has highlighte...
Closed-form expansions of discretely monitored asian options in diffusion models
discretely monitored Asian options the CEV model the CIR process the Black-Scholes model the Brennan and Schwartz process small-time expansion
2016/1/20
In this paper we propose a closed-form asymptotic expansion approach to pricing discretely monitored Asian options in general one-dimensional diffusion models. Our expansion is a small-time expansion ...
After my earning my bachelor’s degree, I
went directly to industry. I spent 10 years
in two different instrument companies
(ophthalmic instruments and solid-state
lasers) before returning to a...
Permission is granted to copy this article for use in teaching and research. Republication,
systematic reproduction, or collective redistribution of any portion of this article by photocopy
machin...
Aristotle’s rewinding spheres:Three options and their difficulties
Aristotle’s rewinding spheres Three options their difficulties
2015/3/26
Aristotle’s rewinding spheres:Three options and their difficulties.
Family Health Options Kenya: Model of Care for Integration of HIV and AIDS Services within a Sexual and Reproductive Health Care Setting
HIV and AIDS Women's health HIV
2014/3/28
Read about how people living with HIV in urban slums in Kenya are benefiting from life-saving treatment provided by the Kenyan Member Association, Family Health Options Kenya (FHOK), and how many are ...
On the Use of Policy Iteration as an Easy Way of Pricing American Options
American Option Linear Complementarity Problem
2011/3/4
Finite di erence or nite element approximations of the value function of an American option usually result in discrete linear complementarity problems (LCP).
Continuity correction for barrier options in jump-diffusion models
Barrier option Bessel process Continuity correction Exponential L´ evy model
2011/2/22
The aim of this paper is to study the continuity correction for barrier options in jump-diffusion models. For this purpose, we express the pay-off of a barrier option in terms of the maximum of the un...
Pricing of barrier options by marginal functional quantization
barrier options marginal functional quantization
2011/3/2
This paper is devoted to the pricing of Barrier options by optimal quadratic quantization
method. From a known useful representation of the premium of barrier options one deduces an
algorithm simila...
On backward stochastic differential equations approach to valuation of American options
Backward stochastic differential equation Obstacle problem American option
2011/2/24
We consider the problem of valuation of American (call and put) options written on a dividend paying stock governed by the geometric Brownian motion. We show that the value function has two different ...
Data Sharing Options for Scientific Workflows on Amazon EC2
Data Sharing Options Scientific Workflows
2011/1/10
Efficient data management is a key component in achieving good performance for scientific workflows in distributed environments. Workflow applications typically communicate data between tasks using fi...
The Hartman-Watson Distribution revisited: Asymptotics for Pricing Asian Options
The Hartman-Watson Pricing Asian Options
2010/11/24
Barrieu, Rouault, and Yor [J. Appl. Probab. 41 (2004)] determined asymptotics for the logarithm of the distribution function of the Hartman-Watson distribution. We determine the asymptotics of the de...
Options to accelerate ozone recovery: ozone and climate benefits
ozone recovery ozone and climate benefits
2010/8/25
Hypothetical reductions in future emissions of ozone-depleting substances (ODSs) and N2O are evaluated in terms of effects on equivalent effective stratospheric chlorine (EESC), globally-averaged tota...
CAREER PROFILE—Options and Insights
Marine geology lamont-doherty earth observatory new generation evolution geophysics deep sea
2015/7/7
I received my PhD in marine geology from the Lamont-Doherty Earth Observatory of Columbia University in 1984. I studied the Cenozoic evolution of the New Jersey continental slope using high-resolution...
We consider the pricing of derivatives written on the discrete realized variance of an underlying security. In the literature, the realized variance is usually approximated by its continuous-time limi...