理学 >>> 数学 信息科学与系统科学 物理学 化学 天文学 地球科学总论 大气科学 地球物理学 地理学 地质学 水文学 海洋科学 生物学 科学技术史
搜索结果: 1-15 共查到理学 Options相关记录24条 . 查询时间(0.269 秒)
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...
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 ...
CAREER PROFILES—Options and Insights     Options  Insights       2015/7/14
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...
CAREER PROFILES—Options and Insights     Options  Insights       2015/7/8
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...
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 ...
Finite di erence or nite element approximations of the value function of an American option usually result in discrete linear complementarity problems (LCP).
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...
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...
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 ...
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...
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...
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...
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...

中国研究生教育排行榜-

正在加载...

中国学术期刊排行榜-

正在加载...

世界大学科研机构排行榜-

正在加载...

中国大学排行榜-

正在加载...

人 物-

正在加载...

课 件-

正在加载...

视听资料-

正在加载...

研招资料 -

正在加载...

知识要闻-

正在加载...

国际动态-

正在加载...

会议中心-

正在加载...

学术指南-

正在加载...

学术站点-

正在加载...