25 search results - page 5 / 5 » American Parisian options |
HPCS
2005
IEEE
13 years 11 months ago
2005
IEEE
— With the principal goal of developing an alternative, relatively simple and tractable pricing framework for accurately reproducing a market implied volatility surface, this pap...
IJPP
2010
13 years 4 months ago
2010
Abstract. We show how computations such as those involved in American or European-style option price valuations with the explicit finite difference method can be performed in par...
Lecture Notes
This is a long lecture note about Financial Stochastic. It covers several topics such as Martingale Representation, Finite Economies, Black-Scholes Models, American Options, Paymen...
WSC
2004
13 years 7 months ago
2004
Mortgage-Backed-Securities (MBS), as the largest investment class of fixed income securities, have always been hard to price. Because of the following reasons, normal numerical me...
LREC
2010
13 years 7 months ago
2010
We describe a web application called "ANC2Go" that enables the user to select data from the Open American National Corpus (OANC) and the Manually Annotated Sub-corpus (M...