181 search results - page 2 / 37 » Extending DTGOLOG with Options |
AMC
2008
13 years 5 months ago
2008
This paper extends the model proposed by Papahristodoulou [C. Papahristodoulou, Option strategies with linear programming, European Journal of Operational Research 157 (2004) 246
IAT
2008
IEEE
13 years 12 months ago
2008
IEEE
To create a robot with a mind of its own, we extended a formalized version of a model that explains affect-driven interaction with mechanisms for goaldirected behavior. We ran sim...
FS
2006
13 years 5 months ago
2006
Using the solution of the one-sided exit problem, a procedure to price Parisian barrier options in a jump-diffusion model with two-sided exponential jumps is developed. By extendin...
EVOW
2008
Springer
13 years 7 months ago
2008
Springer
The Bacterial Foraging Optimization (BFO) algorithm is a biologically inspired computation technique which is based on mimicking the foraging behavior of E.coli bacteria. This pape...
WSC
2004
13 years 6 months ago
2004
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...