59 search results - page 1 / 12 » Linear options |
AMC
2008
13 years 4 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
ATAL
2010
Springer
13 years 5 months ago
2010
Springer
Learning, planning, and representing knowledge in large state t multiple levels of temporal abstraction are key, long-standing challenges for building flexible autonomous agents. ...
CATS
2007
13 years 6 months ago
2007
Financial derivatives are contracts concerning rights and obligations to engage in future transactions on some underlying financial instrument. A major concern in financial mark...
AAIM
2007
Springer
13 years 11 months ago
2007
Springer
Abstract. Pricing arithmetic average options continues to intrigue researchers in the field of financial engineering. Since there is no analytical solution for this problem until...
SIAMSC
2008
13 years 4 months ago
2008
Here we develop an option pricing method for European options based on the Fourier-cosine series, and call it the COS method. The key insight is in the close relation of the charac...