40 search results - page 8 / 8 » Option Pricing for Weighted Average of Asset Prices |
MOR
2007
13 years 4 months ago
2007
Adaptive Monte Carlo methods are simulation efficiency improvement techniques designed to adaptively tune simulation estimators. Most of the work on adaptive Monte Carlo methods h...
JC
2006
13 years 5 months ago
2006
We study the problem of multivariate integration on the unit cube for unbounded integrands. Our study is motivated by problems in statistics and mathematical finance, where unboun...
FINANCECOM
2007
Springer
13 years 11 months ago
2007
Springer
For the execution of large equity orders, institutional investors often use the Volume Weighted Average Price (VWAP) as a benchmark to measure execution quality. To achieve this, ...
WINE
2009
Springer
13 years 11 months ago
2009
Springer
Mediators are third parties to whom the players in a game can delegate the task of choosing a strategy; a mediator forms a mediated equilibrium if delegating is a best response for...
ECWEB
2005
Springer
13 years 10 months ago
2005
Springer
: E-commerce customers may have a problem when paying for the purchase of a major item, if its price is larger than the available credit on their credit card. In the brick and mort...