19 search results - page 4 / 4 » Pricing Options in Jump-Diffusion Models: An Extrapolation A... |
ASAP
2007
IEEE
13 years 8 months ago
2007
IEEE
Monte-Carlo simulations are used in many applications, such as option pricing and portfolio evaluation. Due to their high computational load and intrinsic parallelism, they are id...
CISS
2008
IEEE
13 years 6 months ago
2008
IEEE
Abstract-- Successful investment management relies on allocating assets so as to beat the stock market. Asset classes are affected by different market dynamics or latent trends. Th...
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...
MSOM
2010
12 years 11 months ago
2010
The Vaccine and Related Biologic Products Advisory Committee meets at least once a year to decide the composition of the influenza vaccine in the U.S. Past evidence suggests that ...