10 search results - page 1 / 2 » The pricing of options for securities markets with delayed r... |
MCS
2007
Springer
13 years 4 months ago
2007
Springer
The analogue of Black–Scholes formula for vanilla call option price in conditions of (B, S)-securities market with delayed response is derived. A special case of continuous-time...
HICSS
2003
IEEE
13 years 10 months ago
2003
IEEE
The underlying structure of why and how consumers value reliability of electric service is explored, together with the technological options and cost characteristics for the provi...
Book
This is a great draft book about stochastic calculus and finance. It covers large number of topics such as Introduction to Probability Theory, Conditional Expectation, Arbitrage Pr...
WSC
2004
13 years 6 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...
ECRA
2010
13 years 4 months ago
2010
We experimentally evaluate reputation mechanisms in an exchange market in which participants have the option of not fulfilling their contracts. These mechanisms vary in the inform...