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» Approximate Option Pricing
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78
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MCS
2010
Springer
14 years 8 months ago
Pricing American options using a space-time adaptive finite difference method
Jonas Persson, Lina von Sydow
51
Voted
TOMS
2010
58views more  TOMS 2010»
14 years 8 months ago
Cache-optimal algorithms for option pricing
John E. Savage, Mohammad Zubair
51
Voted
IPPS
2010
IEEE
14 years 7 months ago
A parallel Particle swarm optimization algorithm for option pricing
Hari Prasain, Girish K. Jha, Parimala Thulasiraman...
59
Voted
HICSS
2002
IEEE
100views Biometrics» more  HICSS 2002»
15 years 2 months ago
Using Weather Derivatives to Improve the Efficiency of Forward Markets for Electricity
The analysis in this paper demonstrates that a combination of 1) a forward contact, with fixed price for both base land and peaking power, and 2) a collar option for the number of...
Timothy Mount