On Two Transform Methods for the Valuation of Contingent Claims

A Two-factor Interest Rate Model and Contingent Claims Valuation

gent claims. The ~wo factors are the instantaneous riskless (short-term) interest rate and the instantaneous variance of changes in this short-term interest rate. The model is attractive not only because it provides for closed form expressions in a two-factor world. but also because it explicitly allows for a stochastic volatility f.lctOr. As the parameters of the model can be estimated using b...

-celear"gand Contingent Valuation Methods

the effects of error correction methods on pronunciation accuracy

هدف از انجام این تحقیق مشخص کردن موثرترین متد اصلاح خطا بر روی دقت آهنگ و تاکید تلفظ کلمه در زبان انگلیسی بود. این تحقیق با پیاده کردن چهار متد ارائه اصلاح خطا در چهار گروه، سه گروه آزمایشی و یک گروه تحت کنترل، انجام شد که گروه های فوق الذکر شامل دانشجویان سطح بالای متوسط کتاب اول passages بودند. گروه اول شامل 15، دوم 14، سوم 15 و آخرین 16 دانشجو بودند. دوره مربوطه به مدت 10 هفته ادامه یافت و د...

on the status of mixed methods research in applied linguistics

چکیده ندارد.

No-Arbitrage Valuation of Contingent Claims in Discrete Time

Following Harrison and Kreps (1979) and Harrison and Pliska (1981), the valuation of contingent claims in continuous-time and discrete-time finite state space settings is generally based on the no-arbitrage principle, and the use of an equivalent martingale measure. In contrast, for some of the most popular discrete time processes used in finance, such as GARCH processes, the existing literatur...