منابع مشابه
On the Pricing of Forward Starting Options under Stochastic Volatility
We consider the problem of pricing European forward starting options in the presence of stochastic volatility. By performing a change of measure using the asset price at the time of strike determination as a numeraire, we derive a closed-form solution based on Heston’s model of stochastic volatility.
متن کاملHealth belief model predicts adherence to CPAP before experience with CPAP.
Adherence to continuous positive airway pressure (CPAP) therapy for obstructive sleep apnoea (OSA) is often poor. Biomedical indices explain little of the variance in CPAP use. The present study tested a health belief model of adherence in order to determine the contribution of psychological constructs as compared to biomedical indices in the prediction of CPAP adherence. Consecutive patients (...
متن کاملPricing forward starting options under regime switching jump diffusion models
Abstract: This paper studies the pricing of forward starting options under regime switching jump diffusion models. We suppose that a market economy has only two states, one is a stable state, the other is a high volatility state. The dynamics of a risky asset is modeled by a geometry Brownian motion when the market state is stable, otherwise, it follows a jump diffusion model. We propose two ty...
متن کاملElectrocardiogram before starting stimulant medications: to order or not?
D is an 8-year-old boy brought to his paediatrician for evaluation. His mother is concerned as his teacher has been frequently complaining that he is very restless and often disturbs the rest of the class by getting up on some pretext or the other. He is unable to concentrate on his work and gets distracted very easily. He makes many careless mistakes and can hardly finish his tasks on time. He...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Clinical Sleep Medicine
سال: 2013
ISSN: 1550-9389,1550-9397
DOI: 10.5664/jcsm.3066