نتایج جستجو برای: european and american option difference schemes

تعداد نتایج: 16921562  

Journal: :International Journal of Economics and Finance 2018

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه ارومیه - دانشکده ادبیات و علوم انسانی 1394

the ability to speak two languages in the world is a remarkable achievement. there is a good reason to believe that bilingualism is the norm for the majority of people in the world because 70% of the earth’s population are supposed to be bilingual or multilingual. various investigations have shown that the native language impacts foreign word recognition, and this influence is adapted by the de...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه سیستان و بلوچستان - دانشکده ادبیات و علوم انسانی 1391

during the process of reading, sometimes learners use ineffective and inefficient strategies and some factors may influence their use of strategies. perhaps critical thinking is one of these factors. this study aims to identify those categories of reading strategies that are mostly used by iranian efl learners and to see if there is any significant relationship between the critical thinking abi...

2013
Ralf Forster Ralf Kornhuber Karin Mautner Oliver Sander

Since Black and Scholes published their seminal paper [2] in 1973, the pricing of options by means of deterministic partial differential equations or inequalities has become standard practise in computational finance. An option gives the right (but not the obligation) to buy (call option) or sell (put option) a share for a certain value (the exercise price K) at a certain time T (exercise date)...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه اصفهان - دانشکده علوم تربیتی و روانشناسی 1388

چکیده هدف اصلی این پژوهش شناسایی الزامات نظام مدیریت کیفیت فراگیر در حوزه پژوهشی دانشگاه اصفهان بود. سوالهای پژوهش با توجه به مولفه های مدیریت کیفیت (تعهد مدیران، بهبود مستمر فرایندها ، مشتری محوری ، منابع انسانی ، مدیریت اطلاعات ، زیرساختهای کیفیت ، استفاده از نتایج ، انعطاف پذیری، مشارکت در فعالیتهای پژوهشی، ایجاد فرهنگ کیفیت و تناسب ساختارهای سازمانی) که بر اساس مطالعه استانداردهای بین المل...

Journal: :SIAM J. Scientific Computing 2008
Jari Toivanen

Numerical methods are developed for pricing European and American options under Kou’s jump-diffusion model which assumes the price of the underlying asset to behave like a geometrical Brownian motion with a drift and jumps whose size is log-double-exponentially distributed. The price of a European option is given by a partial integro-differential equation (PIDE) while American options lead to a...

2015
Riccardo Fazio

In this paper, we present an MATLAB version of a finite difference scheme for the numerical solution of the American option valuation problem. Our main contribute is the definition of a posteriori error estimator for the American options pricing which is based on Richardson’s extrapolation theory. This error estimator allows us to find a suitable grid where the computed solution, both the optio...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه شیراز - دانشکده علوم انسانی 1391

tennessee williams (1911-1983), the modern american dramatist, had his own unique school of dramaturgy. the dramas which he depicted are populated by characters who are lonely, desperate, in anxiety, alienated and in one word lost. they face challenges which they may overcome or not, through the choices they make. all these moods and conditions are clearly seen and explained in the theory of ex...

پایان نامه :دانشگاه آزاد اسلامی - دانشگاه آزاد اسلامی واحد گرمسار - دانشکده ادبیات، زبانهای خارجی و تاریخ 1389

abstract the main purpose of this study was to investigate whether there was any significant difference between the speaking achievement of learners who were trained by means of consciousness raising of sociolinguistic skills and that of learners who were trained without the above mentioned task. the participants of this study consist of 60 intermediate level students participating languag...

2005
Rustam Ibragimov Donald J. Brown

The present paper introduces new sign tests for testing for conditionally symmetric martingaledifference assumptions as well as for testing that conditional distributions of two (arbitrary) martingale-difference sequences are the same. Our analysis is based on the results that demonstrate that randomization over zero values of three-valued random variables in a conditionally symmetric martingal...

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