نتایج جستجو برای: european and american option difference schemes
تعداد نتایج: 16921562 فیلتر نتایج به سال:
from 2006 to 2008 russian government adopted an aggressive foreign policy toward the west, particularly the united states. in this article, the author claims that one should search for the main factor in the ‘feeling danger in the european borders of russia’ and more clearly in ‘serious endangering of european balance of power’ from the perspective of russian authorities after 60 years. i have ...
We aimed to compare teams’ attack styles in Europe and South America elite football the two most valued domestic leagues both continents (Spanish La Liga & English Premier League Europe, Argentinian Superliga Brazilian Série A America). For this purpose, we used a sample of 84 teams 3,780 cases 1,214 games. Using an observational tool, analyzed performance indicators (goals, shots, dribbles...
uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...
This paper deals with the numerical solution of the Heston partial differential equation (PDE) that plays an important role in financial option pricing theory, Heston (1993). A feature of this time-dependent, twodimensional convection-diffusion-reaction equation is the presence of a mixed spatial-derivative term, which stems from the correlation between the two underlying stochastic processes f...
two groups of students were assigned as experimental and control ones, and were given instruction on directed reading-thinking activities and after some treatment, they were post-tested. although the initial pre-test did not show any significant differences, the final post-test result revealed that the cooperative reading comprehension helped the experimental group. the cooperative students’...
In this paper, we consider the problem of equal risk pricing and hedging in which fair price an option is that exposes both sides contract to same level risk. Focusing for first time on context where measured according convex measures, establish reduces solving independently writer buyer's problems with zero initial capital. By further imposing measures decompose a way satisfies Markovian prope...
In this paper, we present a new version of the Double Heston model, where the mixed Duffie-Kan model is used to predict the volatility of the model instead of the CIR process. According to this model, we predict the stock price and calculate the European option price by using the Monte-Carlo method. Finally, by applying the proposed model, we find the optimal portfolio under the Cardinality Con...
We present a new put option where the holder enjoys the early exercise feature of American options whereupon his payoff (deliverable immediately) is the ‘best prediction’ of the European payoff under the hypothesis that the true drift of the stock price equals a contract drift. Inherent in this is a protection feature which is key to the British put option. Should the option holder believe the ...
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