we derive closed formulas for the prices of european options andtheir sensitivities when the underlying asset follows a double-exponentialjump diffusion model, as considered by s. kou in 2002. this author hasderived the option price by making use of double series where each termrequires the computation of a sequence of special functions, such thatthe implementation remains difficult for a large...

an extended octagonal ring (eor) transducer was designed and developed to measure forces inside the compression chamber of a large square baler in different directions. the transducer was calibrated by applying forces in three directions simultaneously and independently. the sensor revealed excellent linearity along with small cross sensitivities. horizontal and vertical primary sensitivities o...

cultural integration and social admission among ethnicities is one of the most trusted ways to reach social integration in multiethnic society of iran. using a sociological approach, this thesis assesses the extent of intercultural sensitivity and its associated factors among kurds and turks of the city of qurve. according to the theoretical sextuplet model of intercultural sensitivities of mil...

When estimating the Greeks, such as the ∆, the general problem involves a random variable Y = Y (α) (such as a discounted payoff) that depends on a parameter α of interest (such as initial price S0, or volitility σ, etc.). In addition to estimating the expected value K(α) def = E(Y (α)) (this might be, for example, the price of an option), we wish to estimate the sensitivity of E(Y ) with respe...

Quantiles of a random performance serve as important alternatives to the usual expected value. They are used in the financial industry as measures of risk and in the service industry as measures of service quality. To manage the quantile of a performance, we need to know how changes in the input parameters affect the output quantiles, which are called quantile sensitivities. In this paper, we s...