𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Option pricing based on the generalized lambda distribution

✍ Scribed by Charles J. Corrado


Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
161 KB
Volume
21
Category
Article
ISSN
0270-7314

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


SOME REMARKS ON A CHARACTERIZATION OF TH
✍ M. E. GHITANY πŸ“‚ Article πŸ“… 1996 πŸ› John Wiley and Sons 🌐 English βš– 233 KB πŸ‘ 2 views

We show that two well known characterization theorems for the exponential distribution, based on the lack of memory property and independence of successive spacings, can be used to characterize other absolutely continuous distributions useful in modelling precipitation and stream-flow data. Characte

Nonparametric Location Tests Based on th
✍ Doz. Dr. Juerg Huesler; Prof. Dr. Hans Riedwyl πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 427 KB πŸ‘ 2 views

We present a unified approach to the nonparametric cornparison of locations in the one-and two sample case using the empirical distribution functions. This approach reveals how to define a simple test statistic for this comparison in the case of large sample sizes which is equivalent to the known Wi

Repackaged pharmaceuticals in the Califo
✍ Matthew Gitlin; Leslie Wilson πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 246 KB πŸ‘ 1 views

## Abstract ## Objective: The California Workers' Compensation (WC) pharmaceutical pricing system cannot price 60% of National Drug Codes (NDCs) (mostly repackaged pharmaceuticals). This study will estimate the lost savings due to repackaged pharmaceuticals and potential cost savings associated wi

The generalized method of lines based on
✍ Chen RuShan; Edward K. N. Yung; Ke Wu; Y. F. Han πŸ“‚ Article πŸ“… 1999 πŸ› John Wiley and Sons 🌐 English βš– 108 KB πŸ‘ 1 views

In this paper, a no¨el semianalytical higher order numerical approach to sol¨e electromagnetic field boundary ¨alue problems is described. This pseudospectral-based method of lines is de¨eloped by combining the pseudospectral technique and the method of lines so that it not only has a high accuracy