๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The generalized sequential compound options pricing and sensitivity analysis

โœ Scribed by Meng-Yu Lee; Fang-Bo Yeh; An-Pin Chen


Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
295 KB
Volume
55
Category
Article
ISSN
0165-4896

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Interest rate models and option pricing:
โœ Y.K. Tse ๐Ÿ“‚ Article ๐Ÿ“… 1995 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 343 KB

Interest rate is a fundamental determinant of asset prices in financial markets. Many stochastic models have been developed by academic researchers in the continuous-time setting (see, e.g., Vasicek [10], Brennan and Schwartz [1 ], Cox, Ingersoll and Ross ). These models provide a rich framework for

An empirical analysis of the delivery op
โœ Simon Benninga; Michael Smirlock ๐Ÿ“‚ Article ๐Ÿ“… 1985 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 788 KB

ike many other futures contracts, the Treasury Bond (T-Bond) futures contract L allows the holder of a short position to satisfy the contract by delivering one of the variety of T-Bonds on one of a number of delivery dates. Accordingly, the traditional approach to pricing such contracts has concentr

An automated purge and trap gas chromato
โœ Shinya Hashimoto; Toshiyuki Tanaka; Nobuyoshi Yamashita; Tsuneaki Maeda ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 153 KB ๐Ÿ‘ 2 views

An automated purge and trap gas chromatographymass spectrometry system for the sensitive shipboard analysis of volatile organic compounds in seawater We developed an automated purge and trap unit connected to a gas chromatographmass spectrometer for shipboard determination of unstable volatile orga