Pricing Options under Telegraph Processes
Fuente:
Redalyc
Enregistré dans:
| Auteur principal: | Nikita Ratanov |
|---|---|
| Format: | Artículo científico |
| Langue: | es |
| Publié: |
Universidad del Rosario
2005
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
Dynamic hedging of prices of Natural Gas in Mexico
par: Roberto R. Barrera-Rivera
Publié: (2020)
par: Roberto R. Barrera-Rivera
Publié: (2020)
Accurate delta hedging of european options using conformable calculus
par: Andrés Olmos
Publié: (2024)
par: Andrés Olmos
Publié: (2024)
An empirical comparison of the performance of alternative option pricing models
par: Eva Ferreira
Publié: (2005)
par: Eva Ferreira
Publié: (2005)
Pricing Asian power options under jump-fraction process
par: Bin Peng
Publié: (2012)
par: Bin Peng
Publié: (2012)
Solution of the space-fractional telegraph equations by using HAM
par: Mehdi Abedi-Varaki
Publié: (2015)
par: Mehdi Abedi-Varaki
Publié: (2015)
THE PERFORMANCE OF U.S. ETHANOL FUTURES MARKETS ON THE WORLD STAGE
par: Waldemar Antonio da Rocha de Souza
Publié: (2016)
par: Waldemar Antonio da Rocha de Souza
Publié: (2016)
Times and Sizes of Jumps in the Mexican Interest Rate
par: José Antonio Núñez Mora
Publié: (2008)
par: José Antonio Núñez Mora
Publié: (2008)
ARTICLE_SBTS: Model Checkpoints for Deep Hedging of Rainbow Options via Schrödinger Bridge
par: Vu, Quoc Khanh
Publié: (2026)
par: Vu, Quoc Khanh
Publié: (2026)
The multi-patch logistic equation with asymmetric migration
par: Bilel Elbetch
Publié: (2022)
par: Bilel Elbetch
Publié: (2022)
Chapter Il ruolo del contatto nell’aspetto perfettivo in griko: forme sintetiche ed analitiche in competizione
par: Ledgeway, Adam, et autres
Publié: (2023)
par: Ledgeway, Adam, et autres
Publié: (2023)
CF11: Dark Sector Emergence from Metriplectic Dynamics
par: Lietz, Justin
Publié: (2026)
par: Lietz, Justin
Publié: (2026)
Effects of noise on entanglement dynamics in atom-field interactions
par: Hünkar Kayhan
Publié: (2008)
par: Hünkar Kayhan
Publié: (2008)
Why does Colombia lack agricultural commodity futures?
par: Pablo Moreno-Alemay
Publié: (2015)
par: Pablo Moreno-Alemay
Publié: (2015)
Financial Innovation
Publié: (2017)
Publié: (2017)
DIVERSIFICATION WITH THE OPTION-TO-ABANDON: AN INTEGRATED VALUATION MODEL
par: Carlos A. De Mello-e-Souza
Publié: (2015)
par: Carlos A. De Mello-e-Souza
Publié: (2015)
PRICE SETTING IN LITHUANIA: MORE EVIDENCE FROM THE SURVEY OF FIRMS
par: Ernestas Virbickas
Publié: (2011)
par: Ernestas Virbickas
Publié: (2011)
Modelo multifactor para analizar la exposición de los hedge funds a factores de riesgo macroeconómico
par: Elitania Leyva Rayón
Publié: (2015)
par: Elitania Leyva Rayón
Publié: (2015)
The cattle crush strategy: trading opportunities for cattle producers
par: Nicolás Acevedo Vélez
Publié: (2007)
par: Nicolás Acevedo Vélez
Publié: (2007)
Analysis of Financial Assets in Colombia: Hedging Positions with Bitcoin
par: Christian Daniel Escobar Anduquia
Publié: (2023)
par: Christian Daniel Escobar Anduquia
Publié: (2023)
Stackelberg-Nash Equilibrium and Perfect Competition in the Solow-Uzawa Growth Model
par: Wei-Bin Zhang
Publié: (2022)
par: Wei-Bin Zhang
Publié: (2022)
Pricing Derivatives Securities with Prior Information on Long- Memory Volatility
par: Francisco Venegas Martínez
Publié: (2003)
par: Francisco Venegas Martínez
Publié: (2003)
EFFECTS OF A SHORT TERM PLYOMETRIC TRAINING PROGRAM OF AGILITY IN YOUNG BASKETBALL PLAYERS
par: Baljinder Singh Bal
Publié: (2011)
par: Baljinder Singh Bal
Publié: (2011)
Estimating the Price Elasticity of Demand for Cannabis: A Geographical and Crowdsourced Approach
par: Dennis Halcoussis
Publié: (2017)
par: Dennis Halcoussis
Publié: (2017)
Effects of Stock Indices of Developed and Emerging Markets on Economic Activity in Colombia: a FAVAR Approach
par: Stephanía Mosquera
Publié: (2016)
par: Stephanía Mosquera
Publié: (2016)
La efectividad de cross hedging para el novillo uruguayo en el mercado de futuros del buey gordo brasileño: hipótesis de la expectativa y especulación sobre la base
par: Odilon José de Oliveira Neto
Publié: (2014)
par: Odilon José de Oliveira Neto
Publié: (2014)
Implementing the Mas-Colell bargaining set
par: Roberto Serrano
Publié: (2002)
par: Roberto Serrano
Publié: (2002)
Orthogonal GARCH matrixes in the active portfolio management of defined benefit pension plans: A test for Michoacán
par: Oscar De la Torre Torres
Publié: (2013)
par: Oscar De la Torre Torres
Publié: (2013)
Every non-trivial knot group is fully residually perfect
par: Ito, Tetsuya, et autres
Publié: (2025)
par: Ito, Tetsuya, et autres
Publié: (2025)
ALTERNATIVE INVESTMENT FUNDS: REGULATION, CHARACTERISTICS AND DEVELOPMENT IN LITHUANIA
par: Gytis Jarašius
Publié: (2012)
par: Gytis Jarašius
Publié: (2012)
The stability analysis of the market price using Lambert function method
par: Irma Jankauskienė
Publié: (2020)
par: Irma Jankauskienė
Publié: (2020)
The informational role of thin options markets: Empirical evidence from the Spanish case
par: C. José García Martín
Publié: (2016)
par: C. José García Martín
Publié: (2016)
DYNAMIC PRICE AS BARGAINING RESULT FOR REVENUE MAXIMIZATION IN RETAIL
par: Indrė Deksnytė
Publié: (2014)
par: Indrė Deksnytė
Publié: (2014)
O DESEMPENHO DO HEDGE PARA CONTRATOS FUTUROS DE BOI GORDO: UMA ANÁLISE A PARTIR DAS PRINCIPAIS PRAÇAS PRODUTORAS BRASILEIRAS
par: Luiz Eduardo Gaio
Publié: (2019)
par: Luiz Eduardo Gaio
Publié: (2019)
Using the Black-Scholes method for estimating high-cost illness insurance premiums in Colombia
par: Liliana Chicaíza
Publié: (2009)
par: Liliana Chicaíza
Publié: (2009)
Fatores que promovem discordâncias entre fisco e contribuinte a respeito da comprovação de hedge
par: Ralph Melles Sticca
Publié: (2013)
par: Ralph Melles Sticca
Publié: (2013)
Detección de déficits neuromusculares a través del análisis del patrón de salto y aterrizaje en deportistas adolescentes
par: A. Benet-Vigo
Publié: (2021)
par: A. Benet-Vigo
Publié: (2021)
AS REALIZAÇÕES MORFOLÓGICAS DE PERFECT ASSOCIADO AO FUTURO NO PORTUGUÊS DO BRASIL
par: Bruno de Souza Medeiros
Publié: (2023)
par: Bruno de Souza Medeiros
Publié: (2023)
Pricing Efficiency of Exchange Traded Funds in India
par: Y V Reddy
Publié: (2020)
par: Y V Reddy
Publié: (2020)
The Arithmetic of 6: How the First Perfect Number Parameterizes Exceptional Structures in Mathematics
par: TECS-L Project
Publié: (2026)
par: TECS-L Project
Publié: (2026)
Testing reference dependence, loss aversion and diminishing sensitivity in Spanish tourism
par: Juan Luis Nicolau
Publié: (2008)
par: Juan Luis Nicolau
Publié: (2008)
Documents similaires
-
Dynamic hedging of prices of Natural Gas in Mexico
par: Roberto R. Barrera-Rivera
Publié: (2020) -
Accurate delta hedging of european options using conformable calculus
par: Andrés Olmos
Publié: (2024) -
An empirical comparison of the performance of alternative option pricing models
par: Eva Ferreira
Publié: (2005) -
Pricing Asian power options under jump-fraction process
par: Bin Peng
Publié: (2012) -
Solution of the space-fractional telegraph equations by using HAM
par: Mehdi Abedi-Varaki
Publié: (2015)