354 search results - page 10 / 71 » Approximate Option Pricing |
MANSCI
2008
13 years 7 months ago
2008
This manuscript provides technical details about the application of the methods proposed in Chance, Hillebrand, and Hilliard, "Pricing an Option on an Innovation: An Applicat...
SAC
2002
ACM
13 years 7 months ago
2002
ACM
The theoretical price of a financial option is given by the expectation of its discounted expiry time payoff. The computation of this expectation depends on the density of the val...
IJPP
2010
13 years 6 months ago
2010
Abstract. We show how computations such as those involved in American or European-style option price valuations with the explicit finite difference method can be performed in par...
GECCO
2007
Springer
14 years 1 months ago
2007
Springer
Quantum effects are a natural phenomenon and just like evolution, or immune processes, can serve as an inspiration for the design of computing algorithms. This study illustrates ...
ADBIS
2006
Springer
14 years 1 months ago
2006
Springer
Computational database technology spans the two research fields data-base technology and scientific computing. It involves development of database capabilities that support compu...