354 search results - page 16 / 71 » Approximate Option Pricing |
PPSC
1993
13 years 8 months ago
1993
Financial modeling represents a promising industry application of high performance computing. In previous work, parallel stock option pricing models were developed for the Connect...
SIAMFM
2011
12 years 10 months ago
2011
We consider model-free pricing of digital options, which pay out if the underlying asset has crossed both upper and lower barriers. We make only weak assumptions about the underly...
WSC
2008
13 years 9 months ago
2008
In this paper, we consider equity-linked life insurance contracts that give their holder the possibility to surrender their policy before maturity. Such contracts can be valued us...
EVOW
2008
Springer
13 years 9 months ago
2008
Springer
The Bacterial Foraging Optimization (BFO) algorithm is a biologically inspired computation technique which is based on mimicking the foraging behavior of E.coli bacteria. This pape...
Book
This is a great draft book about stochastic calculus and finance. It covers large number of topics such as Introduction to Probability Theory, Conditional Expectation, Arbitrage Pr...