354 search results - page 17 / 71 » Approximate Option Pricing |
APPML
2006
13 years 7 months ago
2006
In this note we provide a simple derivation of an explicit formula for the price of an option on a dividend-paying equity when the parameters in the Black
MOR
2007
13 years 7 months ago
2007
Adaptive Monte Carlo methods are simulation efficiency improvement techniques designed to adaptively tune simulation estimators. Most of the work on adaptive Monte Carlo methods h...
HICSS
2003
IEEE
14 years 25 days ago
2003
IEEE
The underlying structure of why and how consumers value reliability of electric service is explored, together with the technological options and cost characteristics for the provi...
MANSCI
2010
13 years 2 months ago
2010
We exploit the information in the options market to study the variations of return risk and market prices of different sources of risk during the rise and fall of the Nasdaq marke...
WCE
2007
13 years 8 months ago
2007
Abstract—In this paper I use Monte Carlo simulated option data to investigate the empirical power of six Risk Neutral Density (RND) estimation techniques. Three alternative appro...