354 search results - page 4 / 71 » Approximate Option Pricing |
TARK
2007
Springer
14 years 1 months ago
2007
Springer
We relate regret minimization to various online learning tasks, and most notable option pricing.
SIAMSC
2008
13 years 7 months ago
2008
Here we develop an option pricing method for European options based on the Fourier-cosine series, and call it the COS method. The key insight is in the close relation of the charac...
Lecture Notes
These notes cover several topics such as Interest Rate Calculations, More Details on Bond Conventions, Bond Portfolios, Basic Option Pricing, The Binomial Option Pricing Model, The...
ELPUB
2008
ACM
13 years 9 months ago
2008
ACM
A key parameter in any discussions about the academic peer reviewed journal system is the number of articles annually published. Several diverging estimates of this parameter have...
ORL
2007
13 years 7 months ago
2007
We clarify a financial meaning of duality in the semi-infinite programming problem which emerges in the context of determining a derivative price range based only on the no-arbi...