220 search results - page 3 / 44 » Real options valuation |
FCCM
2009
IEEE
14 years 2 months ago
2009
IEEE
This paper presents an architecture for FPGA acceleration of quadrature methods used for pricing complex options, such as discrete barrier, Bermudan, and American options. The arc...
MANSCI
2006
13 years 7 months ago
2006
SIAMAM
2011
13 years 2 months ago
2011
WSC
2007
13 years 9 months ago
2007
Equity Indexed Annuities (EIAs) are popular insurance contracts. EIAs provide the insured with a guaranteed accumulation rate on their premium at maturity. In addition, the insure...
STOC
2012
ACM
11 years 10 months ago
2012
ACM
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset’s future market price. In short, an option has...