38 search results - page 4 / 8 » fs 2010 |
FS
2010
13 years 6 months ago
2010
Abstract A time-dependent double-barrier option is a derivative security that delivers the terminal value φ(ST ) at expiry T if neither of the continuous time-dependent barriers b...
FS
2010
13 years 6 months ago
2010
This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...
FS
2010
13 years 6 months ago
2010
Abstract Consider discrete time observations (X δ)1≤ ≤n+1 of the process X satisfying dXt = √ VtdBt, with Vt a one-dimensional positive diffusion process independent of the...
FS
2010
13 years 6 months ago
2010
Following the framework of C¸etin, Jarrow and Protter [4] we study the problem of super-replication in presence of liquidity costs under additional restrictions on the gamma of th...
ECCV
2010
Springer
14 years 28 days ago
2010
Springer
Motion blurs confound many computer vision problems. The fluttered shutter (FS) camera [1] tackles the motion deblurring problem by emulating invertible broadband blur kernels. How...