標(biāo)題: Titlebook: Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree; Yoshifumi Muroi Book 2022 The Author(s), under exclusive li [打印本頁] 作者: 遮陽傘 時間: 2025-3-21 19:09
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書目名稱Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree影響因子(影響力)學(xué)科排名
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書目名稱Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree被引頻次
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書目名稱Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree年度引用學(xué)科排名
書目名稱Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree讀者反饋
書目名稱Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree讀者反饋學(xué)科排名
作者: Entreaty 時間: 2025-3-21 22:28 作者: NEX 時間: 2025-3-22 01:31
Yoshifumi MuroiFocuses on the resemblance between Bernoulli random variable and Brownian motion.Introduces a spectral binomial tree method, a new methodology for pricing barrier options.Introduces the discrete Malli作者: 饒舌的人 時間: 2025-3-22 08:31
SpringerBriefs in Statisticshttp://image.papertrans.cn/c/image/232060.jpg作者: Exterior 時間: 2025-3-22 10:54 作者: right-atrium 時間: 2025-3-22 14:23
https://doi.org/10.1007/b138866ce of double barrier options accurately, trees with large numbers of steps must be used, which is time-consuming. In order to overcome this weakness, we develop new computational algorithms based on the spectral expansion method.作者: right-atrium 時間: 2025-3-22 20:05
https://doi.org/10.1007/978-1-4020-6389-3calculus has come to be considered as one of the main tools in financial mathematics. It is particularly important in the computation of Greeks using Monte Carlo simulations. In previous studies, Greeks were usually represented by expectation formulas that are derived from the Malliavin calculus and作者: rectum 時間: 2025-3-23 00:39
Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree978-981-19-1073-9Series ISSN 2191-544X Series E-ISSN 2191-5458 作者: 印第安人 時間: 2025-3-23 01:50
https://doi.org/10.1007/b138866ce of double barrier options accurately, trees with large numbers of steps must be used, which is time-consuming. In order to overcome this weakness, we develop new computational algorithms based on the spectral expansion method.作者: 加強防衛(wèi) 時間: 2025-3-23 09:15
https://doi.org/10.1007/978-1-4842-0980-6This book is about a study on the calculation of option Greeks using discrete Malliavin calculus. Greeks are quantities that represent the price sensitivities of derivative securities with respect to changes in the underlying asset price or parameters.作者: Spangle 時間: 2025-3-23 10:48
https://doi.org/10.1007/b138866In this chapter, we present a one-period security price valuation model. Although this is a very straightforward model, it already contains the structure of Malliavin calculus.作者: capsule 時間: 2025-3-23 17:04 作者: staging 時間: 2025-3-23 18:33
https://doi.org/10.1007/b138866The pricing of options using the tree approach is discussed in this chapter. In a binomial tree approach, it is usual to calculate the price backward. We briefly discuss some other methods, usage of the Fourier transform approach. We also would like to briefly mention the computation method of Greeks for European option and American option prices.作者: Iatrogenic 時間: 2025-3-23 22:54
Stroh Formalism and Rayleigh WavesIn this chapter, we give a brief explanation of a continuous-time setting. The idea of this this chapter originates from the work by Montero and Kohatsu-Higa (2003).作者: 歪曲道理 時間: 2025-3-24 02:34 作者: 業(yè)余愛好者 時間: 2025-3-24 10:23
Single-Period Model,In this chapter, we present a one-period security price valuation model. Although this is a very straightforward model, it already contains the structure of Malliavin calculus.作者: expository 時間: 2025-3-24 13:36 作者: 北京人起源 時間: 2025-3-24 18:03
Application to Finance,The pricing of options using the tree approach is discussed in this chapter. In a binomial tree approach, it is usual to calculate the price backward. We briefly discuss some other methods, usage of the Fourier transform approach. We also would like to briefly mention the computation method of Greeks for European option and American option prices.作者: dandruff 時間: 2025-3-24 21:39
Short Introduction to Malliavin Calculus in Continuous-Time Model,In this chapter, we give a brief explanation of a continuous-time setting. The idea of this this chapter originates from the work by Montero and Kohatsu-Higa (2003).作者: 修飾 時間: 2025-3-25 02:17
Spectral Binomial Tree,ce of double barrier options accurately, trees with large numbers of steps must be used, which is time-consuming. In order to overcome this weakness, we develop new computational algorithms based on the spectral expansion method.作者: 鳴叫 時間: 2025-3-25 05:41 作者: 破譯 時間: 2025-3-25 10:11
2191-544X or most students and practitioners because it is based on complex mathematics. To help readers more easily understand the Malliavin calculus, the book introduces the discrete Malliavin calculus, a theory of the978-981-19-1072-2978-981-19-1073-9Series ISSN 2191-544X Series E-ISSN 2191-5458 作者: 洞穴 時間: 2025-3-25 14:39
Book 2022st popular tools used to derive Greeks. However, it is also very difficult to understand for most students and practitioners because it is based on complex mathematics. To help readers more easily understand the Malliavin calculus, the book introduces the discrete Malliavin calculus, a theory of the作者: 粗俗人 時間: 2025-3-25 19:07 作者: 支柱 時間: 2025-3-25 23:46 作者: 控訴 時間: 2025-3-26 00:14
Discrete Malliavin Greeks, these expectations are computed using Monte Carlo simulations. On the other hand, the binomial tree approach can also be used to compute these expectations. In this book, we employ the . to obtain expectation formulas for Greeks by the binomial tree method.作者: 金絲雀 時間: 2025-3-26 05:27 作者: SOB 時間: 2025-3-26 08:51
https://doi.org/10.1007/978-1-4020-6389-3 these expectations are computed using Monte Carlo simulations. On the other hand, the binomial tree approach can also be used to compute these expectations. In this book, we employ the . to obtain expectation formulas for Greeks by the binomial tree method.作者: 平躺 時間: 2025-3-26 16:17 作者: 依法逮捕 時間: 2025-3-26 20:44
Integral representations of a pair of nonnegative operators and interpolation problems in the Stieltjes class,negative, or equivalently if and only if a pair of fundamental matrix inequalities are satisfied. The general solution is described in terms of a linear fractional transformation in the nonsingular case.作者: 得意牛 時間: 2025-3-26 23:14
Hema Singh,H. L. Sneha,Rakesh Mohan Jhaticipant in everyday life. Research found that children’s potential can be reflected in their expression of feelings and their attainment of goals, as well as through their interactions via indirect engagement with teachers.作者: Enrage 時間: 2025-3-27 02:47
Towards the Digital Factory: A Microservices-Based Middleware for Real-to-Digital Synchronizationole plant life cycle. The platform features a distributed architecture based on microservices and big data best practices; it supports the definition of CPS digital representations and the handling of data conveyed from the shop floor for real-to-digital synchronization.作者: 凹室 時間: 2025-3-27 06:29 作者: candle 時間: 2025-3-27 11:51 作者: 拍下盜公款 時間: 2025-3-27 15:18
Book 1989unting advantages, the utilization of surface mount technology is often a problem, primarily due to soldering problems. The most practical soldering methods use solder pastes, whose intricacies are frequently not understood by most of those involved in the engineering and manufacture of electronics 作者: adumbrate 時間: 2025-3-27 20:55 作者: 驚奇 時間: 2025-3-27 23:00 作者: RECUR 時間: 2025-3-28 05:15
