標(biāo)題: Titlebook: Option Prices as Probabilities; A New Look at Genera Cristophe Profeta,Bernard Roynette,Marc Yor Book 2010 Springer-Verlag Berlin Heidelber [打印本頁(yè)] 作者: 調(diào)停 時(shí)間: 2025-3-21 17:22
書目名稱Option Prices as Probabilities影響因子(影響力)
書目名稱Option Prices as Probabilities影響因子(影響力)學(xué)科排名
書目名稱Option Prices as Probabilities網(wǎng)絡(luò)公開度
書目名稱Option Prices as Probabilities網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Option Prices as Probabilities被引頻次
書目名稱Option Prices as Probabilities被引頻次學(xué)科排名
書目名稱Option Prices as Probabilities年度引用
書目名稱Option Prices as Probabilities年度引用學(xué)科排名
書目名稱Option Prices as Probabilities讀者反饋
書目名稱Option Prices as Probabilities讀者反饋學(xué)科排名
作者: 微不足道 時(shí)間: 2025-3-21 23:07 作者: 艦旗 時(shí)間: 2025-3-22 04:16 作者: Leisureliness 時(shí)間: 2025-3-22 06:39 作者: 貿(mào)易 時(shí)間: 2025-3-22 09:19
Existence and Properties of Pseudo-Inverses for Bessel and Related Processes,ework, starting with the case of Bessel (and some related) processes. We show in particular that the tail probabilities of a Bessel process of index .≥1/2 increase with respect to time; in fact it is the distribution function of a random time which is related to first and last passage times of Besse作者: 使隔離 時(shí)間: 2025-3-22 13:43
Existence of Pseudo-Inverses for Diffusions,We shall focus here on increasing pseudo-inverses, and we shall deal with two cases: . More precisely, we shall prove that, to a positive diffusion . starting from 0, we can associate another diffusion . such that the tail probabilities of . are the distribution functions of the last passage times o作者: Daily-Value 時(shí)間: 2025-3-22 19:09
Book 2010t? 0, P) - t t note a standard Brownian motion with B = 0, (F ,t? 0) being its natural ?ltra- 0 t t tion. Let E := exp B? ,t? 0 denote the exponential martingale associated t t 2 to (B ,t? 0). This martingale, also called geometric Brownian motion, is a model t to describe the evolution of prices of作者: Euphonious 時(shí)間: 2025-3-22 23:15
Book 2010p. of a European call, associated with this martingale. Let N be the cumulative distribution function of a reduced Gaussian variable: x 2 y 1 ? 2 ? N (x) := e dy. (0.3) 2? ?? The celebrated Black-Scholes formula gives an explicit expression of? (t) and K C (t) in terms ofN : K ? ? log(K) t log(K) t ? (t)= KN ? + ?N ? ? (0.4) K t 2 t 2 and ? ?作者: 缺陷 時(shí)間: 2025-3-23 03:06 作者: 漸強(qiáng) 時(shí)間: 2025-3-23 06:39
Study of Last Passage Times up to a Finite Horizon,the ?.-measurable random time: . and write the analogues of formulae (1.20) and (1.21) for these times .. This will lead us to the interesting notion of past-future martingales, which we shall study in details in Section 5.2.作者: separate 時(shí)間: 2025-3-23 11:37 作者: Forehead-Lift 時(shí)間: 2025-3-23 15:31
1616-0533 ? The celebrated Black-Scholes formula gives an explicit expression of? (t) and K C (t) in terms ofN : K ? ? log(K) t log(K) t ? (t)= KN ? + ?N ? ? (0.4) K t 2 t 2 and ? ?978-3-642-10394-0978-3-642-10395-7Series ISSN 1616-0533 Series E-ISSN 2195-0687 作者: Mawkish 時(shí)間: 2025-3-23 19:46
Springer Financehttp://image.papertrans.cn/o/image/703373.jpg作者: 反感 時(shí)間: 2025-3-24 01:38 作者: MERIT 時(shí)間: 2025-3-24 02:44
978-3-642-10394-0Springer-Verlag Berlin Heidelberg 2010作者: FRAUD 時(shí)間: 2025-3-24 09:12 作者: RENAL 時(shí)間: 2025-3-24 10:43
Cristophe Profeta,Bernard Roynette,Marc YorTo the best of our knowledge this book discusses in a unique way last passage times.Includes supplementary material: 作者: HUMID 時(shí)間: 2025-3-24 16:26 作者: 分解 時(shí)間: 2025-3-24 22:45
Put Option as Joint Distribution Function in Strike and Maturity,on in both variables . and ., for .≤1 and .≥0, of a probability .. on [0,1]×[0,+∞[. We discuss in detail, in this Chapter, the case where ., for . a standard Brownian motion, and give an extension to the more general case of the semimartingale ., (.≠0,.>0).作者: 正論 時(shí)間: 2025-3-25 03:10 作者: 縮影 時(shí)間: 2025-3-25 05:43
Existence of Pseudo-Inverses for Diffusions,We shall focus here on increasing pseudo-inverses, and we shall deal with two cases: . More precisely, we shall prove that, to a positive diffusion . starting from 0, we can associate another diffusion . such that the tail probabilities of . are the distribution functions of the last passage times of ..作者: exclusice 時(shí)間: 2025-3-25 10:18 作者: 能量守恒 時(shí)間: 2025-3-25 12:18
An Interesting Family of Black-Scholes Perpetuities,We obtain the Laplace transform and integrability properties of the integral over ?. of the call quantity associated with the geometric Brownian motion with negative drift, thus adding a new element to the list of already studied Brownian perpetuities.作者: Dislocation 時(shí)間: 2025-3-25 17:07 作者: propose 時(shí)間: 2025-3-25 20:34
Cheng-An Cheny leaders in anesthesiology education.Covers the years from .Comprehensive Guide to Education in Anesthesia. is the first single-source volume on the current practice of teaching and learning in this specialty which has long been at the forefront of innovation in medical education. It is edited by o作者: countenance 時(shí)間: 2025-3-26 01:11
Robert L. Miller,Ciaran Acton,Deirdre A. Fullerton,John Maltby,Jo Campling that it is an issue in need of urgent attention. We then do some ground-clearing preparatory to the main discussion by clarifying the scope of our inquiry and exploring the kinds of statements that should, and can, be regulated by truth in political advertising (TIPA) laws. We have kept this class 作者: glans-penis 時(shí)間: 2025-3-26 04:25 作者: 喪失 時(shí)間: 2025-3-26 10:15 作者: 自戀 時(shí)間: 2025-3-26 16:24
An Early Rico Retrospective: Three Years of Uses for a Mobile App Datasetructural, and interactive design properties of more than 72?k unique UI screens. Over the years since its release, the original paper has been cited nearly 100 times according to Google Scholar and the dataset has been used as the basis for numerous research projects. In this chapter, we describe th作者: Formidable 時(shí)間: 2025-3-26 17:04
Sheared and Stably Stratified Homogeneous Turbulence: Comparison of DNS and LES,n LES are used, a modified version of Smagorinsky’s closure, where the influence of mean shear on the subgrid scales is neglected, and a first-order closure for the subgrid-scale kinetic energy. The paper discusses results produced by both the DNS and the two versions of LES.作者: 令人不快 時(shí)間: 2025-3-26 23:01 作者: vertebrate 時(shí)間: 2025-3-27 02:23
Choices for Surgery,t of quality of life and functional results. The limits of surgery for locally advanced disease and after failure of radiotherapy have been better defined, together with the roles of neoadjuvant and adjuvant treatment. Patients with clinically organ-confined prostate cancer, reasonable life expectan作者: 愛了嗎 時(shí)間: 2025-3-27 08:37
Applying CSStails. To begin Part Two, in this chapter we’ll talk about the different methods used to apply CSS to a particular document, site, or even single element. In addition, we’ll discuss how we can hide CSS from older browsers, enabling us to use advanced techniques without harming the markup structure t作者: 大笑 時(shí)間: 2025-3-27 11:48
Macht und Missbrauch in Familienry and developed a predictive model for maintenance cost management. We test random forest and SVM predictions on a simulated dataset This information can assist railway companies in improving maintenance practices, planning costs, and enhancing network performance and efficiency.作者: 小畫像 時(shí)間: 2025-3-27 17:11 作者: foreign 時(shí)間: 2025-3-27 21:21 作者: 削減 時(shí)間: 2025-3-28 01:06
https://doi.org/10.1057/9780333983300s of .. The goal of distributed vertex coloring is to color . with (Δ?+?1) colors such that any two neighbors are colored with distinct colors. Currently, efficient algorithms for vertex coloring that require .(Δ?+?log..) time are based on the algebraic algorithm of Linial [18] that employs set-syst作者: fertilizer 時(shí)間: 2025-3-28 02:33
Robert J. Carangelo,Arnold D. Scheller/cm.. Therefore, 300?W of microwave power and 1.04?mW/cm. of UV light intensity (2 lamps) are the optimal parameters. Overall, MV/UV/O. is an effective process to guarantee the effluent quality to meet the requirements of reclaimed water for miscellaneous use in campus.作者: 遭受 時(shí)間: 2025-3-28 07:43
Heat Flow in the Basin and Range Province and Thermal Effects of Tectonic Extensionral evidence. To account for higher heat flow in subregions like the Battle Mountain High, these rates would be increased by a factor of about 3, and locally at active bimodal volcanic centers, by an order of magnitude more.作者: STRIA 時(shí)間: 2025-3-28 13:28
Radioactive Isotopes and Their Decayty Assurance in higher education and Engineering Education over the last century. The discussion of the historical, philosophical, political, and social background of Quality Assurance sets the stage for the ot978-1-4899-8452-4978-1-4419-0555-0作者: 可卡 時(shí)間: 2025-3-28 18:23
Begum Dariya,Ganji Purnachandra Nagarajual conditions provides insight into disturbed sensory motor circuitry in humans. Electrophysiological recording as well as neurochemical and im- munohistochemic978-3-642-71542-6978-3-642-71540-2Series ISSN 0935-0195 作者: CANDY 時(shí)間: 2025-3-28 21:34
Wulf Alex,Gerhard Bern?rlly . in 1957. It was clear that after the poor reviews of . that same year, Williams needed psychological help to pull himself out of his despair. As he wrote in his notebook that February, ‘Psychiatric help is imperative now’.作者: Nebulizer 時(shí)間: 2025-3-29 02:14
