容易懂得
发表于 2025-3-28 17:59:54
http://reply.papertrans.cn/67/6692/669110/669110_41.png
助记
发表于 2025-3-28 21:41:21
Michèle Breton,Hatem Ben-AmeurOne of ten volumes marking the 25th anniversary of GERAD covering most of the Center‘s research areas of expertise.Presents some exciting developments arising from the combination of mathematics, nume
水汽
发表于 2025-3-29 01:12:28
http://reply.papertrans.cn/67/6692/669110/669110_43.png
avulsion
发表于 2025-3-29 06:16:37
http://reply.papertrans.cn/67/6692/669110/669110_44.png
轻率看法
发表于 2025-3-29 10:43:56
On Numerical Methods and the Valuation of American Options, by including stochastic interest rates and proposing a decomposition of the underlying index volatility. We use the Crank — Nicholson numerical scheme in two space dimensions and extend the Alternating Direction Implicit method for the valuation of American options. We also provide an efficient algorithm and simulate Option values.
混沌
发表于 2025-3-29 11:53:30
Valuing American Contingent Claims when Time to Maturity is Uncertain,where the valuation of such product appears natural, Employee Stock Options and Real Options. We discuss through a numerical example, how the optimal exercise boundary and the Option value are affected by the uncertainty in the maturity, and document significant effects.
Obscure
发表于 2025-3-29 16:12:17
http://image.papertrans.cn/n/image/669110.jpg
HARP
发表于 2025-3-29 21:23:14
http://reply.papertrans.cn/67/6692/669110/669110_48.png
围巾
发表于 2025-3-30 02:18:06
10楼
重力
发表于 2025-3-30 07:00:39
10楼