Relative Option Pricing in the QLBS Model (Supplementary Note)

2017 ◽  
Author(s):  
Igor Halperin
Keyword(s):  
Option Pricing ◽  
Supplementary Note

Supplementary note

2018 ◽  
pp. 183-183
Keyword(s):  
Supplementary Note

Growth and development of Pygidiopsis summa in rats and mice with a supplementary note on its morphological characters

1986 ◽  
Vol 24 (1) ◽  
pp. 55 ◽  
Author(s):  
Jong Yil Chai ◽  
Byong Seol Seo ◽  
Soon Hyung Lee ◽  
Sung Tae Hong
Keyword(s):  
Growth And Development ◽  
Morphological Characters ◽  
Supplementary Note ◽  
Rats And Mice

A new stochastic gradient estimator for American option pricing

2009 ◽  
Author(s):  
Yongqiang Wang ◽  
Michael C. Fu ◽  
Steven I. Marcus
Keyword(s):  
Option Pricing ◽  
American Option ◽  
Stochastic Gradient ◽  
American Option Pricing

A supplementary note to 'An historical note on butterfly collecting in France during The Great War (1914–1918)'

2019 ◽  
Vol 70 (4) ◽  
pp. 245-248
Author(s):  
W. John Tennent ◽  
Stella Beavan ◽  
Huw Jones ◽  
Geoff Martin
Keyword(s):  
Great War ◽  
Historical Note ◽  
Supplementary Note ◽  
Short Article ◽  
The Great War ◽  
Battle Of The Somme ◽  
Entomological Data

Following a short article regarding the collection of a specimen of Iphiclides podalirius (Linnaeus, 1758) by A. A. Tullett, in France during the Battle of the Somme in 1916, further personal and entomological data regarding Tullett and others is presented.

On empirical likelihood option pricing

2017 ◽  
Vol 19 (5) ◽  
pp. 41-53
Author(s):  
Xiaolong Zhong ◽  
Jie Cao ◽  
Yong Jin ◽  
Wei Zheng
Keyword(s):  
Option Pricing ◽  
Empirical Likelihood

An analytical approximation for the GARCH option pricing model

1999 ◽  
Vol 2 (4) ◽  
pp. 75-116 ◽  
Author(s):  
Jin-Chuan Duan ◽  
Geneviève Gauthier ◽  
Jean-Guy Simonato
Keyword(s):  
Option Pricing ◽  
Analytical Approximation ◽  
Pricing Model ◽  
Option Pricing Model

Option pricing by transform methods: extensions, unification and error control

2004 ◽  
Vol 7 (3) ◽  
pp. 51-86 ◽  
Author(s):  
Roger Lee
Keyword(s):  
Option Pricing ◽  
Error Control ◽  
Transform Methods

Efficient conservative second-order central-upwind schemes for option-pricing problems

2019 ◽  
Vol 22 (5) ◽  
pp. 71-101 ◽  
Author(s):  
Omishwary Bhatoo ◽  
Arshad Ahmud Iqbal Peer ◽  
Eitan Tadmor ◽  
Desire Yannick Tangman ◽  
Aslam Aly El Faidal Saib
Keyword(s):  
Option Pricing ◽  
Second Order ◽  
Upwind Schemes ◽  
Pricing Problems
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