• No results found

Option pricing under risk-exogenous measures in a fractional jump diffusion market

N/A
N/A
Protected

Academic year: 2020

Share "Option pricing under risk-exogenous measures in a fractional jump diffusion market"

Copied!
8
0
0

Loading.... (view fulltext now)

Full text

Loading

Figure

Table 1: Price of call options

References

Related documents

owned by the German Lånder) registered losses amounting to 14 billion euros, writing down more than one-third of their net worth. Large losses were due to speculation in

– “Indirect Costs: F&A at 54.5% of Modified Total Direct Cost (MTDC) as negotiated with DHHS, which excludes graduate student fees and tuition, and equipment.” (indicate all

 Strengthening local level capacities for disaster risk management, including the formulation/revision of national disaster preparedness plans which include

The growing industry discussion over the benefits of reshoring versus offshoring gives manufacturers an excellent starting point to conduct a Total Risk Profiling and Total Cost

Given a particular composition of skills, workers with higher income are likely to demand less social protection than are workers with lower income.. Our argument parts ways with

Surgery is the main treatment method for angle-closure glaucoma and congenital glaucoma, because it may be the only way that the blocked or incorrectly formed drainage canals can

The paper also finds that, worryingly, elderly home owners with characteristics associated with slower house price appreciation rates are over-represented among reverse

According to the results of the best alternative COPRAS-G and TOPSIS methods and the second best option for OCRA, ARAS and SMART, white grain appear has the best choice for a