• No results found

Singular Fourier Padé Series Expansion of European Option Prices

N/A
N/A
Protected

Academic year: 2020

Share "Singular Fourier Padé Series Expansion of European Option Prices"

Copied!
35
0
0

Loading.... (view fulltext now)

Full text

Loading

Figure

Table 1.: Payoff functions and their transforms for a variety of financial contingency claims
Table 2.: Complex Fourier transforms for a variety of financial contingency claims
Figure 1.: Density functions (top) of the VG model and their first derivative (bottom)
Figure 2.: Probability density functions are generated by three sets of parameters: BSM–Para1BSM–Para3 (top left), (top right) and BSM–Para2 (bottom).
+7

References

Related documents

4 Dansen in Friesland DIF Silly Little Nerds

[r]

According to Liebkind (1996), the refugee acculturation process is influenced by some unique pre-migratory experiences, such as the trauma of war and personal losses. It is

Subsequently, we built a model for the expression of CCS52A2 and E2Fe/DEL1 during leaf development. Because cell division cannot be synchronized experimentally in a developing leaf

675 Security, Safety, Fire and Emergency Services (sprinkler systems) 680 Sewer, Watermain, Underground Services Construction Services 685 Shredding Services and maintenance. 690

[r]

This paper has presented optimization thermal management based on electronics components arrangement using Finite Element Method and Nelder-Mead optimization (NMO)