18 results with keyword: 'option pricing with model guided nonparametric methods'
Bias, root mean square error (RMSE) and mean absolute error (MADE) of the dollar pricing error, (model price−market price), and of the percentage relative pric- ing error, 100 ×
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Suppose there are m factories called origins or sources produce aI (i=1,2……,m) units of products which are to be transported to n destinations with bJ (J=1,2,……,n) unity of
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Based on the simulation studies, the proposed models for option pricing tend to be more conservative than the Black-Scholes model in the sense that they set a lower value for
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Based on the simulation studies, the proposed models for option pricing tend to be more conservative than the Black-Scholes model in the sense that they set a lower value for
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The anti-tumor effects associated with oncolytic virus therapy are mediated significantly 29.. through immune-mediated mechanisms which depends both on the type of
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A¨ıt-Sahalia and Duarte (2003) consider the call price (1) as a 1-dimensional function of the strike alone, by using only options with equal time to maturity and assuming that
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Figure 4: Panicein compounds purified from Haliclona mucosa inhibit resistance of yeast expressing Patched
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Five days after drug insertion: (A) control group (GCII), several inflammatory cells, specially macrophages and giant cells and some fibroblasts; (B) iodoform (IG),
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* indicate significance level of paired t-tests of the two smallest (in an absolute value sense) nonparametric estimators to to test the difference in the mean pricing errors. The
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We focus on locally linear estimators and on the case where inequality constraints are imposed on the regression function and its Þ rst two derivatives.. As is often the case, and
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Compared to PPTP and L2TP, IPsec VPN can deliver better security by extended authentication (XAUTH) that will authenticate user credential again via iPhone interface
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* indicate significance level of paired t-tests of the two smallest (in an absolute value sense) nonparametric estimators to to test the difference in the mean pricing errors. The
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When taking offi ce in October 2009, the new government announced that its main environmental priorities for the coming period would be in the fi elds of climate change, renewable
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National Bank of Canada may refuse your application to open an account for specifi c reasons, such as if you refuse to identify yourself or to provide the information required, if
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