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119 articles for “options”
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Research ArticleOpen accessEvery word in the titleEfficient Monte Carlo Algorithm Using Antithetic Variate and Brownian Bridge Techniques for Pricing the Barrier Options with Rebate PaymentsHasan AlzubaidiThe down-and-out call barrier option with rebate payment on dividend-paying stock is simulated using a new version of the Monte Carlo algorithm. The standard Monte Carlo method for simulating such an option suffers from two sources of errors: Hitting time error inherent from time stepping and the Monte Carlo statistical error. We present a modified version of Monte Carlo method … …Journal of Mathematics and Statistics, Vol. 12, Issue 1 · 22 Feb 2016 · 8,259 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleA Critical Review of Climate Change Induced Psychosocial Impacts and Options for Strengthening Social Support SystemsParnali Dhar Chowdhury, C. Emdad Haque, Graham SmithProblem statement: Climate change and its associated manifestations have only recently emerged as significant threats to health faced by Canadians. The emergence of these threats has meant that Canadians are faced with increasing health-related concerns that are more frequent, more severe and occurring in communities where they have not been previously experienced. The compounding effects of change in weather patterns … …American Journal of Environmental Sciences, Vol. 7, Issue 4 · 26 Aug 2011 · 7,425 accessesView PDFCite
Research ArticleOpen accessIn the keywordsMultivariate Option Pricing with Gaussian Mixture Distributions and Mixed CopulasJimbo Henri Claver, Tatanfack Emerson, Shu FelixRecently, it has been reported that the hypothesis proposed by the classical black scholes model to price multivariate options in finance were unrealistic, as such, several other methods have been introduced over the last decades including the copulas methods which uses copulas functions to model the dependence structure of underlying assets. However, the previous work did not take into account … …Journal of Mathematics and Statistics, Vol. 19, Issue 1 · 3 Apr 2023 · 6,511 accessesView PDFCite
Research ArticleOpen accessIn the keywordsA Comparative Study on Barrier Option Pricing using Antithetic and Quasi Monte-Carlo SimulationsNneka Umeorah, Phillip MasheleMonte-Carlo simulations have been utilized greatly in the pricing of derivative securities. Over the years, several variance reduction techniques have been developed to curb the instability, as well as, increase the simulation efficiencies of the Monte-Carlo methods. Our approach in this research work will consider the use of antithetic variate techniques to estimate the fair prices of barrier options. Next, … …Journal of Mathematics and Statistics, Vol. 14, Issue 1 · 9 May 2018 · 8,793 accessesView PDFCite
Research ArticleOpen accessIn the keywordsA Framework for Developing Experience Based e-Negotiation SystemHasan Al-Sakran, Irina SerguievskaiaIn this study we propose multi-agent distributed electronic negotiation system, where the learning process is facilitated by using the CBR approach in combination with case database and addition of ability to roam through a network allows considering outside options using mobile agent technology. CBR is an AI methodology which combines re-use of the past experiences with case base. Cases similar … …Journal of Computer Science, Vol. 2, Issue 2 · 28 Feb 2006 · 6,893 accessesView PDFCite
Research ArticleOpen accessIn the keywordsSuitability of Volatility Models for Forecasting Stock Market Returns: A Study on the Indian National Stock ExchangeTrilochan Tripathy, Luis A. Gil-AlanaProblem statement: Measuring volatility is an important issue for stock market traders. Also, volatility has been used as a proxy for riskiness associated with the asset. This study aims to compare the different volatility models based on how well they model the volatility of the India NSE. Approach: The study has made use of five models which are Historical/Rolling Window … …American Journal of Applied Sciences, Vol. 7, Issue 11 · 8 Nov 2010 · 7,851 accessesView PDFCite
Research ArticleOpen accessIn the keywordsStrategy in Turbulent Environment: A Case Study of Indian Domestic CompanySapna A. Narula, K.M. UpadhyayProblem statement: This case deled with an Indian pesticide company in the turbulent environment, which had to adopt a strategic shift due to changing environmental factors such as increasing competition from multinationals, regulatory forces, changing technologies. The case presented environmental situation in the industry and also described the events which led to the turbulency. Approach: This is a teaching case … …American Journal of Economics and Business Administration, Vol. 2, Issue 2 · 30 Jun 2010 · 8,064 accessesView PDFCite
Research ArticleOpen accessIn the keywordsImperfectly-Rational Agents, Volatility of Reserves and Customer MarketsPartha Gangopadhyay, Renu GangopadhyayPotential customers in customer markets are typically dichotomised into actual and prospective customers. If the firm holds its price firm, the actual customers hold their reserves/reservation price firm and repeat their purchases. On the other hand, prospective customers’ reserves may be volatile due to their non-equilibrium market experience. One may regard a prospective buyer with a volatile reserve as imperfectly … …American Journal of Applied Sciences, Vol. 2, Issue 13 · 11 Dec 2005 · 8,206 accessesView PDFCite
Literature ReviewOpen accessIn the abstractAtherosclerosis as Age-Related Disease: The Potential of Sirtuins TreatmentAnastasia Vladimirovna Poznyak, Victor Yurievich Glanz, Vasily Nikolaevich Sukhorukov et al.Atherosclerosis, a global health concern, has attracted researchers worldwide due to its severe consequences. The elderly are particularly susceptible to cardiovascular diseases and events, making them a high-risk group. Although gaps in our understanding of atherosclerosis pathogenesis persist, it is evident that oxidative stress, endothelial dysfunction, inflammation, mitochondrial dysfunction, and autophagy impairments are key components of its development. Remarkably, these … …OnLine Journal of Biological Sciences, Vol. 24, Issue 4 · 16 May 2024 · 4,717 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Simulation of Mobile-Based Bank Teller Application for Managing Waiting Time of CustomersAhmed Sakr, Omar M. Elzeki, Hazem El-BakryIn business decision-making, the queuing system is one of the options employed to satisfy the demands of a particular service system for resource needs. The queuing theory has been used successfully by various business service industries. There are many types of queuing systems that can predict waiting times and queue lengths. The First In First Out (FIFO) algorithm works like … …Journal of Computer Science, Vol. 19, Issue 3 · 11 Feb 2023 · 6,149 accessesView PDFCite