搜索结果: 1-6 共查到“Path Dependent”相关记录6条 . 查询时间(0.119 秒)
Topological-phase effects and path-dependent interference in microwave structures with magnetic-dipolar-mode ferrite particles
Topological-phase effects path-dependent interference microwave structures magnetic-dipolar-mode ferrite particles
2012/4/19
Different ways exist in optics to realize photons carrying nonzero orbital angular momentum. Such photons with rotating wave fronts are called twisted photons. In microwaves, twisted fields can be pro...
Analytical and Numerical Approaches to Pricing the Path-Dependent Options with Stochastic Volatility
Analytical Numerical Pricing Path-Dependent Options Stochastic Volatility
2010/10/21
In this paper new analytical and numerical approaches to valuating path-dependent options of European type have been developed. The model of stochastic volatility as a basic model has been chosen. Fo...
Asymptotic behavior of prices of path dependent options
path dependent option Markov property Levy process Asian option partial barrier option asymptotic behavior
2010/11/3
In this paper, we give a numerical method for pricing long maturity,path dependent options by using the Markov property for each underlying asset. This enables us to approximate a path dependent optio...
Pricing Path-Dependent Options with Jump Risk via Laplace Transforms
jump diffusion American options barrier and lookback options
2009/5/7
We present analytical solutions for two-dimensional Laplace transforms of barrier option prices, as well as an approximation based on Laplace transforms for the prices of finite-time horizon American...
Path-dependent Foundation of Global Design-driven Outdoor Trade in the Northwest of England（图）
Design Evolution Design Processes Path Dependency
2008/10/28
This article explores path dependency in the design-based outdoor clothing and equipment sector in the northwest of the United Kingdom in the 1960s. The industry developed a strong export market and r...
Pricing Path-Dependent Options with Jump Risk via Laplace Transforms
jump diffusion American options barrier and lookback options
2010/12/7
We present analytical solutions for two-dimensional Laplace transforms of barrier option prices, as well as an approximation based on Laplace transforms for the prices of finite-time horizon American ...