Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Andrew Ming-Long Wang"'
Publikováno v:
Mathematical Problems in Engineering, Vol 2015 (2015)
The pricing of the two-asset double barrier option is modeled as an initial-boundary value problem of the two-dimensional Black-Scholes partial differential equation. We use the hybrid finite different method to solve the problem. The hybrid method i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5b7970741058ded65737dc00df1e3ff5
https://doi.org/10.1155/2015/692695
https://doi.org/10.1155/2015/692695
Publikováno v:
Statistics. 43:513-530
A studentized range test is proposed to test the hypothesis of bioequivalence of normal means in terms of a standardized distance among means. A least favourable configuration (LFC) of means to guarantee the maximum level at a null hypothesis and an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f5874a2a86fe68adaaba051872d4d701
https://doi.org/10.1080/02331880802497447
https://doi.org/10.1080/02331880802497447
Publikováno v:
Technovation. 29:527-536
Previous literature has differing opinions on the relationship between budget slack and innovation performance. Proponents of budget slack argue that it permits companies to experiment with new strategies and innovative projects in a more resourced e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::656b7aef03921ddff0d39b688c9e55d8
https://doi.org/10.1016/j.technovation.2009.01.004
https://doi.org/10.1016/j.technovation.2009.01.004
Publikováno v:
Quantitative Finance. 9:341-352
This paper adapts the hybrid method, a combination of the Laplace transformation and the finite-difference approach, to the pricing of barrier-style options. The hybrid method eliminates the time steps and provides a highly accurate and precise numer
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d9f777aac52a325ae249b9c1d81352b5
https://doi.org/10.1080/14697680802595593
https://doi.org/10.1080/14697680802595593
Publikováno v:
The Quarterly Review of Economics and Finance. 42:155-162
This article provides both statistical analysis and empirical evidence that the dummy variable regression models extensively employed in the market seasonality literature may wind-up misleading results. We show that the estimates of the said model te
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3f011c5e69f9740e77452c3eb1e4cf3e
https://doi.org/10.1016/s1062-9769(00)00081-8
https://doi.org/10.1016/s1062-9769(00)00081-8
Autor:
Shih-Yu Shen, Andrew Ming-Long Wang
Publikováno v:
Applied Mathematics and Computation. 119:317-337
This paper studies the expected return of a stock investment with a stop-loss strategy. The probability density function (p.d.f.) for the investment value is formulated as the solution for a boundary value problem of a partial differential equation (
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::40ca04c1fa25455198a12500e85020ca
https://doi.org/10.1016/s0096-3003(99)00229-5
https://doi.org/10.1016/s0096-3003(99)00229-5
Publikováno v:
The International Journal of Accounting. 32:63-77
The purpose of this study is to compare factors affecting analyst forecast revisions in Taiwan and the United States. Identical questionnaires were sent to practicing analysts in both countries to determine the type and source of information used in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d987d89aeee7e1aa22d2f547d0582109
https://doi.org/10.1016/s0020-7063(97)90005-4
https://doi.org/10.1016/s0020-7063(97)90005-4