Zobrazeno 1 - 2
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pro vyhledávání: '"Jason Barden"'
Autor:
K. Gerova, Jason Barden
Publikováno v:
Transportation Research Part D: Transport and Environment. 48:284-297
Wind tunnels are designed to be low in turbulence to enable accurate, repeatable data measurement. This stable environment, however, does not reflect the nature of the on-road, turbulent flow. Full scale on-road testing was conducted over a period of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e272a92d5f1b5594fe78d9ec46837018
https://doi.org/10.1016/j.trd.2016.08.034
https://doi.org/10.1016/j.trd.2016.08.034
Optimum Weighting for the Least Squares Monte Carlo Approach to American Options Under the CEV Model
Autor:
Karl Jenkins, Jason Barden
Publikováno v:
SSRN Electronic Journal.
In this paper we propose the optimum weighting scheme for pricing American options under a local volatility model. American options are priced under the constant elasticity of variance volatility model using Monte Carlo simulation. The residuals obta
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1515755d1769529ab79a0ce5a496cdbc
https://doi.org/10.2139/ssrn.2635238
https://doi.org/10.2139/ssrn.2635238