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In this paper, installment options on the underlying asset which evolves according to Black-Scholes model and pays constant dividend to its owner will be considered. Applying arbitrage pricing theory, the non-homogeneous parabolic partial differential equation governing the value of installment option is derived. Then, penalty method is used to value the European continuous installment call opt...

Chylothorax is the most common cause of pleural effusion in neonates. It is usually idiopathic. Neonatal chylothorax successfully respond to octreotide treatment and can reduce the duration of hospitalization. A number of therapeutic interventions have been used to reduce chyle production and promote resolution of a chylothorax. Initial management typically includes restriction or temporary ces...

Metal organic frameworks (MOFs) are considered an interesting option for hydrogen storage. These materials show an exceptional H2 uptake. Here, Zn3(BTC)2 as MOF was synthesized with a solvothermal method. The phase stability and microstructure of the Zn3(BTC)2 was characterized in terms of their properties and structures, using a number of analytical techniques including FT-IR, XRD, SEM, BET ...

An American option grants the holder the right to select the time at which to exercise the option, so pricing an American option entails solving an optimal stopping problem. Difficulties in applying standard numerical methods to complex pricing problems have motivated the development of techniques that combine Monte Carlo simulation with dynamic programming. One class of methods approximates th...

option contracts are one of the most important financial instruments which have been recently considered as a vehicle for management of risks and development of capital market. in iran, the importance of option contracts is increasingly recognized in the capital market. in this article the legal aspects of option contracts will be examined. for this purpose the views of islamic jurists and lawy...