نتایج جستجو برای: discrete barrier option

تعداد نتایج: 322983  

Journal: :Physical review 2021

The Peierls-Nabarro barrier is a discrete effect that frequently occurs in nonlinear systems. A signature of the slowing and eventual stopping solitary waves. This work examines intense electromagnetic waves propagating through periodic honeycomb lattice helically-driven waveguides, which serves as paradigmatic Floquet topological insulator. Here it shown topologically protected edge modes do n...

1996
Timothy J. Bartik Jin-Tan Liu

This paper examines the determinants of the decision of low-income renters to move out of their current dwelling. Maximum score estimation is shown t be superior to ordinary discrete choice estimation techniques (probit, logit) for this problem, ad for similar discrete choices that require revering a previously optimal decision. The estimation reveals psychological costs f moving for typical lo...

2003
Michael Monoyios

proportional transaction costs using the utility-maximization framework of Davis (1997). This approach allows option prices to be computed by solving the investor’s basic portfolio selection problem without insertion of the option payoff into the terminal value function. The properties of the value function can then be used to drastically reduce the number of operations needed to locate the bou...

2010
Jacob Midtgaard-Olesen Carsten Baldauf Daniel Merkle

Local minima of a fitness landscape are separated by barriers. A barrier tree (Flamm et al., 2002) is a representation of a fitness landscape as a binary tree, where each leaf represents a local minimum; the barriers connecting the local minima are represented as the internal horizontal nodes of the barrier tree. To reflect the fitness values of barriers and minima, each node in the barrier tre...

Journal: :journal of industrial strategic management 2014
s. a. nabavi chashmi j. ghasemi chali

different areas of modern financial tools and processes activities contain the matters like innovations in financial tools engineering and risk management. derivatives and especially stock exchange option is part of this innovation. among all numerical procedures in calculating the value of derivatives and the risk sensitivity parameters of option, binomial models are widely used. in this stud...

Journal: :BCP business & management 2022

As more people want to invest in the options market, there are basic traditional futures such as European options. Still, also some exotic like barrier option that is conditional on stock price before expiration and called a (1). This paper analyzes payoffs of based Black Scholes model by calculating them comparing them. study analysis results shows lower than option. The essentially close unde...

Journal: :Optics letters 2013
H Jiang H Susanto T M Benson K A Cliffe

We study numerically a parametrically driven discrete nonlinear Schrödinger equation modeling periodically curved waveguide arrays. We show that discrete surface solitons persist, but their threshold power is altered by the drive. There are critical drives at which the threshold values vanish. We also show that parametric drives can create resonance with a phonon making a barrier for discrete s...

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